| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.945819 | 5.5955 | 1e-06 |
| 2 | 0.849027 | 5.0229 | 7e-06 |
| 3 | 0.71956 | 4.257 | 7.4e-05 |
| 4 | 0.568679 | 3.3643 | 0.000936 |
| 5 | 0.386603 | 2.2872 | 0.014173 |
| 6 | 0.226284 | 1.3387 | 0.094648 |
| 7 | 0.078106 | 0.4621 | 0.323441 |
| 8 | -0.071544 | -0.4233 | 0.337348 |
| 9 | -0.212396 | -1.2565 | 0.10862 |
| 10 | -0.324892 | -1.9221 | 0.031382 |
| 11 | -0.410088 | -2.4261 | 0.010277 |
| 12 | -0.477361 | -2.8241 | 0.003887 |
| 13 | -0.496643 | -2.9382 | 0.002904 |
| 14 | -0.474933 | -2.8097 | 0.004031 |
| 15 | -0.428767 | -2.5366 | 0.007904 |
| 16 | -0.380451 | -2.2508 | 0.015392 |
| 17 | -0.316996 | -1.8754 | 0.034552 |
| 18 | -0.255696 | -1.5127 | 0.069665 |
| 19 | -0.205246 | -1.2143 | 0.116391 |
| 20 | -0.161832 | -0.9574 | 0.172463 |
| 21 | -0.111602 | -0.6602 | 0.256709 |
| 22 | -0.064922 | -0.3841 | 0.351619 |
| 23 | -0.030023 | -0.1776 | 0.430023 |
| 24 | -0.002396 | -0.0142 | 0.494386 |
| 25 | 0.021357 | 0.1263 | 0.45009 |
| 26 | 0.030305 | 0.1793 | 0.429373 |
| 27 | 0.026012 | 0.1539 | 0.439289 |
| 28 | 0.023057 | 0.1364 | 0.446141 |
| 29 | 0.019491 | 0.1153 | 0.454429 |
| 30 | 0.010921 | 0.0646 | 0.474425 |
| 31 | 0.005209 | 0.0308 | 0.487796 |
| 32 | 0.006712 | 0.0397 | 0.484275 |
| 33 | 0.006336 | 0.0375 | 0.485156 |
| 34 | 0.002311 | 0.0137 | 0.494584 |
| 35 | NA | NA | NA |
| 36 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.945819 | 5.5955 | 1e-06 |
| 2 | -0.432012 | -2.5558 | 0.007547 |
| 3 | -0.253965 | -1.5025 | 0.070971 |
| 4 | -0.149753 | -0.8859 | 0.190846 |
| 5 | -0.354118 | -2.095 | 0.021738 |
| 6 | 0.366551 | 2.1685 | 0.018499 |
| 7 | -0.119296 | -0.7058 | 0.242502 |
| 8 | -0.372003 | -2.2008 | 0.01722 |
| 9 | 0.081873 | 0.4844 | 0.31557 |
| 10 | -0.123282 | -0.7293 | 0.235321 |
| 11 | 0.174966 | 1.0351 | 0.153858 |
| 12 | 0.016037 | 0.0949 | 0.462478 |
| 13 | 0.141823 | 0.839 | 0.203572 |
| 14 | 0.032141 | 0.1902 | 0.425145 |
| 15 | -0.202329 | -1.197 | 0.119676 |
| 16 | -0.141267 | -0.8357 | 0.204484 |
| 17 | -0.102256 | -0.605 | 0.274556 |
| 18 | 0.017858 | 0.1057 | 0.458231 |
| 19 | 0.025196 | 0.1491 | 0.441181 |
| 20 | -0.018743 | -0.1109 | 0.456171 |
| 21 | -0.007815 | -0.0462 | 0.481692 |
| 22 | -0.061612 | -0.3645 | 0.358839 |
| 23 | -0.02813 | -0.1664 | 0.434391 |
| 24 | -0.066806 | -0.3952 | 0.347537 |
| 25 | 0.124083 | 0.7341 | 0.233893 |
| 26 | -0.026495 | -0.1567 | 0.438174 |
| 27 | -0.026343 | -0.1558 | 0.438524 |
| 28 | -0.00624 | -0.0369 | 0.48538 |
| 29 | -0.227679 | -1.347 | 0.093324 |
| 30 | 0.0325 | 0.1923 | 0.424319 |
| 31 | 0.064497 | 0.3816 | 0.352544 |
| 32 | -0.031097 | -0.184 | 0.427548 |
| 33 | 0.100014 | 0.5917 | 0.278929 |
| 34 | -0.090413 | -0.5349 | 0.298053 |
| 35 | NA | NA | NA |
| 36 | NA | NA | NA |
