| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.611747 | 4.7386 | 7e-06 |
| 2 | 0.509454 | 3.9462 | 0.000105 |
| 3 | 0.571377 | 4.4259 | 2.1e-05 |
| 4 | 0.416187 | 3.2238 | 0.001024 |
| 5 | 0.351948 | 2.7262 | 0.004193 |
| 6 | 0.32386 | 2.5086 | 0.00742 |
| 7 | 0.119838 | 0.9283 | 0.178496 |
| 8 | 0.130041 | 1.0073 | 0.158919 |
| 9 | 0.106067 | 0.8216 | 0.207281 |
| 10 | -0.075791 | -0.5871 | 0.279678 |
| 11 | 0.028025 | 0.2171 | 0.41444 |
| 12 | 0.120055 | 0.9299 | 0.178064 |
| 13 | -0.108536 | -0.8407 | 0.201923 |
| 14 | -0.131066 | -1.0152 | 0.157036 |
| 15 | -0.081526 | -0.6315 | 0.265056 |
| 16 | -0.073033 | -0.5657 | 0.286849 |
| 17 | -0.069303 | -0.5368 | 0.296688 |
| 18 | -0.05281 | -0.4091 | 0.341975 |
| 19 | -0.073368 | -0.5683 | 0.285974 |
| 20 | -0.038301 | -0.2967 | 0.383869 |
| 21 | -0.068677 | -0.532 | 0.298356 |
| 22 | -0.067102 | -0.5198 | 0.302568 |
| 23 | -0.019876 | -0.154 | 0.43908 |
| 24 | 0.024996 | 0.1936 | 0.423565 |
| 25 | -0.031743 | -0.2459 | 0.403308 |
| 26 | -0.148909 | -1.1534 | 0.126652 |
| 27 | -0.062015 | -0.4804 | 0.316357 |
| 28 | -0.05222 | -0.4045 | 0.343643 |
| 29 | -0.114064 | -0.8835 | 0.190237 |
| 30 | -0.098839 | -0.7656 | 0.223457 |
| 31 | -0.11042 | -0.8553 | 0.197891 |
| 32 | -0.200692 | -1.5546 | 0.062656 |
| 33 | -0.210872 | -1.6334 | 0.05381 |
| 34 | -0.221652 | -1.7169 | 0.045577 |
| 35 | -0.2697 | -2.0891 | 0.020475 |
| 36 | -0.199641 | -1.5464 | 0.063632 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.611747 | 4.7386 | 7e-06 |
| 2 | 0.216087 | 1.6738 | 0.049688 |
| 3 | 0.326671 | 2.5304 | 0.007018 |
| 4 | -0.089332 | -0.692 | 0.245815 |
| 5 | 0.004196 | 0.0325 | 0.48709 |
| 6 | -0.03836 | -0.2971 | 0.383695 |
| 7 | -0.258841 | -2.005 | 0.024742 |
| 8 | 0.057962 | 0.449 | 0.327534 |
| 9 | -0.028819 | -0.2232 | 0.412056 |
| 10 | -0.146972 | -1.1384 | 0.129731 |
| 11 | 0.205471 | 1.5916 | 0.058369 |
| 12 | 0.224786 | 1.7412 | 0.043388 |
| 13 | -0.258946 | -2.0058 | 0.024697 |
| 14 | -0.206571 | -1.6001 | 0.057415 |
| 15 | -0.019904 | -0.1542 | 0.438994 |
| 16 | 0.208169 | 1.6125 | 0.056054 |
| 17 | -0.063072 | -0.4886 | 0.31347 |
| 18 | 0.093737 | 0.7261 | 0.235305 |
| 19 | 0.127403 | 0.9869 | 0.163837 |
| 20 | -0.132064 | -1.023 | 0.155215 |
| 21 | -0.19104 | -1.4798 | 0.07208 |
| 22 | 0.120728 | 0.9352 | 0.176728 |
| 23 | -0.041262 | -0.3196 | 0.375185 |
| 24 | -0.039094 | -0.3028 | 0.381537 |
| 25 | 0.132705 | 1.0279 | 0.154055 |
| 26 | -0.145005 | -1.1232 | 0.132912 |
| 27 | -0.032733 | -0.2536 | 0.400354 |
| 28 | -0.107727 | -0.8345 | 0.203669 |
| 29 | 0.069394 | 0.5375 | 0.296448 |
| 30 | -0.057292 | -0.4438 | 0.329399 |
| 31 | -0.030501 | -0.2363 | 0.407019 |
| 32 | -0.058459 | -0.4528 | 0.326155 |
| 33 | -0.117394 | -0.9093 | 0.183408 |
| 34 | -0.087389 | -0.6769 | 0.250532 |
| 35 | -0.058534 | -0.4534 | 0.325946 |
| 36 | 0.028333 | 0.2195 | 0.413516 |
