| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.887442 | 6.2121 | 0 |
| 2 | 0.647295 | 4.5311 | 1.9e-05 |
| 3 | 0.364437 | 2.5511 | 0.006956 |
| 4 | 0.113268 | 0.7929 | 0.215836 |
| 5 | -0.053607 | -0.3753 | 0.354547 |
| 6 | -0.12095 | -0.8467 | 0.200653 |
| 7 | -0.120366 | -0.8426 | 0.201784 |
| 8 | -0.083083 | -0.5816 | 0.281758 |
| 9 | -0.059661 | -0.4176 | 0.339022 |
| 10 | -0.064629 | -0.4524 | 0.326487 |
| 11 | -0.086214 | -0.6035 | 0.27448 |
| 12 | -0.104208 | -0.7295 | 0.234597 |
| 13 | -0.085922 | -0.6015 | 0.275156 |
| 14 | -0.030561 | -0.2139 | 0.415746 |
| 15 | 0.045508 | 0.3186 | 0.375709 |
| 16 | 0.119823 | 0.8388 | 0.202838 |
| 17 | 0.177271 | 1.2409 | 0.110276 |
| 18 | 0.18441 | 1.2909 | 0.101403 |
| 19 | 0.148088 | 1.0366 | 0.152502 |
| 20 | 0.08993 | 0.6295 | 0.26597 |
| 21 | 0.033275 | 0.2329 | 0.408395 |
| 22 | -0.016825 | -0.1178 | 0.453363 |
| 23 | -0.059911 | -0.4194 | 0.338386 |
| 24 | -0.087133 | -0.6099 | 0.272364 |
| 25 | -0.096777 | -0.6774 | 0.250657 |
| 26 | -0.081872 | -0.5731 | 0.284597 |
| 27 | -0.062166 | -0.4352 | 0.332678 |
| 28 | -0.049349 | -0.3454 | 0.365621 |
| 29 | -0.052939 | -0.3706 | 0.356276 |
| 30 | -0.054693 | -0.3828 | 0.351744 |
| 31 | -0.047428 | -0.332 | 0.370654 |
| 32 | -0.03745 | -0.2621 | 0.397153 |
| 33 | -0.041458 | -0.2902 | 0.386442 |
| 34 | -0.055695 | -0.3899 | 0.349164 |
| 35 | -0.088677 | -0.6207 | 0.268823 |
| 36 | -0.141366 | -0.9896 | 0.163625 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.887442 | 6.2121 | 0 |
| 2 | -0.6602 | -4.6214 | 1.4e-05 |
| 3 | -0.027974 | -0.1958 | 0.422783 |
| 4 | 0.071423 | 0.5 | 0.309669 |
| 5 | 0.107691 | 0.7538 | 0.227278 |
| 6 | 0.046616 | 0.3263 | 0.372789 |
| 7 | -0.116589 | -0.8161 | 0.209189 |
| 8 | 0.014023 | 0.0982 | 0.461102 |
| 9 | -0.177744 | -1.2442 | 0.10967 |
| 10 | 0.02928 | 0.205 | 0.419226 |
| 11 | 0.059568 | 0.417 | 0.339259 |
| 12 | 0.030695 | 0.2149 | 0.415382 |
| 13 | 0.160168 | 1.1212 | 0.133838 |
| 14 | -0.063707 | -0.4459 | 0.328799 |
| 15 | 0.019644 | 0.1375 | 0.445596 |
| 16 | -0.003694 | -0.0259 | 0.489739 |
| 17 | 0.094228 | 0.6596 | 0.256301 |
| 18 | -0.144262 | -1.0098 | 0.158767 |
| 19 | 0.042838 | 0.2999 | 0.382774 |
| 20 | 0.068864 | 0.482 | 0.31596 |
| 21 | -0.026901 | -0.1883 | 0.425707 |
| 22 | -0.101397 | -0.7098 | 0.240604 |
| 23 | -0.098164 | -0.6871 | 0.247615 |
| 24 | 0.125246 | 0.8767 | 0.192458 |
| 25 | -0.012328 | -0.0863 | 0.46579 |
| 26 | 0.137225 | 0.9606 | 0.170741 |
| 27 | -0.1729 | -1.2103 | 0.115985 |
| 28 | -0.047772 | -0.3344 | 0.369751 |
| 29 | -0.042826 | -0.2998 | 0.382807 |
| 30 | 0.112477 | 0.7873 | 0.217439 |
| 31 | 0.065088 | 0.4556 | 0.32534 |
| 32 | -0.159955 | -1.1197 | 0.134153 |
| 33 | -0.084775 | -0.5934 | 0.277812 |
| 34 | -0.100731 | -0.7051 | 0.242038 |
| 35 | -0.049386 | -0.3457 | 0.365523 |
| 36 | -0.071556 | -0.5009 | 0.309344 |
