| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.893869 | 6.9239 | 0 |
| 2 | 0.732971 | 5.6776 | 0 |
| 3 | 0.613006 | 4.7483 | 7e-06 |
| 4 | 0.556278 | 4.3089 | 3.1e-05 |
| 5 | 0.553499 | 4.2874 | 3.3e-05 |
| 6 | 0.535808 | 4.1503 | 5.3e-05 |
| 7 | 0.467571 | 3.6218 | 0.000302 |
| 8 | 0.389827 | 3.0196 | 0.001857 |
| 9 | 0.364677 | 2.8248 | 0.003207 |
| 10 | 0.388047 | 3.0058 | 0.001932 |
| 11 | 0.44595 | 3.4543 | 0.000509 |
| 12 | 0.455258 | 3.5264 | 0.000407 |
| 13 | 0.320701 | 2.4841 | 0.007898 |
| 14 | 0.159212 | 1.2332 | 0.111146 |
| 15 | 0.041961 | 0.325 | 0.373144 |
| 16 | -0.012989 | -0.1006 | 0.460097 |
| 17 | -0.023307 | -0.1805 | 0.42867 |
| 18 | -0.051439 | -0.3984 | 0.345858 |
| 19 | -0.12201 | -0.9451 | 0.174203 |
| 20 | -0.18994 | -1.4713 | 0.073222 |
| 21 | -0.209549 | -1.6232 | 0.0549 |
| 22 | -0.189432 | -1.4673 | 0.073754 |
| 23 | -0.149666 | -1.1593 | 0.125463 |
| 24 | -0.14249 | -1.1037 | 0.13706 |
| 25 | -0.231231 | -1.7911 | 0.03916 |
| 26 | -0.334464 | -2.5907 | 0.006003 |
| 27 | -0.392365 | -3.0392 | 0.001755 |
| 28 | -0.389756 | -3.019 | 0.00186 |
| 29 | -0.358897 | -2.78 | 0.003625 |
| 30 | -0.340477 | -2.6373 | 0.005313 |
| 31 | -0.355184 | -2.7512 | 0.003919 |
| 32 | -0.370151 | -2.8672 | 0.002853 |
| 33 | -0.352397 | -2.7297 | 0.004154 |
| 34 | -0.311642 | -2.414 | 0.009424 |
| 35 | -0.256807 | -1.9892 | 0.025621 |
| 36 | -0.221796 | -1.718 | 0.045474 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.893869 | 6.9239 | 0 |
| 2 | -0.328512 | -2.5446 | 0.006765 |
| 3 | 0.202104 | 1.5655 | 0.061364 |
| 4 | 0.137651 | 1.0662 | 0.145293 |
| 5 | 0.161901 | 1.2541 | 0.107339 |
| 6 | -0.133747 | -1.036 | 0.152181 |
| 7 | -0.114253 | -0.885 | 0.189844 |
| 8 | 0.070345 | 0.5449 | 0.293925 |
| 9 | 0.212731 | 1.6478 | 0.05231 |
| 10 | 0.036368 | 0.2817 | 0.38957 |
| 11 | 0.161554 | 1.2514 | 0.107825 |
| 12 | -0.20556 | -1.5923 | 0.058291 |
| 13 | -0.576578 | -4.4662 | 1.8e-05 |
| 14 | 0.131377 | 1.0176 | 0.156466 |
| 15 | -0.07218 | -0.5591 | 0.289086 |
| 16 | -0.048535 | -0.3759 | 0.354141 |
| 17 | -0.04899 | -0.3795 | 0.352838 |
| 18 | -0.030241 | -0.2342 | 0.407797 |
| 19 | 0.002899 | 0.0225 | 0.49108 |
| 20 | 0.012455 | 0.0965 | 0.461733 |
| 21 | -0.042322 | -0.3278 | 0.372092 |
| 22 | -0.006077 | -0.0471 | 0.481305 |
| 23 | -0.095086 | -0.7365 | 0.232139 |
| 24 | 0.125016 | 0.9684 | 0.168373 |
| 25 | -0.069859 | -0.5411 | 0.295213 |
| 26 | -0.05031 | -0.3897 | 0.34907 |
| 27 | 0.050891 | 0.3942 | 0.347416 |
| 28 | 0.05244 | 0.4062 | 0.343021 |
| 29 | -0.092805 | -0.7189 | 0.237508 |
| 30 | 0.13155 | 1.019 | 0.156151 |
| 31 | -0.024443 | -0.1893 | 0.425234 |
| 32 | -0.026805 | -0.2076 | 0.41811 |
| 33 | -0.070994 | -0.5499 | 0.29221 |
| 34 | -0.005147 | -0.0399 | 0.484166 |
| 35 | 0.053777 | 0.4166 | 0.339246 |
| 36 | -0.006188 | -0.0479 | 0.480965 |
