| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.95682 | 7.8319 | 0 |
| 2 | 0.908667 | 7.4378 | 0 |
| 3 | 0.853835 | 6.9889 | 0 |
| 4 | 0.804395 | 6.5843 | 0 |
| 5 | 0.749731 | 6.1368 | 0 |
| 6 | 0.694824 | 5.6874 | 0 |
| 7 | 0.648192 | 5.3057 | 1e-06 |
| 8 | 0.596833 | 4.8853 | 3e-06 |
| 9 | 0.541837 | 4.4351 | 1.8e-05 |
| 10 | 0.472222 | 3.8653 | 0.000127 |
| 11 | 0.409275 | 3.3501 | 0.000665 |
| 12 | 0.340819 | 2.7897 | 0.003431 |
| 13 | 0.285133 | 2.3339 | 0.011304 |
| 14 | 0.227655 | 1.8634 | 0.033392 |
| 15 | 0.168893 | 1.3824 | 0.085713 |
| 16 | 0.102577 | 0.8396 | 0.202051 |
| 17 | 0.035796 | 0.293 | 0.385212 |
| 18 | -0.026124 | -0.2138 | 0.415664 |
| 19 | -0.091248 | -0.7469 | 0.22887 |
| 20 | -0.155337 | -1.2715 | 0.103976 |
| 21 | -0.216156 | -1.7693 | 0.040696 |
| 22 | -0.254715 | -2.0849 | 0.020445 |
| 23 | -0.28984 | -2.3724 | 0.010275 |
| 24 | -0.334584 | -2.7387 | 0.003948 |
| 25 | -0.369427 | -3.0239 | 0.001768 |
| 26 | -0.392033 | -3.2089 | 0.001023 |
| 27 | -0.404368 | -3.3099 | 0.000753 |
| 28 | -0.41985 | -3.4366 | 0.000508 |
| 29 | -0.430697 | -3.5254 | 0.000384 |
| 30 | -0.442929 | -3.6255 | 0.000279 |
| 31 | -0.451396 | -3.6948 | 0.000222 |
| 32 | -0.456215 | -3.7343 | 0.000195 |
| 33 | -0.452441 | -3.7034 | 0.000216 |
| 34 | -0.444568 | -3.6389 | 0.000267 |
| 35 | -0.440047 | -3.6019 | 0.000301 |
| 36 | -0.430035 | -3.52 | 0.000391 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.95682 | 7.8319 | 0 |
| 2 | -0.080931 | -0.6624 | 0.254979 |
| 3 | -0.101547 | -0.8312 | 0.204408 |
| 4 | 0.043285 | 0.3543 | 0.362113 |
| 5 | -0.091832 | -0.7517 | 0.22744 |
| 6 | -0.03767 | -0.3083 | 0.37939 |
| 7 | 0.083023 | 0.6796 | 0.249559 |
| 8 | -0.107155 | -0.8771 | 0.191783 |
| 9 | -0.082374 | -0.6743 | 0.251234 |
| 10 | -0.184237 | -1.508 | 0.068122 |
| 11 | 0.037669 | 0.3083 | 0.379391 |
| 12 | -0.10086 | -0.8256 | 0.205987 |
| 13 | 0.102563 | 0.8395 | 0.202084 |
| 14 | -0.060141 | -0.4923 | 0.312066 |
| 15 | -0.106344 | -0.8705 | 0.193578 |
| 16 | -0.149596 | -1.2245 | 0.112527 |
| 17 | -0.033375 | -0.2732 | 0.392775 |
| 18 | -0.001895 | -0.0155 | 0.493835 |
| 19 | -0.06071 | -0.4969 | 0.310432 |
| 20 | -0.090303 | -0.7392 | 0.231196 |
| 21 | -0.018306 | -0.1498 | 0.440669 |
| 22 | 0.132082 | 1.0811 | 0.141756 |
| 23 | 0.004009 | 0.0328 | 0.486959 |
| 24 | -0.212438 | -1.7389 | 0.043324 |
| 25 | 0.143176 | 1.1719 | 0.122685 |
| 26 | 0.071976 | 0.5892 | 0.27887 |
| 27 | 0.026153 | 0.2141 | 0.415571 |
| 28 | -0.060008 | -0.4912 | 0.31245 |
| 29 | -0.003763 | -0.0308 | 0.48776 |
| 30 | -0.121345 | -0.9932 | 0.162081 |
| 31 | -0.026994 | -0.221 | 0.412898 |
| 32 | 0.06589 | 0.5393 | 0.295721 |
| 33 | 0.083527 | 0.6837 | 0.248262 |
| 34 | -0.045842 | -0.3752 | 0.354336 |
| 35 | -0.102696 | -0.8406 | 0.20178 |
| 36 | -0.069776 | -0.5711 | 0.284908 |
