| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.796193 | 5.6299 | 0 |
| 2 | 0.459942 | 3.2523 | 0.001027 |
| 3 | 0.190789 | 1.3491 | 0.091695 |
| 4 | 0.087545 | 0.619 | 0.269352 |
| 5 | 0.163573 | 1.1566 | 0.126459 |
| 6 | 0.290947 | 2.0573 | 0.022445 |
| 7 | 0.357729 | 2.5295 | 0.00731 |
| 8 | 0.316781 | 2.24 | 0.014784 |
| 9 | 0.197502 | 1.3965 | 0.084359 |
| 10 | 0.102015 | 0.7214 | 0.237025 |
| 11 | 0.072065 | 0.5096 | 0.306296 |
| 12 | 0.076242 | 0.5391 | 0.2961 |
| 13 | 0.087586 | 0.6193 | 0.269256 |
| 14 | 0.061467 | 0.4346 | 0.332847 |
| 15 | 0.002332 | 0.0165 | 0.493455 |
| 16 | -0.042684 | -0.3018 | 0.38202 |
| 17 | -0.080534 | -0.5695 | 0.285797 |
| 18 | -0.095395 | -0.6745 | 0.251537 |
| 19 | -0.102049 | -0.7216 | 0.236952 |
| 20 | -0.129989 | -0.9192 | 0.181212 |
| 21 | -0.178553 | -1.2626 | 0.106303 |
| 22 | -0.257791 | -1.8229 | 0.037153 |
| 23 | -0.295948 | -2.0927 | 0.020737 |
| 24 | -0.286142 | -2.0233 | 0.024201 |
| 25 | -0.24145 | -1.7073 | 0.046984 |
| 26 | -0.201489 | -1.4247 | 0.080222 |
| 27 | -0.196413 | -1.3888 | 0.085517 |
| 28 | -0.207371 | -1.4663 | 0.074409 |
| 29 | -0.19319 | -1.3661 | 0.089017 |
| 30 | -0.137099 | -0.9694 | 0.168498 |
| 31 | -0.053289 | -0.3768 | 0.353955 |
| 32 | -0.029789 | -0.2106 | 0.417013 |
| 33 | -0.086039 | -0.6084 | 0.272843 |
| 34 | -0.189519 | -1.3401 | 0.093135 |
| 35 | -0.303122 | -2.1434 | 0.018485 |
| 36 | -0.323825 | -2.2898 | 0.013145 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.796193 | 5.6299 | 0 |
| 2 | -0.475259 | -3.3606 | 0.000748 |
| 3 | 0.10213 | 0.7222 | 0.236778 |
| 4 | 0.166304 | 1.1759 | 0.122592 |
| 5 | 0.24509 | 1.733 | 0.044626 |
| 6 | 0.007985 | 0.0565 | 0.477599 |
| 7 | 0.01387 | 0.0981 | 0.461133 |
| 8 | -0.029888 | -0.2113 | 0.416741 |
| 9 | -0.01757 | -0.1242 | 0.450811 |
| 10 | 0.083917 | 0.5934 | 0.2778 |
| 11 | -0.010154 | -0.0718 | 0.471525 |
| 12 | -0.092345 | -0.653 | 0.258382 |
| 13 | -0.013749 | -0.0972 | 0.461469 |
| 14 | -0.072782 | -0.5146 | 0.304533 |
| 15 | -0.030445 | -0.2153 | 0.415212 |
| 16 | 0.017702 | 0.1252 | 0.450445 |
| 17 | -0.118542 | -0.8382 | 0.202948 |
| 18 | -0.019164 | -0.1355 | 0.446377 |
| 19 | -0.053521 | -0.3784 | 0.353349 |
| 20 | -0.072406 | -0.512 | 0.305457 |
| 21 | -0.089465 | -0.6326 | 0.264933 |
| 22 | -0.160377 | -1.134 | 0.131093 |
| 23 | 0.073097 | 0.5169 | 0.303762 |
| 24 | -0.077457 | -0.5477 | 0.293166 |
| 25 | 0.024624 | 0.1741 | 0.431237 |
| 26 | -0.08287 | -0.586 | 0.280262 |
| 27 | -0.012575 | -0.0889 | 0.464751 |
| 28 | 0.063193 | 0.4468 | 0.328459 |
| 29 | 0.1096 | 0.775 | 0.220998 |
| 30 | 0.093995 | 0.6646 | 0.254667 |
| 31 | 0.065235 | 0.4613 | 0.323299 |
| 32 | -0.155857 | -1.1021 | 0.137853 |
| 33 | -0.015017 | -0.1062 | 0.457929 |
| 34 | -0.087671 | -0.6199 | 0.269061 |
| 35 | -0.15353 | -1.0856 | 0.141426 |
| 36 | 0.034486 | 0.2439 | 0.404172 |
