| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.885157 | 6.1325 | 0 |
| 2 | 0.680645 | 4.7156 | 1.1e-05 |
| 3 | 0.46067 | 3.1916 | 0.001248 |
| 4 | 0.299094 | 2.0722 | 0.021822 |
| 5 | 0.190643 | 1.3208 | 0.096413 |
| 6 | 0.109666 | 0.7598 | 0.225548 |
| 7 | 0.0212 | 0.1469 | 0.441922 |
| 8 | -0.087645 | -0.6072 | 0.273282 |
| 9 | -0.201391 | -1.3953 | 0.084677 |
| 10 | -0.296152 | -2.0518 | 0.022833 |
| 11 | -0.357782 | -2.4788 | 0.008375 |
| 12 | -0.366793 | -2.5412 | 0.007166 |
| 13 | -0.338239 | -2.3434 | 0.01165 |
| 14 | -0.306684 | -2.1248 | 0.019391 |
| 15 | -0.290038 | -2.0094 | 0.025065 |
| 16 | -0.286185 | -1.9827 | 0.026567 |
| 17 | -0.276446 | -1.9153 | 0.030713 |
| 18 | -0.243041 | -1.6838 | 0.049353 |
| 19 | -0.17806 | -1.2336 | 0.111672 |
| 20 | -0.109132 | -0.7561 | 0.226645 |
| 21 | -0.052117 | -0.3611 | 0.359814 |
| 22 | -0.039296 | -0.2723 | 0.393298 |
| 23 | -0.038932 | -0.2697 | 0.394262 |
| 24 | -0.042166 | -0.2921 | 0.385723 |
| 25 | -0.015516 | -0.1075 | 0.45742 |
| 26 | 0.044671 | 0.3095 | 0.379146 |
| 27 | 0.119726 | 0.8295 | 0.205467 |
| 28 | 0.17421 | 1.207 | 0.116681 |
| 29 | 0.183512 | 1.2714 | 0.104854 |
| 30 | 0.149828 | 1.038 | 0.152227 |
| 31 | 0.096906 | 0.6714 | 0.252596 |
| 32 | 0.051008 | 0.3534 | 0.362669 |
| 33 | 0.030799 | 0.2134 | 0.415965 |
| 34 | 0.029811 | 0.2065 | 0.418622 |
| 35 | 0.031475 | 0.2181 | 0.414151 |
| 36 | 0.028733 | 0.1991 | 0.421525 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.885157 | 6.1325 | 0 |
| 2 | -0.475101 | -3.2916 | 0.000937 |
| 3 | -0.044778 | -0.3102 | 0.378863 |
| 4 | 0.183002 | 1.2679 | 0.10548 |
| 5 | -0.066073 | -0.4578 | 0.324592 |
| 6 | -0.103522 | -0.7172 | 0.238357 |
| 7 | -0.126135 | -0.8739 | 0.193265 |
| 8 | -0.127151 | -0.8809 | 0.191374 |
| 9 | -0.060699 | -0.4205 | 0.337985 |
| 10 | -0.049315 | -0.3417 | 0.367048 |
| 11 | -0.064256 | -0.4452 | 0.329095 |
| 12 | 0.074679 | 0.5174 | 0.30363 |
| 13 | -0.018515 | -0.1283 | 0.449233 |
| 14 | -0.131313 | -0.9098 | 0.183746 |
| 15 | -0.044502 | -0.3083 | 0.379588 |
| 16 | -0.025403 | -0.176 | 0.430518 |
| 17 | -0.017315 | -0.12 | 0.452506 |
| 18 | 0.00803 | 0.0556 | 0.477931 |
| 19 | 0.025009 | 0.1733 | 0.431584 |
| 20 | -0.089835 | -0.6224 | 0.268314 |
| 21 | -0.009218 | -0.0639 | 0.474671 |
| 22 | -0.167655 | -1.1615 | 0.125581 |
| 23 | 0.075646 | 0.5241 | 0.301315 |
| 24 | -0.030383 | -0.2105 | 0.417085 |
| 25 | 0.046525 | 0.3223 | 0.3743 |
| 26 | 0.079004 | 0.5474 | 0.293335 |
| 27 | 0.003177 | 0.022 | 0.491264 |
| 28 | -0.048588 | -0.3366 | 0.368933 |
| 29 | -0.062046 | -0.4299 | 0.334608 |
| 30 | -0.044344 | -0.3072 | 0.380002 |
| 31 | -0.03761 | -0.2606 | 0.397769 |
| 32 | -0.020118 | -0.1394 | 0.444867 |
| 33 | -0.017315 | -0.12 | 0.452508 |
| 34 | -0.002832 | -0.0196 | 0.492215 |
| 35 | 0.001805 | 0.0125 | 0.495038 |
| 36 | 0.041787 | 0.2895 | 0.38672 |
