| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.908388 | 6.2935 | 0 |
| 2 | 0.809623 | 5.6092 | 0 |
| 3 | 0.707154 | 4.8993 | 6e-06 |
| 4 | 0.593914 | 4.1148 | 7.6e-05 |
| 5 | 0.470108 | 3.257 | 0.001035 |
| 6 | 0.364011 | 2.5219 | 0.007521 |
| 7 | 0.266105 | 1.8436 | 0.035708 |
| 8 | 0.181348 | 1.2564 | 0.107523 |
| 9 | 0.096648 | 0.6696 | 0.253161 |
| 10 | 0.023484 | 0.1627 | 0.435718 |
| 11 | -0.041148 | -0.2851 | 0.388404 |
| 12 | -0.113498 | -0.7863 | 0.217768 |
| 13 | -0.185492 | -1.2851 | 0.102458 |
| 14 | -0.261458 | -1.8114 | 0.038167 |
| 15 | -0.30784 | -2.1328 | 0.019042 |
| 16 | -0.362694 | -2.5128 | 0.007695 |
| 17 | -0.405188 | -2.8072 | 0.003601 |
| 18 | -0.456508 | -3.1628 | 0.001355 |
| 19 | -0.490297 | -3.3969 | 0.000689 |
| 20 | -0.524434 | -3.6334 | 0.00034 |
| 21 | -0.536629 | -3.7179 | 0.000263 |
| 22 | -0.520298 | -3.6047 | 0.000371 |
| 23 | -0.468917 | -3.2488 | 0.00106 |
| 24 | -0.439742 | -3.0466 | 0.001877 |
| 25 | -0.393985 | -2.7296 | 0.004419 |
| 26 | -0.316724 | -2.1943 | 0.016542 |
| 27 | -0.256322 | -1.7759 | 0.041048 |
| 28 | -0.2041 | -1.414 | 0.081901 |
| 29 | -0.15125 | -1.0479 | 0.149968 |
| 30 | -0.098017 | -0.6791 | 0.250174 |
| 31 | -0.05328 | -0.3691 | 0.356824 |
| 32 | 0.003137 | 0.0217 | 0.491375 |
| 33 | 0.051624 | 0.3577 | 0.361083 |
| 34 | 0.097516 | 0.6756 | 0.251264 |
| 35 | 0.107837 | 0.7471 | 0.229319 |
| 36 | 0.116474 | 0.807 | 0.211837 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.908388 | 6.2935 | 0 |
| 2 | -0.088925 | -0.6161 | 0.270373 |
| 3 | -0.074486 | -0.5161 | 0.304094 |
| 4 | -0.121109 | -0.8391 | 0.202795 |
| 5 | -0.129532 | -0.8974 | 0.186986 |
| 6 | 0.024931 | 0.1727 | 0.431796 |
| 7 | -0.030029 | -0.208 | 0.418037 |
| 8 | 0.002253 | 0.0156 | 0.493804 |
| 9 | -0.086328 | -0.5981 | 0.276294 |
| 10 | -0.029361 | -0.2034 | 0.419833 |
| 11 | -0.033369 | -0.2312 | 0.409077 |
| 12 | -0.1269 | -0.8792 | 0.19184 |
| 13 | -0.075819 | -0.5253 | 0.3009 |
| 14 | -0.12892 | -0.8932 | 0.188108 |
| 15 | 0.090534 | 0.6272 | 0.266738 |
| 16 | -0.135265 | -0.9371 | 0.176688 |
| 17 | -0.020014 | -0.1387 | 0.445149 |
| 18 | -0.180469 | -1.2503 | 0.10862 |
| 19 | -0.031282 | -0.2167 | 0.414669 |
| 20 | -0.094229 | -0.6528 | 0.258488 |
| 21 | 0.011205 | 0.0776 | 0.469223 |
| 22 | 0.097081 | 0.6726 | 0.252215 |
| 23 | 0.104615 | 0.7248 | 0.236048 |
| 24 | -0.18417 | -1.276 | 0.104053 |
| 25 | 0.011821 | 0.0819 | 0.467533 |
| 26 | 0.122577 | 0.8492 | 0.199983 |
| 27 | -0.108646 | -0.7527 | 0.227646 |
| 28 | -0.02982 | -0.2066 | 0.418597 |
| 29 | 0.003034 | 0.021 | 0.491659 |
| 30 | -0.013467 | -0.0933 | 0.463027 |
| 31 | 0.00161 | 0.0112 | 0.495574 |
| 32 | 0.059434 | 0.4118 | 0.341169 |
| 33 | -0.033109 | -0.2294 | 0.409772 |
| 34 | -0.087387 | -0.6054 | 0.273871 |
| 35 | -0.182801 | -1.2665 | 0.105726 |
| 36 | -0.012669 | -0.0878 | 0.46521 |
