| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.926813 | 7.1791 | 0 |
| 2 | 0.849126 | 6.5773 | 0 |
| 3 | 0.766604 | 5.9381 | 0 |
| 4 | 0.703778 | 5.4514 | 0 |
| 5 | 0.636095 | 4.9272 | 3e-06 |
| 6 | 0.559575 | 4.3344 | 2.8e-05 |
| 7 | 0.495204 | 3.8358 | 0.000151 |
| 8 | 0.439195 | 3.402 | 0.000598 |
| 9 | 0.382363 | 2.9618 | 0.002189 |
| 10 | 0.316609 | 2.4524 | 0.008557 |
| 11 | 0.252519 | 1.956 | 0.027562 |
| 12 | 0.184367 | 1.4281 | 0.079224 |
| 13 | 0.126538 | 0.9802 | 0.165471 |
| 14 | 0.070118 | 0.5431 | 0.294525 |
| 15 | 0.018042 | 0.1398 | 0.444663 |
| 16 | -0.040815 | -0.3162 | 0.376491 |
| 17 | -0.107632 | -0.8337 | 0.203875 |
| 18 | -0.156577 | -1.2128 | 0.114972 |
| 19 | -0.192933 | -1.4945 | 0.070149 |
| 20 | -0.222739 | -1.7253 | 0.044808 |
| 21 | -0.251999 | -1.952 | 0.027806 |
| 22 | -0.285936 | -2.2149 | 0.015289 |
| 23 | -0.307662 | -2.3831 | 0.010174 |
| 24 | -0.321315 | -2.4889 | 0.007803 |
| 25 | -0.328783 | -2.5467 | 0.006728 |
| 26 | -0.335169 | -2.5962 | 0.005918 |
| 27 | -0.338742 | -2.6239 | 0.005504 |
| 28 | -0.347341 | -2.6905 | 0.004614 |
| 29 | -0.364336 | -2.8221 | 0.003231 |
| 30 | -0.393428 | -3.0475 | 0.001714 |
| 31 | -0.420706 | -3.2588 | 0.000922 |
| 32 | -0.429498 | -3.3269 | 0.000752 |
| 33 | -0.426814 | -3.3061 | 8e-04 |
| 34 | -0.410992 | -3.1835 | 0.001153 |
| 35 | -0.390386 | -3.0239 | 0.001834 |
| 36 | -0.365195 | -2.8288 | 0.003172 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.926813 | 7.1791 | 0 |
| 2 | -0.069897 | -0.5414 | 0.295111 |
| 3 | -0.07556 | -0.5853 | 0.280276 |
| 4 | 0.096226 | 0.7454 | 0.22948 |
| 5 | -0.08019 | -0.6212 | 0.268427 |
| 6 | -0.113315 | -0.8777 | 0.191794 |
| 7 | 0.067186 | 0.5204 | 0.302343 |
| 8 | 0.005927 | 0.0459 | 0.481767 |
| 9 | -0.078257 | -0.6062 | 0.273343 |
| 10 | -0.079154 | -0.6131 | 0.271056 |
| 11 | -0.017047 | -0.132 | 0.447694 |
| 12 | -0.101229 | -0.7841 | 0.218028 |
| 13 | 0.008925 | 0.0691 | 0.472557 |
| 14 | -0.019891 | -0.1541 | 0.439033 |
| 15 | -0.037532 | -0.2907 | 0.386133 |
| 16 | -0.102188 | -0.7915 | 0.215872 |
| 17 | -0.115034 | -0.891 | 0.188231 |
| 18 | 0.067558 | 0.5233 | 0.301346 |
| 19 | 0.022131 | 0.1714 | 0.432233 |
| 20 | -0.035298 | -0.2734 | 0.392736 |
| 21 | -0.004053 | -0.0314 | 0.487531 |
| 22 | -0.084416 | -0.6539 | 0.257843 |
| 23 | 0.002763 | 0.0214 | 0.491497 |
| 24 | 0.015694 | 0.1216 | 0.451825 |
| 25 | 0.014869 | 0.1152 | 0.454346 |
| 26 | -0.013338 | -0.1033 | 0.459029 |
| 27 | -0.01781 | -0.138 | 0.44537 |
| 28 | -0.095908 | -0.7429 | 0.23022 |
| 29 | -0.128182 | -0.9929 | 0.162374 |
| 30 | -0.120584 | -0.934 | 0.177013 |
| 31 | -0.035737 | -0.2768 | 0.391437 |
| 32 | 0.0792 | 0.6135 | 0.270938 |
| 33 | 0.015145 | 0.1173 | 0.453503 |
| 34 | 0.0107 | 0.0829 | 0.46711 |
| 35 | 0.016636 | 0.1289 | 0.448948 |
| 36 | -0.01445 | -0.1119 | 0.455627 |
