| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.932321 | 6.5262 | 0 |
| 2 | 0.8694 | 6.0858 | 0 |
| 3 | 0.799624 | 5.5974 | 0 |
| 4 | 0.7241 | 5.0687 | 3e-06 |
| 5 | 0.639094 | 4.4737 | 2.3e-05 |
| 6 | 0.562789 | 3.9395 | 0.000129 |
| 7 | 0.474181 | 3.3193 | 0.000854 |
| 8 | 0.387023 | 2.7092 | 0.004633 |
| 9 | 0.309502 | 2.1665 | 0.017582 |
| 10 | 0.245516 | 1.7186 | 0.045999 |
| 11 | 0.186983 | 1.3089 | 0.09834 |
| 12 | 0.10764 | 0.7535 | 0.227383 |
| 13 | 0.037399 | 0.2618 | 0.397289 |
| 14 | -0.031193 | -0.2184 | 0.414031 |
| 15 | -0.094746 | -0.6632 | 0.255148 |
| 16 | -0.158321 | -1.1082 | 0.136582 |
| 17 | -0.208879 | -1.4622 | 0.075042 |
| 18 | -0.270521 | -1.8936 | 0.032092 |
| 19 | -0.319234 | -2.2346 | 0.015017 |
| 20 | -0.357839 | -2.5049 | 0.007812 |
| 21 | -0.395267 | -2.7669 | 0.003981 |
| 22 | -0.419314 | -2.9352 | 0.002531 |
| 23 | -0.438619 | -3.0703 | 0.001741 |
| 24 | -0.447914 | -3.1354 | 0.00145 |
| 25 | -0.462548 | -3.2378 | 0.001082 |
| 26 | -0.456389 | -3.1947 | 0.001224 |
| 27 | -0.437071 | -3.0595 | 0.001795 |
| 28 | -0.412625 | -2.8884 | 0.002875 |
| 29 | -0.376764 | -2.6373 | 0.005582 |
| 30 | -0.330759 | -2.3153 | 0.012413 |
| 31 | -0.292114 | -2.0448 | 0.023133 |
| 32 | -0.264618 | -1.8523 | 0.035004 |
| 33 | -0.214387 | -1.5007 | 0.069924 |
| 34 | -0.179899 | -1.2593 | 0.106946 |
| 35 | -0.143058 | -1.0014 | 0.160774 |
| 36 | -0.123106 | -0.8617 | 0.196513 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.932321 | 6.5262 | 0 |
| 2 | 0.001361 | 0.0095 | 0.496217 |
| 3 | -0.084892 | -0.5942 | 0.277542 |
| 4 | -0.086553 | -0.6059 | 0.273698 |
| 5 | -0.118477 | -0.8293 | 0.205468 |
| 6 | 0.013833 | 0.0968 | 0.461627 |
| 7 | -0.131998 | -0.924 | 0.180011 |
| 8 | -0.055942 | -0.3916 | 0.348528 |
| 9 | 0.02043 | 0.143 | 0.443433 |
| 10 | 0.053287 | 0.373 | 0.355375 |
| 11 | 0.0096 | 0.0672 | 0.473347 |
| 12 | -0.241225 | -1.6886 | 0.048828 |
| 13 | -0.028331 | -0.1983 | 0.421808 |
| 14 | -0.044229 | -0.3096 | 0.379087 |
| 15 | -0.023792 | -0.1665 | 0.434208 |
| 16 | -0.067188 | -0.4703 | 0.320108 |
| 17 | -0.006884 | -0.0482 | 0.480882 |
| 18 | -0.103529 | -0.7247 | 0.23604 |
| 19 | 0.01533 | 0.1073 | 0.457491 |
| 20 | -0.001354 | -0.0095 | 0.496238 |
| 21 | -0.109453 | -0.7662 | 0.223625 |
| 22 | 0.035154 | 0.2461 | 0.403325 |
| 23 | -0.018571 | -0.13 | 0.44855 |
| 24 | 0.022709 | 0.159 | 0.437177 |
| 25 | -0.11562 | -0.8093 | 0.211117 |
| 26 | 0.065029 | 0.4552 | 0.325488 |
| 27 | 0.094702 | 0.6629 | 0.255246 |
| 28 | -0.02335 | -0.1634 | 0.43542 |
| 29 | 0.104209 | 0.7295 | 0.234596 |
| 30 | -0.002388 | -0.0167 | 0.493366 |
| 31 | -0.054095 | -0.3787 | 0.353287 |
| 32 | -0.121936 | -0.8535 | 0.198754 |
| 33 | 0.135272 | 0.9469 | 0.174167 |
| 34 | -0.123915 | -0.8674 | 0.194975 |
| 35 | 0.02718 | 0.1903 | 0.424944 |
| 36 | -0.102926 | -0.7205 | 0.237325 |
