| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.915253 | 7.0302 | 0 |
| 2 | 0.825777 | 6.3429 | 0 |
| 3 | 0.767779 | 5.8974 | 0 |
| 4 | 0.702806 | 5.3984 | 1e-06 |
| 5 | 0.623151 | 4.7865 | 6e-06 |
| 6 | 0.554787 | 4.2614 | 3.7e-05 |
| 7 | 0.495528 | 3.8062 | 0.000169 |
| 8 | 0.437947 | 3.3639 | 0.000677 |
| 9 | 0.367881 | 2.8257 | 0.003214 |
| 10 | 0.297446 | 2.2847 | 0.012971 |
| 11 | 0.233376 | 1.7926 | 0.039082 |
| 12 | 0.169884 | 1.3049 | 0.098496 |
| 13 | 0.10589 | 0.8134 | 0.209643 |
| 14 | 0.063581 | 0.4884 | 0.313547 |
| 15 | 0.00448 | 0.0344 | 0.486332 |
| 16 | -0.061533 | -0.4726 | 0.319106 |
| 17 | -0.114856 | -0.8822 | 0.190617 |
| 18 | -0.159647 | -1.2263 | 0.112484 |
| 19 | -0.188636 | -1.4489 | 0.076325 |
| 20 | -0.219807 | -1.6884 | 0.04831 |
| 21 | -0.259208 | -1.991 | 0.025558 |
| 22 | -0.284497 | -2.1853 | 0.016426 |
| 23 | -0.302862 | -2.3263 | 0.011728 |
| 24 | -0.316987 | -2.4348 | 0.008971 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.915253 | 7.0302 | 0 |
| 2 | -0.073383 | -0.5637 | 0.287558 |
| 3 | 0.146711 | 1.1269 | 0.132172 |
| 4 | -0.091148 | -0.7001 | 0.243302 |
| 5 | -0.092686 | -0.7119 | 0.239655 |
| 6 | 0.012677 | 0.0974 | 0.461381 |
| 7 | -0.015201 | -0.1168 | 0.453724 |
| 8 | -0.00529 | -0.0406 | 0.483862 |
| 9 | -0.109481 | -0.8409 | 0.201888 |
| 10 | -0.050007 | -0.3841 | 0.351139 |
| 11 | -0.040069 | -0.3078 | 0.379668 |
| 12 | -0.04539 | -0.3486 | 0.364297 |
| 13 | -0.03591 | -0.2758 | 0.39182 |
| 14 | 0.076747 | 0.5895 | 0.278887 |
| 15 | -0.174221 | -1.3382 | 0.092981 |
| 16 | -0.049956 | -0.3837 | 0.351284 |
| 17 | -0.026222 | -0.2014 | 0.420533 |
| 18 | -0.023692 | -0.182 | 0.428111 |
| 19 | 0.095389 | 0.7327 | 0.233323 |
| 20 | -0.074118 | -0.5693 | 0.285652 |
| 21 | -0.079108 | -0.6076 | 0.27288 |
| 22 | 0.001704 | 0.0131 | 0.494802 |
| 23 | -0.025689 | -0.1973 | 0.422128 |
| 24 | 0.042929 | 0.3297 | 0.37138 |
