| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.939502 | 7.3377 | 0 |
| 2 | 0.868119 | 6.7802 | 0 |
| 3 | 0.825505 | 6.4474 | 0 |
| 4 | 0.799813 | 6.2467 | 0 |
| 5 | 0.78541 | 6.1342 | 0 |
| 6 | 0.750111 | 5.8586 | 0 |
| 7 | 0.675882 | 5.2788 | 1e-06 |
| 8 | 0.583499 | 4.5573 | 1.3e-05 |
| 9 | 0.510936 | 3.9905 | 9e-05 |
| 10 | 0.465947 | 3.6392 | 0.000282 |
| 11 | 0.452439 | 3.5337 | 0.000394 |
| 12 | 0.407766 | 3.1848 | 0.001141 |
| 13 | 0.294251 | 2.2982 | 0.012497 |
| 14 | 0.19285 | 1.5062 | 0.068588 |
| 15 | 0.121728 | 0.9507 | 0.172748 |
| 16 | 0.067934 | 0.5306 | 0.298818 |
| 17 | 0.032387 | 0.2529 | 0.400579 |
| 18 | -0.016015 | -0.1251 | 0.450434 |
| 19 | -0.08854 | -0.6915 | 0.245932 |
| 20 | -0.17316 | -1.3524 | 0.090616 |
| 21 | -0.231029 | -1.8044 | 0.038053 |
| 22 | -0.263215 | -2.0558 | 0.022046 |
| 23 | -0.272475 | -2.1281 | 0.018689 |
| 24 | -0.307303 | -2.4001 | 0.009729 |
| 25 | -0.375366 | -2.9317 | 0.00237 |
| 26 | -0.421862 | -3.2948 | 0.000822 |
| 27 | -0.44511 | -3.4764 | 0.000471 |
| 28 | -0.447572 | -3.4956 | 0.000444 |
| 29 | -0.432026 | -3.3742 | 0.000646 |
| 30 | -0.422195 | -3.2974 | 0.000815 |
| 31 | -0.425574 | -3.3238 | 0.000753 |
| 32 | -0.433714 | -3.3874 | 0.00062 |
| 33 | -0.417438 | -3.2603 | 0.000911 |
| 34 | -0.387171 | -3.0239 | 0.001824 |
| 35 | -0.357359 | -2.7911 | 0.003502 |
| 36 | -0.33891 | -2.647 | 0.00516 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.939502 | 7.3377 | 0 |
| 2 | -0.123964 | -0.9682 | 0.168387 |
| 3 | 0.218674 | 1.7079 | 0.04637 |
| 4 | 0.075996 | 0.5936 | 0.277504 |
| 5 | 0.1221 | 0.9536 | 0.172017 |
| 6 | -0.166059 | -1.297 | 0.099764 |
| 7 | -0.282051 | -2.2029 | 0.015695 |
| 8 | -0.239013 | -1.8668 | 0.033372 |
| 9 | -0.022069 | -0.1724 | 0.431861 |
| 10 | 0.042039 | 0.3283 | 0.371891 |
| 11 | 0.289238 | 2.259 | 0.013734 |
| 12 | -0.194093 | -1.5159 | 0.067354 |
| 13 | -0.488952 | -3.8188 | 0.000158 |
| 14 | 0.055418 | 0.4328 | 0.333333 |
| 15 | 0.019358 | 0.1512 | 0.440161 |
| 16 | -0.066189 | -0.517 | 0.30353 |
| 17 | 0.053541 | 0.4182 | 0.338647 |
| 18 | 0.04456 | 0.348 | 0.364509 |
| 19 | 0.131254 | 1.0251 | 0.154677 |
| 20 | -0.13494 | -1.0539 | 0.148039 |
| 21 | -0.030032 | -0.2346 | 0.40767 |
| 22 | -0.190775 | -1.49 | 0.070688 |
| 23 | 0.005397 | 0.0422 | 0.483258 |
| 24 | 0.038772 | 0.3028 | 0.381528 |
| 25 | 0.041155 | 0.3214 | 0.374491 |
| 26 | 0.048999 | 0.3827 | 0.351638 |
| 27 | 0.071044 | 0.5549 | 0.290505 |
| 28 | 0.059709 | 0.4663 | 0.321317 |
| 29 | 0.016845 | 0.1316 | 0.447881 |
| 30 | -0.024379 | -0.1904 | 0.424813 |
| 31 | 0.110942 | 0.8665 | 0.194809 |
| 32 | -0.026513 | -0.2071 | 0.41832 |
| 33 | 0.057254 | 0.4472 | 0.32817 |
| 34 | -0.133927 | -1.046 | 0.149843 |
| 35 | -0.21504 | -1.6795 | 0.049083 |
| 36 | 0.094939 | 0.7415 | 0.230618 |
