| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.843505 | 9.2786 | 0 |
| 2 | 0.79573 | 8.753 | 0 |
| 3 | 0.724456 | 7.969 | 0 |
| 4 | 0.704262 | 7.7469 | 0 |
| 5 | 0.660744 | 7.2682 | 0 |
| 6 | 0.612381 | 6.7362 | 0 |
| 7 | 0.542585 | 5.9684 | 0 |
| 8 | 0.50717 | 5.5789 | 0 |
| 9 | 0.465717 | 5.1229 | 1e-06 |
| 10 | 0.440963 | 4.8506 | 2e-06 |
| 11 | 0.428013 | 4.7081 | 3e-06 |
| 12 | 0.398826 | 4.3871 | 1.2e-05 |
| 13 | 0.347079 | 3.8179 | 0.000107 |
| 14 | 0.300018 | 3.3002 | 0.000635 |
| 15 | 0.277249 | 3.0497 | 0.001407 |
| 16 | 0.263362 | 2.897 | 0.002237 |
| 17 | 0.249078 | 2.7399 | 0.003539 |
| 18 | 0.194057 | 2.1346 | 0.017404 |
| 19 | 0.155687 | 1.7126 | 0.044677 |
| 20 | 0.10869 | 1.1956 | 0.117097 |
| 21 | 0.080774 | 0.8885 | 0.188013 |
| 22 | 0.067221 | 0.7394 | 0.23054 |
| 23 | 0.091607 | 1.0077 | 0.157811 |
| 24 | 0.064914 | 0.7141 | 0.238284 |
| 25 | 0.064928 | 0.7142 | 0.238235 |
| 26 | 0.058207 | 0.6403 | 0.261603 |
| 27 | 0.074744 | 0.8222 | 0.206294 |
| 28 | 0.072264 | 0.7949 | 0.214112 |
| 29 | 0.076711 | 0.8438 | 0.200216 |
| 30 | 0.042122 | 0.4633 | 0.321974 |
| 31 | 0.017606 | 0.1937 | 0.423379 |
| 32 | -0.001746 | -0.0192 | 0.492353 |
| 33 | -0.023545 | -0.259 | 0.398038 |
| 34 | -0.046949 | -0.5164 | 0.303244 |
| 35 | -0.04881 | -0.5369 | 0.296159 |
| 36 | -0.070085 | -0.7709 | 0.221125 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.843505 | 9.2786 | 0 |
| 2 | 0.291955 | 3.2115 | 0.000846 |
| 3 | 0.011176 | 0.1229 | 0.451181 |
| 4 | 0.142183 | 1.564 | 0.060213 |
| 5 | 0.017936 | 0.1973 | 0.421962 |
| 6 | -0.054825 | -0.6031 | 0.273794 |
| 7 | -0.10748 | -1.1823 | 0.119706 |
| 8 | 0.027098 | 0.2981 | 0.383078 |
| 9 | -0.000278 | -0.0031 | 0.498784 |
| 10 | 0.024982 | 0.2748 | 0.39197 |
| 11 | 0.098723 | 1.086 | 0.139828 |
| 12 | -0.008829 | -0.0971 | 0.461396 |
| 13 | -0.117476 | -1.2922 | 0.099369 |
| 14 | -0.077675 | -0.8544 | 0.197279 |
| 15 | 0.030988 | 0.3409 | 0.366896 |
| 16 | 0.031485 | 0.3463 | 0.364845 |
| 17 | 0.029461 | 0.3241 | 0.373222 |
| 18 | -0.101802 | -1.1198 | 0.132503 |
| 19 | -0.04165 | -0.4582 | 0.323831 |
| 20 | -0.076991 | -0.8469 | 0.19936 |
| 21 | -0.042536 | -0.4679 | 0.320349 |
| 22 | 0.057082 | 0.6279 | 0.265625 |
| 23 | 0.200608 | 2.2067 | 0.014612 |
| 24 | -0.02477 | -0.2725 | 0.392861 |
| 25 | 0.030985 | 0.3408 | 0.366911 |
| 26 | 0.038914 | 0.4281 | 0.334685 |
| 27 | -0.003392 | -0.0373 | 0.485148 |
| 28 | -0.075906 | -0.835 | 0.202691 |
| 29 | 0.017821 | 0.196 | 0.422456 |
| 30 | -0.063621 | -0.6998 | 0.24269 |
| 31 | -0.085778 | -0.9436 | 0.173638 |
| 32 | -0.001915 | -0.0211 | 0.491613 |
| 33 | -0.05197 | -0.5717 | 0.284302 |
| 34 | -0.086017 | -0.9462 | 0.172968 |
| 35 | 0.065739 | 0.7231 | 0.235497 |
| 36 | 0.021933 | 0.2413 | 0.404879 |
