| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.458543 | 5.0231 | 1e-06 |
| 2 | 0.445796 | 4.8835 | 2e-06 |
| 3 | 0.537995 | 5.8934 | 0 |
| 4 | 0.239414 | 2.6226 | 0.004928 |
| 5 | 0.292252 | 3.2015 | 0.000875 |
| 6 | 0.257462 | 2.8204 | 0.002807 |
| 7 | -1.5e-05 | -2e-04 | 0.499934 |
| 8 | 0.133674 | 1.4643 | 0.07286 |
| 9 | 0.06457 | 0.7073 | 0.240368 |
| 10 | -0.130437 | -1.4289 | 0.07782 |
| 11 | -0.056225 | -0.6159 | 0.269559 |
| 12 | -0.108003 | -1.1831 | 0.119551 |
| 13 | -0.180916 | -1.9818 | 0.024892 |
| 14 | -0.09229 | -1.011 | 0.157029 |
| 15 | -0.152078 | -1.6659 | 0.049168 |
| 16 | -0.271266 | -2.9716 | 0.00179 |
| 17 | -0.094401 | -1.0341 | 0.151582 |
| 18 | -0.159813 | -1.7507 | 0.04128 |
| 19 | -0.243453 | -2.6669 | 0.004356 |
| 20 | -0.114443 | -1.2537 | 0.106202 |
| 21 | -0.18075 | -1.98 | 0.024995 |
| 22 | -0.232226 | -2.5439 | 0.006116 |
| 23 | -0.008926 | -0.0978 | 0.461135 |
| 24 | -0.233438 | -2.5572 | 0.005899 |
| 25 | -0.222302 | -2.4352 | 0.008177 |
| 26 | -0.098157 | -1.0753 | 0.142209 |
| 27 | -0.211756 | -2.3197 | 0.011024 |
| 28 | -0.195482 | -2.1414 | 0.017132 |
| 29 | -0.120404 | -1.319 | 0.094847 |
| 30 | -0.20196 | -2.2124 | 0.014417 |
| 31 | -0.102894 | -1.1271 | 0.130965 |
| 32 | -0.03448 | -0.3777 | 0.353158 |
| 33 | -0.178633 | -1.9568 | 0.026345 |
| 34 | -0.0957 | -1.0483 | 0.148294 |
| 35 | -0.071724 | -0.7857 | 0.216798 |
| 36 | -0.135295 | -1.4821 | 0.07047 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.458543 | 5.0231 | 1e-06 |
| 2 | 0.298243 | 3.2671 | 0.000709 |
| 3 | 0.35829 | 3.9249 | 7.3e-05 |
| 4 | -0.194643 | -2.1322 | 0.017514 |
| 5 | 0.028826 | 0.3158 | 0.376363 |
| 6 | -0.019243 | -0.2108 | 0.416701 |
| 7 | -0.215527 | -2.361 | 0.009919 |
| 8 | 0.067839 | 0.7431 | 0.229425 |
| 9 | 0.015769 | 0.1727 | 0.431571 |
| 10 | -0.139773 | -1.5311 | 0.064184 |
| 11 | -0.104885 | -1.149 | 0.126429 |
| 12 | 0.017495 | 0.1916 | 0.424171 |
| 13 | 0.004323 | 0.0474 | 0.481154 |
| 14 | 0.005495 | 0.0602 | 0.47605 |
| 15 | 0.013886 | 0.1521 | 0.439675 |
| 16 | -0.191726 | -2.1003 | 0.0189 |
| 17 | 0.075205 | 0.8238 | 0.205836 |
| 18 | 0.016372 | 0.1793 | 0.428986 |
| 19 | -0.087003 | -0.9531 | 0.171235 |
| 20 | -0.032576 | -0.3569 | 0.360915 |
| 21 | -0.007082 | -0.0776 | 0.469147 |
| 22 | -0.116677 | -1.2781 | 0.101834 |
| 23 | 0.156071 | 1.7097 | 0.044956 |
| 24 | -0.158805 | -1.7396 | 0.042244 |
| 25 | -0.116788 | -1.2793 | 0.101622 |
| 26 | -0.091866 | -1.0063 | 0.158138 |
| 27 | 0.070006 | 0.7669 | 0.222329 |
| 28 | -0.107767 | -1.1805 | 0.120062 |
| 29 | -0.017608 | -0.1929 | 0.423688 |
| 30 | 0.039455 | 0.4322 | 0.333184 |
| 31 | -0.029031 | -0.318 | 0.375513 |
| 32 | 0.023657 | 0.2591 | 0.397983 |
| 33 | -0.088916 | -0.974 | 0.166002 |
| 34 | -0.08839 | -0.9683 | 0.167431 |
| 35 | -0.098211 | -1.0758 | 0.142077 |
| 36 | -0.014752 | -0.1616 | 0.435944 |
