| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.820475 | 5.7433 | 0 |
| 2 | 0.48882 | 3.4217 | 0.000632 |
| 3 | 0.201371 | 1.4096 | 0.082487 |
| 4 | 0.123415 | 0.8639 | 0.195924 |
| 5 | 0.218089 | 1.5266 | 0.066642 |
| 6 | 0.385854 | 2.701 | 0.004734 |
| 7 | 0.482748 | 3.3792 | 0.000717 |
| 8 | 0.457007 | 3.199 | 0.001209 |
| 9 | 0.344058 | 2.4084 | 0.009915 |
| 10 | 0.211336 | 1.4793 | 0.072724 |
| 11 | 0.09344 | 0.6541 | 0.258059 |
| 12 | 0.03301 | 0.2311 | 0.409111 |
| 13 | 0.052084 | 0.3646 | 0.358495 |
| 14 | 0.100652 | 0.7046 | 0.242209 |
| 15 | 0.115677 | 0.8097 | 0.211002 |
| 16 | 0.058773 | 0.4114 | 0.341283 |
| 17 | -0.049199 | -0.3444 | 0.366012 |
| 18 | -0.132044 | -0.9243 | 0.179928 |
| 19 | -0.156465 | -1.0953 | 0.13938 |
| 20 | -0.117501 | -0.8225 | 0.207386 |
| 21 | -0.084108 | -0.5888 | 0.279364 |
| 22 | -0.089945 | -0.6296 | 0.265936 |
| 23 | -0.121141 | -0.848 | 0.200283 |
| 24 | -0.136698 | -0.9569 | 0.17166 |
| 25 | -0.118728 | -0.8311 | 0.204976 |
| 26 | -0.101584 | -0.7111 | 0.240201 |
| 27 | -0.114297 | -0.8001 | 0.213763 |
| 28 | -0.183403 | -1.2838 | 0.102622 |
| 29 | -0.258775 | -1.8114 | 0.038103 |
| 30 | -0.296588 | -2.0761 | 0.021576 |
| 31 | -0.26556 | -1.8589 | 0.034525 |
| 32 | -0.210492 | -1.4734 | 0.073513 |
| 33 | -0.1706 | -1.1942 | 0.119075 |
| 34 | -0.165657 | -1.1596 | 0.125916 |
| 35 | -0.18973 | -1.3281 | 0.095147 |
| 36 | -0.221492 | -1.5504 | 0.063735 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.820475 | 5.7433 | 0 |
| 2 | -0.564098 | -3.9487 | 0.000126 |
| 3 | 0.165577 | 1.159 | 0.126028 |
| 4 | 0.415037 | 2.9053 | 0.002746 |
| 5 | 0.033336 | 0.2334 | 0.40823 |
| 6 | 0.154929 | 1.0845 | 0.141725 |
| 7 | 0.004895 | 0.0343 | 0.486402 |
| 8 | 0.009025 | 0.0632 | 0.474942 |
| 9 | 0.076778 | 0.5374 | 0.296695 |
| 10 | -0.097441 | -0.6821 | 0.249198 |
| 11 | -0.190176 | -1.3312 | 0.094636 |
| 12 | 0.038203 | 0.2674 | 0.395133 |
| 13 | 0.083828 | 0.5868 | 0.280017 |
| 14 | -0.187067 | -1.3095 | 0.098241 |
| 15 | -0.110877 | -0.7761 | 0.220698 |
| 16 | -0.07814 | -0.547 | 0.293438 |
| 17 | -0.06568 | -0.4598 | 0.323861 |
| 18 | 0.131555 | 0.9209 | 0.180811 |
| 19 | -0.138691 | -0.9708 | 0.168198 |
| 20 | -0.005788 | -0.0405 | 0.483922 |
| 21 | -0.018304 | -0.1281 | 0.449287 |
| 22 | -0.013838 | -0.0969 | 0.461615 |
| 23 | 0.12073 | 0.8451 | 0.201079 |
| 24 | 0.040362 | 0.2825 | 0.389361 |
| 25 | 0.045557 | 0.3189 | 0.375578 |
| 26 | -0.076184 | -0.5333 | 0.298123 |
| 27 | -0.019917 | -0.1394 | 0.444846 |
| 28 | -0.205843 | -1.4409 | 0.077986 |
| 29 | 0.009154 | 0.0641 | 0.474585 |
| 30 | -0.020152 | -0.1411 | 0.444199 |
| 31 | -0.07829 | -0.548 | 0.293079 |
| 32 | -0.059797 | -0.4186 | 0.338676 |
| 33 | -0.11357 | -0.795 | 0.215227 |
| 34 | 0.039289 | 0.275 | 0.392228 |
| 35 | -0.001512 | -0.0106 | 0.495798 |
| 36 | -0.007178 | -0.0502 | 0.480064 |
