| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.796707 | 5.5197 | 1e-06 |
| 2 | 0.741585 | 5.1379 | 3e-06 |
| 3 | 0.62512 | 4.331 | 3.8e-05 |
| 4 | 0.424464 | 2.9408 | 0.002513 |
| 5 | 0.299195 | 2.0729 | 0.021787 |
| 6 | 0.159733 | 1.1067 | 0.136978 |
| 7 | -0.051649 | -0.3578 | 0.361017 |
| 8 | -0.117107 | -0.8113 | 0.210588 |
| 9 | -0.220705 | -1.5291 | 0.066403 |
| 10 | -0.313747 | -2.1737 | 0.017346 |
| 11 | -0.269518 | -1.8673 | 0.033988 |
| 12 | -0.318154 | -2.2042 | 0.016168 |
| 13 | -0.313697 | -2.1734 | 0.017359 |
| 14 | -0.244122 | -1.6913 | 0.048629 |
| 15 | -0.251989 | -1.7458 | 0.043619 |
| 16 | -0.193239 | -1.3388 | 0.093471 |
| 17 | -0.140182 | -0.9712 | 0.168157 |
| 18 | -0.122857 | -0.8512 | 0.199448 |
| 19 | -0.061753 | -0.4278 | 0.335343 |
| 20 | 0.007508 | 0.052 | 0.479366 |
| 21 | 0.012348 | 0.0855 | 0.466092 |
| 22 | 0.077547 | 0.5373 | 0.296785 |
| 23 | 0.129292 | 0.8958 | 0.187425 |
| 24 | 0.084922 | 0.5884 | 0.279525 |
| 25 | 0.168113 | 1.1647 | 0.124944 |
| 26 | 0.136283 | 0.9442 | 0.174899 |
| 27 | 0.118346 | 0.8199 | 0.208156 |
| 28 | 0.102657 | 0.7112 | 0.240193 |
| 29 | 0.054759 | 0.3794 | 0.353038 |
| 30 | -0.002144 | -0.0149 | 0.494105 |
| 31 | -0.00941 | -0.0652 | 0.474144 |
| 32 | -0.093583 | -0.6484 | 0.25992 |
| 33 | -0.1209 | -0.8376 | 0.203197 |
| 34 | -0.126622 | -0.8773 | 0.192357 |
| 35 | -0.176701 | -1.2242 | 0.113421 |
| 36 | -0.170483 | -1.1811 | 0.121684 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.796707 | 5.5197 | 1e-06 |
| 2 | 0.292516 | 2.0266 | 0.024139 |
| 3 | -0.077632 | -0.5379 | 0.296583 |
| 4 | -0.390401 | -2.7048 | 0.004715 |
| 5 | -0.107558 | -0.7452 | 0.229897 |
| 6 | 0.019432 | 0.1346 | 0.446734 |
| 7 | -0.289353 | -2.0047 | 0.025327 |
| 8 | 0.068568 | 0.4751 | 0.318451 |
| 9 | 0.086802 | 0.6014 | 0.275208 |
| 10 | -0.071576 | -0.4959 | 0.311116 |
| 11 | 0.16184 | 1.1213 | 0.133877 |
| 12 | -0.079912 | -0.5536 | 0.291195 |
| 13 | -0.114687 | -0.7946 | 0.215385 |
| 14 | 0.009588 | 0.0664 | 0.473657 |
| 15 | -0.040351 | -0.2796 | 0.390508 |
| 16 | 0.000704 | 0.0049 | 0.498065 |
| 17 | -0.065511 | -0.4539 | 0.325982 |
| 18 | 0.083401 | 0.5778 | 0.283044 |
| 19 | 0.022868 | 0.1584 | 0.43739 |
| 20 | 0.086711 | 0.6007 | 0.275416 |
| 21 | -0.012427 | -0.0861 | 0.465874 |
| 22 | -0.061495 | -0.4261 | 0.335988 |
| 23 | 0.140411 | 0.9728 | 0.167765 |
| 24 | -0.236232 | -1.6367 | 0.054121 |
| 25 | 0.14298 | 0.9906 | 0.163426 |
| 26 | -0.03311 | -0.2294 | 0.409769 |
| 27 | -0.036953 | -0.256 | 0.399515 |
| 28 | -0.098338 | -0.6813 | 0.249476 |
| 29 | 0.002321 | 0.0161 | 0.493619 |
| 30 | 0.055502 | 0.3845 | 0.351141 |
| 31 | -0.091343 | -0.6328 | 0.26492 |
| 32 | -0.009043 | -0.0626 | 0.475153 |
| 33 | 0.007959 | 0.0551 | 0.478127 |
| 34 | -0.011398 | -0.079 | 0.468694 |
| 35 | 0.053175 | 0.3684 | 0.357093 |
| 36 | -0.132994 | -0.9214 | 0.180722 |
