| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.89392 | 6.9243 | 0 |
| 2 | 0.73179 | 5.6684 | 0 |
| 3 | 0.610798 | 4.7312 | 7e-06 |
| 4 | 0.554571 | 4.2957 | 3.2e-05 |
| 5 | 0.552561 | 4.2801 | 3.4e-05 |
| 6 | 0.535436 | 4.1475 | 5.4e-05 |
| 7 | 0.46632 | 3.6121 | 0.000311 |
| 8 | 0.387629 | 3.0026 | 0.00195 |
| 9 | 0.362084 | 2.8047 | 0.003389 |
| 10 | 0.386803 | 2.9962 | 0.001985 |
| 11 | 0.445926 | 3.4541 | 0.000509 |
| 12 | 0.455557 | 3.5287 | 0.000404 |
| 13 | 0.321152 | 2.4876 | 0.007828 |
| 14 | 0.158761 | 1.2298 | 0.111794 |
| 15 | 0.041171 | 0.3189 | 0.375451 |
| 16 | -0.013558 | -0.105 | 0.458357 |
| 17 | -0.023209 | -0.1798 | 0.428967 |
| 18 | -0.051066 | -0.3956 | 0.346919 |
| 19 | -0.12202 | -0.9452 | 0.174184 |
| 20 | -0.19054 | -1.4759 | 0.072598 |
| 21 | -0.210347 | -1.6293 | 0.05424 |
| 22 | -0.189554 | -1.4683 | 0.073625 |
| 23 | -0.148854 | -1.153 | 0.126739 |
| 24 | -0.140767 | -1.0904 | 0.139954 |
| 25 | -0.229161 | -1.7751 | 0.040479 |
| 26 | -0.333023 | -2.5796 | 0.00618 |
| 27 | -0.391122 | -3.0296 | 0.001805 |
| 28 | -0.388616 | -3.0102 | 0.001908 |
| 29 | -0.357727 | -2.7709 | 0.003715 |
| 30 | -0.338851 | -2.6247 | 0.005492 |
| 31 | -0.354144 | -2.7432 | 0.004006 |
| 32 | -0.369624 | -2.8631 | 0.002885 |
| 33 | -0.352454 | -2.7301 | 0.004149 |
| 34 | -0.311301 | -2.4113 | 0.009486 |
| 35 | -0.255676 | -1.9805 | 0.026121 |
| 36 | -0.220464 | -1.7077 | 0.04643 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.89392 | 6.9243 | 0 |
| 2 | -0.335002 | -2.5949 | 0.005938 |
| 3 | 0.207201 | 1.605 | 0.056875 |
| 4 | 0.141392 | 1.0952 | 0.1389 |
| 5 | 0.158423 | 1.2271 | 0.112281 |
| 6 | -0.134661 | -1.0431 | 0.150548 |
| 7 | -0.119095 | -0.9225 | 0.17998 |
| 8 | 0.077978 | 0.604 | 0.274054 |
| 9 | 0.211026 | 1.6346 | 0.053685 |
| 10 | 0.040986 | 0.3175 | 0.375991 |
| 11 | 0.155535 | 1.2048 | 0.116512 |
| 12 | -0.204899 | -1.5871 | 0.058869 |
| 13 | -0.57561 | -4.4587 | 1.8e-05 |
| 14 | 0.134604 | 1.0426 | 0.15065 |
| 15 | -0.073207 | -0.5671 | 0.286394 |
| 16 | -0.054918 | -0.4254 | 0.336035 |
| 17 | -0.042218 | -0.327 | 0.372397 |
| 18 | -0.033647 | -0.2606 | 0.397637 |
| 19 | 0.009707 | 0.0752 | 0.470158 |
| 20 | 0.007631 | 0.0591 | 0.476531 |
| 21 | -0.043176 | -0.3344 | 0.369606 |
| 22 | -0.011526 | -0.0893 | 0.46458 |
| 23 | -0.086564 | -0.6705 | 0.25255 |
| 24 | 0.126631 | 0.9809 | 0.165295 |
| 25 | -0.074152 | -0.5744 | 0.28393 |
| 26 | -0.052793 | -0.4089 | 0.342024 |
| 27 | 0.057589 | 0.4461 | 0.328571 |
| 28 | 0.048218 | 0.3735 | 0.355048 |
| 29 | -0.095854 | -0.7425 | 0.230345 |
| 30 | 0.139854 | 1.0833 | 0.141503 |
| 31 | -0.035974 | -0.2787 | 0.390735 |
| 32 | -0.021058 | -0.1631 | 0.435488 |
| 33 | -0.073087 | -0.5661 | 0.286709 |
| 34 | 0.000473 | 0.0037 | 0.498543 |
| 35 | 0.050279 | 0.3895 | 0.349157 |
| 36 | -0.016709 | -0.1294 | 0.448728 |
