| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.877622 | 6.0803 | 0 |
| 2 | 0.68392 | 4.7383 | 1e-05 |
| 3 | 0.432465 | 2.9962 | 0.002158 |
| 4 | 0.277842 | 1.9249 | 0.030087 |
| 5 | 0.186297 | 1.2907 | 0.101494 |
| 6 | 0.148184 | 1.0267 | 0.154865 |
| 7 | 0.08669 | 0.6006 | 0.275465 |
| 8 | -0.00787 | -0.0545 | 0.478372 |
| 9 | -0.158075 | -1.0952 | 0.139452 |
| 10 | -0.318755 | -2.2084 | 0.016013 |
| 11 | -0.452841 | -3.1374 | 0.001456 |
| 12 | -0.518364 | -3.5913 | 0.000386 |
| 13 | -0.482102 | -3.3401 | 0.000813 |
| 14 | -0.387495 | -2.6846 | 0.004968 |
| 15 | -0.251154 | -1.74 | 0.04413 |
| 16 | -0.14548 | -1.0079 | 0.159275 |
| 17 | -0.051954 | -0.3599 | 0.360233 |
| 18 | 0.005779 | 0.04 | 0.484116 |
| 19 | 0.069577 | 0.482 | 0.315984 |
| 20 | 0.099107 | 0.6866 | 0.247808 |
| 21 | 0.147588 | 1.0225 | 0.155831 |
| 22 | 0.157771 | 1.0931 | 0.13991 |
| 23 | 0.194787 | 1.3495 | 0.091749 |
| 24 | 0.198694 | 1.3766 | 0.087513 |
| 25 | 0.202158 | 1.4006 | 0.083884 |
| 26 | 0.162113 | 1.1232 | 0.13348 |
| 27 | 0.102518 | 0.7103 | 0.240488 |
| 28 | 0.015093 | 0.1046 | 0.458577 |
| 29 | -0.06097 | -0.4224 | 0.337306 |
| 30 | -0.125371 | -0.8686 | 0.194695 |
| 31 | -0.160634 | -1.1129 | 0.135646 |
| 32 | -0.171249 | -1.1864 | 0.120643 |
| 33 | -0.168921 | -1.1703 | 0.123826 |
| 34 | -0.152473 | -1.0564 | 0.148045 |
| 35 | -0.15039 | -1.0419 | 0.151331 |
| 36 | -0.151454 | -1.0493 | 0.149646 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.877622 | 6.0803 | 0 |
| 2 | -0.375578 | -2.6021 | 0.006143 |
| 3 | -0.322105 | -2.2316 | 0.015173 |
| 4 | 0.461736 | 3.199 | 0.001222 |
| 5 | -0.013155 | -0.0911 | 0.46388 |
| 6 | -0.295973 | -2.0506 | 0.022896 |
| 7 | -0.113934 | -0.7894 | 0.216892 |
| 8 | -0.020192 | -0.1399 | 0.444663 |
| 9 | -0.278515 | -1.9296 | 0.029789 |
| 10 | -0.197222 | -1.3664 | 0.089091 |
| 11 | 0.084577 | 0.586 | 0.280322 |
| 12 | -0.012738 | -0.0883 | 0.465023 |
| 13 | 0.167411 | 1.1599 | 0.125921 |
| 14 | 0.008152 | 0.0565 | 0.477597 |
| 15 | 0.096781 | 0.6705 | 0.252869 |
| 16 | 0.062281 | 0.4315 | 0.33402 |
| 17 | 0.157501 | 1.0912 | 0.140317 |
| 18 | -0.006749 | -0.0468 | 0.481451 |
| 19 | -0.066198 | -0.4586 | 0.324284 |
| 20 | -0.257666 | -1.7852 | 0.040277 |
| 21 | 0.088792 | 0.6152 | 0.270675 |
| 22 | -0.18813 | -1.3034 | 0.099327 |
| 23 | -0.016897 | -0.1171 | 0.453648 |
| 24 | 0.027737 | 0.1922 | 0.42421 |
| 25 | -0.007564 | -0.0524 | 0.479211 |
| 26 | 0.022637 | 0.1568 | 0.438017 |
| 27 | 0.061597 | 0.4268 | 0.335733 |
| 28 | -0.01147 | -0.0795 | 0.468497 |
| 29 | 0.079812 | 0.553 | 0.291431 |
| 30 | 0.040099 | 0.2778 | 0.391174 |
| 31 | -0.094105 | -0.652 | 0.258762 |
| 32 | -0.036852 | -0.2553 | 0.399784 |
| 33 | -0.012806 | -0.0887 | 0.464836 |
| 34 | -0.074024 | -0.5129 | 0.305203 |
| 35 | -0.064292 | -0.4454 | 0.329008 |
| 36 | -0.133056 | -0.9218 | 0.180611 |
