| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 7.8102 | 0 |
| 1 | 0.482021 | 3.7647 | 0.000189 |
| 2 | 0.346226 | 2.7041 | 0.004431 |
| 3 | 0.455684 | 3.559 | 0.000364 |
| 4 | 0.514247 | 4.0164 | 8.2e-05 |
| 5 | 0.445254 | 3.4775 | 0.00047 |
| 6 | 0.524655 | 4.0977 | 6.3e-05 |
| 7 | 0.298624 | 2.3323 | 0.0115 |
| 8 | 0.414466 | 3.2371 | 0.000977 |
| 9 | 0.352724 | 2.7549 | 0.003865 |
| 10 | 0.151637 | 1.1843 | 0.120439 |
| 11 | 0.274304 | 2.1424 | 0.018081 |
| 12 | 0.576144 | 4.4998 | 1.6e-05 |
| 13 | 0.177211 | 1.3841 | 0.085691 |
| 14 | 0.114073 | 0.8909 | 0.188232 |
| 15 | 0.137157 | 1.0712 | 0.144144 |
| 16 | 0.144133 | 1.1257 | 0.132348 |
| 17 | 0.15484 | 1.2093 | 0.1156 |
| 18 | 0.164408 | 1.2841 | 0.101988 |
| 19 | -0.025089 | -0.1959 | 0.577349 |
| 20 | 0.085626 | 0.6688 | 0.253085 |
| 21 | 0.017635 | 0.1377 | 0.445453 |
| 22 | -0.167407 | -1.3075 | 0.902024 |
| 23 | -0.001878 | -0.0147 | 0.505826 |
| 24 | 0.134428 | 1.0499 | 0.148949 |
| 25 | -0.132663 | -1.0361 | 0.847885 |
| 26 | -0.15739 | -1.2293 | 0.888151 |
| 27 | -0.174973 | -1.3666 | 0.911613 |
| 28 | -0.136784 | -1.0683 | 0.855206 |
| 29 | -0.122717 | -0.9585 | 0.829191 |
| 30 | -0.150099 | -1.1723 | 0.877185 |
| 31 | -0.268176 | -2.0945 | 0.979812 |
| 32 | -0.13739 | -1.073 | 0.856262 |
| 33 | -0.231907 | -1.8112 | 0.962487 |
| 34 | -0.319781 | -2.4976 | 0.992391 |
| 35 | -0.208443 | -1.628 | 0.945659 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.482021 | 3.7647 | 0.000189 |
| 1 | 0.148351 | 1.1587 | 0.125556 |
| 2 | 0.3224 | 2.518 | 0.007221 |
| 3 | 0.27951 | 2.183 | 0.016445 |
| 4 | 0.142828 | 1.1155 | 0.1345 |
| 5 | 0.295076 | 2.3046 | 0.012303 |
| 6 | -0.21737 | -1.6977 | 0.952671 |
| 7 | 0.197676 | 1.5439 | 0.063893 |
| 8 | -0.199983 | -1.5619 | 0.93826 |
| 9 | -0.349489 | -2.7296 | 0.995862 |
| 10 | 0.13634 | 1.0648 | 0.145571 |
| 11 | 0.411421 | 3.2133 | 0.001049 |
| 12 | -0.2979 | -2.3267 | 0.98834 |
| 13 | -0.047747 | -0.3729 | 0.644748 |
| 14 | -0.118969 | -0.9292 | 0.821769 |
| 15 | -0.172664 | -1.3485 | 0.908766 |
| 16 | -0.086835 | -0.6782 | 0.749897 |
| 17 | -0.013642 | -0.1065 | 0.542251 |
| 18 | 0.137576 | 1.0745 | 0.143415 |
| 19 | -0.095981 | -0.7496 | 0.771822 |
| 20 | 0.009077 | 0.0709 | 0.471856 |
| 21 | -0.035777 | -0.2794 | 0.609569 |
| 22 | 0.020378 | 0.1592 | 0.437035 |
| 23 | -0.092983 | -0.7262 | 0.76476 |
| 24 | -0.005809 | -0.0454 | 0.518019 |
| 25 | -0.024479 | -0.1912 | 0.575493 |
| 26 | -0.092229 | -0.7203 | 0.762963 |
| 27 | 0.102659 | 0.8018 | 0.212893 |
| 28 | -0.175833 | -1.3733 | 0.912656 |
| 29 | 0.038688 | 0.3022 | 0.381779 |
| 30 | -0.025583 | -0.1998 | 0.578852 |
| 31 | 0.015446 | 0.1206 | 0.452188 |
| 32 | -0.017177 | -0.1342 | 0.553139 |
| 33 | 0.085191 | 0.6654 | 0.254164 |
| 34 | -0.097723 | -0.7632 | 0.775868 |
| 35 | 0.00721 | 0.0563 | 0.47764 |
