| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.557031 | 4.7593 | 5e-06 |
| 2 | 0.577073 | 4.9305 | 2e-06 |
| 3 | 0.429698 | 3.6713 | 0.000228 |
| 4 | 0.306892 | 2.6221 | 0.005315 |
| 5 | 0.161807 | 1.3825 | 0.08552 |
| 6 | 0.152913 | 1.3065 | 0.097744 |
| 7 | -0.001145 | -0.0098 | 0.496109 |
| 8 | -0.048163 | -0.4115 | 0.340953 |
| 9 | -0.185345 | -1.5836 | 0.058805 |
| 10 | -0.328325 | -2.8052 | 0.00322 |
| 11 | -0.381929 | -3.2632 | 0.000839 |
| 12 | -0.5136 | -4.3882 | 1.9e-05 |
| 13 | -0.525143 | -4.4868 | 1.3e-05 |
| 14 | -0.505797 | -4.3215 | 2.4e-05 |
| 15 | -0.39695 | -3.3915 | 0.000563 |
| 16 | -0.397163 | -3.3934 | 0.000559 |
| 17 | -0.280813 | -2.3993 | 0.009491 |
| 18 | -0.239595 | -2.0471 | 0.022124 |
| 19 | -0.196337 | -1.6775 | 0.048861 |
| 20 | -0.103903 | -0.8877 | 0.188797 |
| 21 | -0.000481 | -0.0041 | 0.498367 |
| 22 | -0.009245 | -0.079 | 0.468628 |
| 23 | 0.200775 | 1.7154 | 0.045255 |
| 24 | 0.139265 | 1.1899 | 0.118975 |
| 25 | 0.269067 | 2.2989 | 0.012187 |
| 26 | 0.331722 | 2.8342 | 0.002968 |
| 27 | 0.249359 | 2.1305 | 0.018249 |
| 28 | 0.217942 | 1.8621 | 0.033307 |
| 29 | 0.257006 | 2.1959 | 0.01564 |
| 30 | 0.182838 | 1.5622 | 0.061287 |
| 31 | 0.158628 | 1.3553 | 0.089748 |
| 32 | 0.107983 | 0.9226 | 0.179627 |
| 33 | 0.046806 | 0.3999 | 0.345196 |
| 34 | 0.019296 | 0.1649 | 0.434752 |
| 35 | -0.059922 | -0.512 | 0.305108 |
| 36 | -0.106174 | -0.9072 | 0.183656 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.557031 | 4.7593 | 5e-06 |
| 2 | 0.386809 | 3.3049 | 0.000737 |
| 3 | 0.029196 | 0.2494 | 0.401857 |
| 4 | -0.117318 | -1.0024 | 0.159739 |
| 5 | -0.165037 | -1.4101 | 0.081382 |
| 6 | 0.06793 | 0.5804 | 0.281718 |
| 7 | -0.092525 | -0.7905 | 0.215888 |
| 8 | -0.088452 | -0.7557 | 0.226121 |
| 9 | -0.185867 | -1.588 | 0.058299 |
| 10 | -0.271454 | -2.3193 | 0.01159 |
| 11 | -0.097844 | -0.836 | 0.202947 |
| 12 | -0.208072 | -1.7778 | 0.039803 |
| 13 | -0.102598 | -0.8766 | 0.19179 |
| 14 | -0.030632 | -0.2617 | 0.397138 |
| 15 | 0.144453 | 1.2342 | 0.110541 |
| 16 | -0.015436 | -0.1319 | 0.44772 |
| 17 | -0.023958 | -0.2047 | 0.419188 |
| 18 | 0.001874 | 0.016 | 0.493633 |
| 19 | -0.080271 | -0.6858 | 0.247496 |
| 20 | 0.024467 | 0.209 | 0.417497 |
| 21 | 0.031798 | 0.2717 | 0.393316 |
| 22 | -0.204479 | -1.7471 | 0.042415 |
| 23 | 0.085491 | 0.7304 | 0.23373 |
| 24 | -0.184523 | -1.5766 | 0.05961 |
| 25 | 0.037443 | 0.3199 | 0.374974 |
| 26 | 0.119849 | 1.024 | 0.154611 |
| 27 | -0.161685 | -1.3814 | 0.085679 |
| 28 | -0.117957 | -1.0078 | 0.158434 |
| 29 | 0.008068 | 0.0689 | 0.472614 |
| 30 | 0.076898 | 0.657 | 0.256618 |
| 31 | -0.05156 | -0.4405 | 0.330427 |
| 32 | -0.163201 | -1.3944 | 0.083714 |
| 33 | -0.038409 | -0.3282 | 0.371862 |
| 34 | -0.019817 | -0.1693 | 0.433009 |
| 35 | 0.006801 | 0.0581 | 0.476911 |
| 36 | -0.096929 | -0.8282 | 0.20514 |
