| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.735806 | 5.6995 | 0 |
| 2 | 0.382008 | 2.959 | 0.002206 |
| 3 | -0.0234 | -0.1813 | 0.428388 |
| 4 | -0.428421 | -3.3185 | 0.000771 |
| 5 | -0.714546 | -5.5348 | 0 |
| 6 | -0.775354 | -6.0059 | 0 |
| 7 | -0.662668 | -5.133 | 2e-06 |
| 8 | -0.3424 | -2.6522 | 0.005108 |
| 9 | 0.042642 | 0.3303 | 0.371161 |
| 10 | 0.363318 | 2.8142 | 0.003301 |
| 11 | 0.620079 | 4.8031 | 5e-06 |
| 12 | 0.761022 | 5.8949 | 0 |
| 13 | 0.574647 | 4.4512 | 1.9e-05 |
| 14 | 0.298881 | 2.3151 | 0.012022 |
| 15 | -0.039346 | -0.3048 | 0.380796 |
| 16 | -0.335411 | -2.5981 | 0.005889 |
| 17 | -0.553885 | -4.2904 | 3.3e-05 |
| 18 | -0.605433 | -4.6897 | 8e-06 |
| 19 | -0.510487 | -3.9542 | 0.000103 |
| 20 | -0.260596 | -2.0186 | 0.024004 |
| 21 | 0.03181 | 0.2464 | 0.403108 |
| 22 | 0.278378 | 2.1563 | 0.017539 |
| 23 | 0.479784 | 3.7164 | 0.000223 |
| 24 | 0.555925 | 4.3062 | 3.1e-05 |
| 25 | 0.438135 | 3.3938 | 0.000613 |
| 26 | 0.217537 | 1.685 | 0.048589 |
| 27 | -0.040754 | -0.3157 | 0.37667 |
| 28 | -0.245143 | -1.8989 | 0.031197 |
| 29 | -0.414433 | -3.2102 | 0.001066 |
| 30 | -0.445617 | -3.4517 | 0.000513 |
| 31 | -0.351592 | -2.7234 | 0.004225 |
| 32 | -0.188122 | -1.4572 | 0.07514 |
| 33 | 0.027993 | 0.2168 | 0.414538 |
| 34 | 0.197977 | 1.5335 | 0.065201 |
| 35 | 0.330077 | 2.5568 | 0.006556 |
| 36 | 0.382426 | 2.9623 | 0.002186 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.735806 | 5.6995 | 0 |
| 2 | -0.347593 | -2.6924 | 0.00459 |
| 3 | -0.363174 | -2.8131 | 0.003311 |
| 4 | -0.416363 | -3.2251 | 0.00102 |
| 5 | -0.34813 | -2.6966 | 0.004539 |
| 6 | -0.161931 | -1.2543 | 0.107296 |
| 7 | -0.233533 | -1.8089 | 0.037736 |
| 8 | 0.01997 | 0.1547 | 0.438792 |
| 9 | -0.043567 | -0.3375 | 0.36847 |
| 10 | -0.150901 | -1.1689 | 0.123538 |
| 11 | 0.077637 | 0.6014 | 0.274928 |
| 12 | 0.282107 | 2.1852 | 0.016395 |
| 13 | -0.265498 | -2.0565 | 0.022044 |
| 14 | 0.045529 | 0.3527 | 0.362786 |
| 15 | 0.001112 | 0.0086 | 0.496579 |
| 16 | 0.185282 | 1.4352 | 0.078213 |
| 17 | -0.007196 | -0.0557 | 0.477868 |
| 18 | 0.011342 | 0.0879 | 0.465141 |
| 19 | 0.05338 | 0.4135 | 0.340363 |
| 20 | -0.01137 | -0.0881 | 0.465058 |
| 21 | 0.000768 | 0.0059 | 0.497636 |
| 22 | 0.005765 | 0.0447 | 0.482265 |
| 23 | 0.084357 | 0.6534 | 0.25799 |
| 24 | -0.060789 | -0.4709 | 0.319721 |
| 25 | 0.009104 | 0.0705 | 0.472006 |
| 26 | -0.077026 | -0.5966 | 0.276496 |
| 27 | 0.040715 | 0.3154 | 0.376785 |
| 28 | 0.060622 | 0.4696 | 0.320181 |
| 29 | -0.06368 | -0.4933 | 0.311813 |
| 30 | 0.062816 | 0.4866 | 0.314168 |
| 31 | 0.077827 | 0.6028 | 0.274441 |
| 32 | -0.128495 | -0.9953 | 0.161789 |
| 33 | 0.074583 | 0.5777 | 0.282807 |
| 34 | -0.06446 | -0.4993 | 0.309694 |
| 35 | 0.026578 | 0.2059 | 0.418793 |
| 36 | 0.027017 | 0.2093 | 0.417473 |
