| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.883938 | 6.847 | 0 |
| 2 | 0.783503 | 6.069 | 0 |
| 3 | 0.719577 | 5.5738 | 0 |
| 4 | 0.680146 | 5.2684 | 1e-06 |
| 5 | 0.637002 | 4.9342 | 3e-06 |
| 6 | 0.571851 | 4.4295 | 2e-05 |
| 7 | 0.507404 | 3.9303 | 0.000111 |
| 8 | 0.407944 | 3.1599 | 0.001236 |
| 9 | 0.354414 | 2.7453 | 0.003983 |
| 10 | 0.285005 | 2.2076 | 0.015552 |
| 11 | 0.182516 | 1.4138 | 0.0813 |
| 12 | 0.113981 | 0.8829 | 0.190409 |
| 13 | 0.050388 | 0.3903 | 0.348847 |
| 14 | 0.003816 | 0.0296 | 0.48826 |
| 15 | -0.081568 | -0.6318 | 0.264952 |
| 16 | -0.164798 | -1.2765 | 0.103345 |
| 17 | -0.253852 | -1.9663 | 0.026946 |
| 18 | -0.324682 | -2.515 | 0.007301 |
| 19 | -0.333596 | -2.584 | 0.006109 |
| 20 | -0.370451 | -2.8695 | 0.002835 |
| 21 | -0.409137 | -3.1692 | 0.001203 |
| 22 | -0.461267 | -3.573 | 0.000352 |
| 23 | -0.48033 | -3.7206 | 0.00022 |
| 24 | -0.503006 | -3.8963 | 0.000124 |
| 25 | -0.510137 | -3.9515 | 0.000104 |
| 26 | -0.497172 | -3.8511 | 0.000144 |
| 27 | -0.479026 | -3.7105 | 0.000227 |
| 28 | -0.455573 | -3.5289 | 0.000404 |
| 29 | -0.461364 | -3.5737 | 0.000351 |
| 30 | -0.449062 | -3.4784 | 0.000473 |
| 31 | -0.409352 | -3.1708 | 0.001197 |
| 32 | -0.363908 | -2.8188 | 0.00326 |
| 33 | -0.324201 | -2.5113 | 0.007371 |
| 34 | -0.295326 | -2.2876 | 0.012851 |
| 35 | -0.265101 | -2.0535 | 0.022197 |
| 36 | -0.22894 | -1.7734 | 0.040622 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.883938 | 6.847 | 0 |
| 2 | 0.009864 | 0.0764 | 0.469676 |
| 3 | 0.114902 | 0.89 | 0.188503 |
| 4 | 0.095817 | 0.7422 | 0.230432 |
| 5 | -0.000494 | -0.0038 | 0.498479 |
| 6 | -0.091446 | -0.7083 | 0.240738 |
| 7 | -0.033482 | -0.2594 | 0.398126 |
| 8 | -0.230502 | -1.7855 | 0.03962 |
| 9 | 0.11058 | 0.8565 | 0.197551 |
| 10 | -0.156011 | -1.2085 | 0.115806 |
| 11 | -0.203194 | -1.5739 | 0.060381 |
| 12 | 0.087883 | 0.6807 | 0.249327 |
| 13 | -0.067238 | -0.5208 | 0.302203 |
| 14 | 0.012303 | 0.0953 | 0.462196 |
| 15 | -0.15629 | -1.2106 | 0.115394 |
| 16 | -0.112422 | -0.8708 | 0.193662 |
| 17 | -0.113519 | -0.8793 | 0.191369 |
| 18 | -0.038032 | -0.2946 | 0.384661 |
| 19 | 0.120988 | 0.9372 | 0.176214 |
| 20 | -0.073639 | -0.5704 | 0.285267 |
| 21 | -0.009644 | -0.0747 | 0.47035 |
| 22 | -0.074965 | -0.5807 | 0.281818 |
| 23 | 0.029171 | 0.226 | 0.411001 |
| 24 | -0.106022 | -0.8212 | 0.20738 |
| 25 | 0.071502 | 0.5539 | 0.290869 |
| 26 | -0.023406 | -0.1813 | 0.42837 |
| 27 | 0.12666 | 0.9811 | 0.165241 |
| 28 | -0.078259 | -0.6062 | 0.273337 |
| 29 | -0.160367 | -1.2422 | 0.109499 |
| 30 | 0.073874 | 0.5722 | 0.284653 |
| 31 | 0.096424 | 0.7469 | 0.229021 |
| 32 | -0.012975 | -0.1005 | 0.460141 |
| 33 | -0.096786 | -0.7497 | 0.228183 |
| 34 | -0.013365 | -0.1035 | 0.458946 |
| 35 | -0.089777 | -0.6954 | 0.244742 |
| 36 | 0.080362 | 0.6225 | 0.267991 |
