| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.89168 | 7.4068 | 0 |
| 2 | 0.725021 | 6.0225 | 0 |
| 3 | 0.608937 | 5.0582 | 2e-06 |
| 4 | 0.561463 | 4.6639 | 7e-06 |
| 5 | 0.560559 | 4.6564 | 8e-06 |
| 6 | 0.543558 | 4.5151 | 1.3e-05 |
| 7 | 0.486015 | 4.0371 | 6.9e-05 |
| 8 | 0.412487 | 3.4264 | 0.000517 |
| 9 | 0.38304 | 3.1818 | 0.001097 |
| 10 | 0.411373 | 3.4171 | 0.000533 |
| 11 | 0.484426 | 4.0239 | 7.2e-05 |
| 12 | 0.501716 | 4.1676 | 4.4e-05 |
| 13 | 0.35455 | 2.9451 | 0.002199 |
| 14 | 0.175114 | 1.4546 | 0.075156 |
| 15 | 0.04765 | 0.3958 | 0.346732 |
| 16 | -0.010171 | -0.0845 | 0.466456 |
| 17 | -0.024544 | -0.2039 | 0.419523 |
| 18 | -0.05024 | -0.4173 | 0.338868 |
| 19 | -0.105218 | -0.874 | 0.192574 |
| 20 | -0.17012 | -1.4131 | 0.081058 |
| 21 | -0.19047 | -1.5822 | 0.059092 |
| 22 | -0.161193 | -1.339 | 0.092487 |
| 23 | -0.101826 | -0.8458 | 0.200285 |
| 24 | -0.090915 | -0.7552 | 0.22635 |
| 25 | -0.200832 | -1.6682 | 0.0499 |
| 26 | -0.328078 | -2.7252 | 0.004068 |
| 27 | -0.402192 | -3.3409 | 0.000675 |
| 28 | -0.413652 | -3.4361 | 0.000502 |
| 29 | -0.392872 | -3.2634 | 0.000857 |
| 30 | -0.378898 | -3.1474 | 0.001217 |
| 31 | -0.388849 | -3.23 | 0.000949 |
| 32 | -0.403938 | -3.3554 | 0.000646 |
| 33 | -0.37848 | -3.1439 | 0.001229 |
| 34 | -0.315344 | -2.6194 | 0.00541 |
| 35 | -0.235977 | -1.9602 | 0.027008 |
| 36 | -0.191995 | -1.5948 | 0.057661 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.89168 | 7.4068 | 0 |
| 2 | -0.341968 | -2.8406 | 0.002957 |
| 3 | 0.255876 | 2.1255 | 0.018565 |
| 4 | 0.12588 | 1.0456 | 0.149688 |
| 5 | 0.132795 | 1.1031 | 0.136913 |
| 6 | -0.098144 | -0.8152 | 0.208869 |
| 7 | -0.046903 | -0.3896 | 0.349015 |
| 8 | -0.006678 | -0.0555 | 0.47796 |
| 9 | 0.190317 | 1.5809 | 0.059238 |
| 10 | 0.109086 | 0.9061 | 0.184009 |
| 11 | 0.225708 | 1.8749 | 0.032521 |
| 12 | -0.274697 | -2.2818 | 0.012795 |
| 13 | -0.661791 | -5.4972 | 0 |
| 14 | 0.178242 | 1.4806 | 0.071634 |
| 15 | -0.135899 | -1.1289 | 0.131433 |
| 16 | -0.040397 | -0.3356 | 0.369109 |
| 17 | -0.050287 | -0.4177 | 0.338727 |
| 18 | 0.019933 | 0.1656 | 0.434488 |
| 19 | 0.057619 | 0.4786 | 0.316861 |
| 20 | -0.030913 | -0.2568 | 0.399057 |
| 21 | 0.049266 | 0.4092 | 0.341819 |
| 22 | -0.023602 | -0.196 | 0.422574 |
| 23 | -0.10091 | -0.8382 | 0.202401 |
| 24 | 0.085701 | 0.7119 | 0.239467 |
| 25 | -0.032226 | -0.2677 | 0.394869 |
| 26 | -0.047786 | -0.3969 | 0.346319 |
| 27 | 0.056966 | 0.4732 | 0.318785 |
| 28 | -0.070218 | -0.5833 | 0.280806 |
| 29 | -0.009544 | -0.0793 | 0.468522 |
| 30 | 0.043827 | 0.3641 | 0.358466 |
| 31 | -0.038968 | -0.3237 | 0.373574 |
| 32 | 0.055436 | 0.4605 | 0.323308 |
| 33 | -0.037407 | -0.3107 | 0.378472 |
| 34 | 0.030842 | 0.2562 | 0.399281 |
| 35 | 0.008399 | 0.0698 | 0.47229 |
| 36 | 0.105497 | 0.8763 | 0.191948 |
