| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.508807 | 9.5461 | 0 |
| 2 | 0.412072 | 7.7312 | 0 |
| 3 | 0.405474 | 7.6074 | 0 |
| 4 | 0.336241 | 6.3084 | 0 |
| 5 | 0.35884 | 6.7324 | 0 |
| 6 | 0.327088 | 6.1367 | 0 |
| 7 | 0.287409 | 5.3923 | 0 |
| 8 | 0.251502 | 4.7186 | 2e-06 |
| 9 | 0.223538 | 4.1939 | 1.7e-05 |
| 10 | 0.243978 | 4.5774 | 3e-06 |
| 11 | 0.209398 | 3.9287 | 5.1e-05 |
| 12 | 0.176693 | 3.3151 | 0.000506 |
| 13 | 0.223993 | 4.2025 | 1.7e-05 |
| 14 | 0.211979 | 3.9771 | 4.2e-05 |
| 15 | 0.083986 | 1.5757 | 0.057994 |
| 16 | 0.075178 | 1.4105 | 0.079642 |
| 17 | 0.094775 | 1.7781 | 0.038123 |
| 18 | 0.059991 | 1.1255 | 0.130566 |
| 19 | 0.079409 | 1.4898 | 0.068581 |
| 20 | 0.060523 | 1.1355 | 0.128467 |
| 21 | 0.074288 | 1.3938 | 0.082133 |
| 22 | 0.050717 | 0.9515 | 0.170991 |
| 23 | 0.06729 | 1.2625 | 0.103807 |
| 24 | 0.084587 | 1.587 | 0.056706 |
| 25 | 0.084675 | 1.5886 | 0.056519 |
| 26 | 0.128968 | 2.4197 | 0.008021 |
| 27 | 0.072937 | 1.3684 | 0.086026 |
| 28 | 0.087007 | 1.6324 | 0.051744 |
| 29 | 0.128806 | 2.4166 | 0.008087 |
| 30 | 0.144375 | 2.7087 | 0.003542 |
| 31 | 0.141676 | 2.6581 | 0.004109 |
| 32 | 0.105573 | 1.9807 | 0.0242 |
| 33 | 0.091536 | 1.7174 | 0.043396 |
| 34 | 0.136354 | 2.5582 | 0.005469 |
| 35 | 0.17579 | 3.2981 | 0.000536 |
| 36 | 0.138382 | 2.5963 | 0.004909 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.508807 | 9.5461 | 0 |
| 2 | 0.206698 | 3.878 | 6.3e-05 |
| 3 | 0.188846 | 3.5431 | 0.000224 |
| 4 | 0.056353 | 1.0573 | 0.145557 |
| 5 | 0.134721 | 2.5276 | 0.005961 |
| 6 | 0.05285 | 0.9915 | 0.16105 |
| 7 | 0.023999 | 0.4503 | 0.326402 |
| 8 | -0.008686 | -0.163 | 0.435319 |
| 9 | -0.001102 | -0.0207 | 0.491762 |
| 10 | 0.057749 | 1.0835 | 0.139671 |
| 11 | -0.005606 | -0.1052 | 0.458147 |
| 12 | -0.017667 | -0.3315 | 0.370249 |
| 13 | 0.084371 | 1.5829 | 0.057166 |
| 14 | 0.038345 | 0.7194 | 0.236182 |
| 15 | -0.156246 | -2.9314 | 0.001797 |
| 16 | -0.053822 | -1.0098 | 0.156645 |
| 17 | 0.021948 | 0.4118 | 0.340372 |
| 18 | -0.027514 | -0.5162 | 0.303015 |
| 19 | 0.014605 | 0.274 | 0.392118 |
| 20 | -0.003812 | -0.0715 | 0.471512 |
| 21 | 0.058115 | 1.0903 | 0.138154 |
| 22 | -0.009373 | -0.1759 | 0.430252 |
| 23 | 0.027454 | 0.5151 | 0.30341 |
| 24 | 0.023755 | 0.4457 | 0.328053 |
| 25 | 0.049025 | 0.9198 | 0.179158 |
| 26 | 0.08075 | 1.515 | 0.065335 |
| 27 | -0.074023 | -1.3888 | 0.082886 |
| 28 | 0.039167 | 0.7348 | 0.231462 |
| 29 | 0.096691 | 1.8141 | 0.035258 |
| 30 | 0.054204 | 1.017 | 0.154935 |
| 31 | -0.011667 | -0.2189 | 0.413434 |
| 32 | -0.033624 | -0.6308 | 0.264277 |
| 33 | -0.026327 | -0.4939 | 0.310827 |
| 34 | 0.050842 | 0.9539 | 0.170398 |
| 35 | 0.070376 | 1.3204 | 0.093786 |
| 36 | -0.035529 | -0.6666 | 0.252736 |
