| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 7.746 | 0 |
| 1 | 0.896506 | 6.9443 | 0 |
| 2 | 0.807642 | 6.256 | 0 |
| 3 | 0.725219 | 5.6175 | 0 |
| 4 | 0.670669 | 5.195 | 1e-06 |
| 5 | 0.623945 | 4.8331 | 5e-06 |
| 6 | 0.569286 | 4.4097 | 2.2e-05 |
| 7 | 0.495254 | 3.8362 | 0.000151 |
| 8 | 0.402798 | 3.1201 | 0.001389 |
| 9 | 0.328616 | 2.5455 | 0.006751 |
| 10 | 0.237597 | 1.8404 | 0.035327 |
| 11 | 0.145033 | 1.1234 | 0.132866 |
| 12 | 0.052878 | 0.4096 | 0.341783 |
| 13 | -0.021176 | -0.164 | 0.56487 |
| 14 | -0.076246 | -0.5906 | 0.721497 |
| 15 | -0.119062 | -0.9222 | 0.819954 |
| 16 | -0.162027 | -1.2551 | 0.892837 |
| 17 | -0.19685 | -1.5248 | 0.933718 |
| 18 | -0.267533 | -2.0723 | 0.978729 |
| 19 | -0.333731 | -2.5851 | 0.993908 |
| 20 | -0.375908 | -2.9118 | 0.99748 |
| 21 | -0.389634 | -3.0181 | 0.998135 |
| 22 | -0.389673 | -3.0184 | 0.998137 |
| 23 | -0.379924 | -2.9429 | 0.997691 |
| 24 | -0.381188 | -2.9527 | 0.997754 |
| 25 | -0.403147 | -3.1228 | 0.998622 |
| 26 | -0.420784 | -3.2594 | 0.999079 |
| 27 | -0.440319 | -3.4107 | 0.999418 |
| 28 | -0.45303 | -3.5092 | 0.99957 |
| 29 | -0.457271 | -3.542 | 0.999612 |
| 30 | -0.438489 | -3.3965 | 0.999392 |
| 31 | -0.406785 | -3.1509 | 0.998731 |
| 32 | -0.384251 | -2.9764 | 0.9979 |
| 33 | -0.361417 | -2.7995 | 0.996563 |
| 34 | -0.342622 | -2.6539 | 0.994915 |
| 35 | -0.323682 | -2.5072 | 0.992553 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.896506 | 6.9443 | 0 |
| 1 | 0.019965 | 0.1547 | 0.438808 |
| 2 | -0.011625 | -0.09 | 0.535726 |
| 3 | 0.098719 | 0.7647 | 0.223733 |
| 4 | 0.025719 | 0.1992 | 0.421384 |
| 5 | -0.05555 | -0.4303 | 0.665736 |
| 6 | -0.118 | -0.914 | 0.81782 |
| 7 | -0.14617 | -1.1322 | 0.868978 |
| 8 | 0.006395 | 0.0495 | 0.480328 |
| 9 | -0.166818 | -1.2922 | 0.899373 |
| 10 | -0.126965 | -0.9835 | 0.835337 |
| 11 | -0.07916 | -0.6132 | 0.728959 |
| 12 | 0.001498 | 0.0116 | 0.49539 |
| 13 | 0.036036 | 0.2791 | 0.390551 |
| 14 | 0.025707 | 0.1991 | 0.421419 |
| 15 | -0.004965 | -0.0385 | 0.515274 |
| 16 | 0.06774 | 0.5247 | 0.300859 |
| 17 | -0.218553 | -1.6929 | 0.952169 |
| 18 | -0.097533 | -0.7555 | 0.773544 |
| 19 | 0.010733 | 0.0831 | 0.467011 |
| 20 | 0.034174 | 0.2647 | 0.39607 |
| 21 | 0.00457 | 0.0354 | 0.485939 |
| 22 | 0.035332 | 0.2737 | 0.392636 |
| 23 | -0.032899 | -0.2548 | 0.600138 |
| 24 | -0.094079 | -0.7287 | 0.765499 |
| 25 | -0.097417 | -0.7546 | 0.773277 |
| 26 | -0.095023 | -0.736 | 0.767715 |
| 27 | -0.071925 | -0.5571 | 0.710244 |
| 28 | -0.050788 | -0.3934 | 0.652292 |
| 29 | 0.027169 | 0.2104 | 0.417016 |
| 30 | 0.046829 | 0.3627 | 0.359039 |
| 31 | -0.054027 | -0.4185 | 0.661458 |
| 32 | 0.022354 | 0.1732 | 0.431556 |
| 33 | 0.003944 | 0.0306 | 0.487864 |
| 34 | 0.014376 | 0.1114 | 0.455854 |
| 35 | -0.137904 | -1.0682 | 0.855145 |
