| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.601333 | 4.6579 | 9e-06 |
| 2 | 0.601075 | 4.6559 | 9e-06 |
| 3 | 0.459607 | 3.5601 | 0.000366 |
| 4 | 0.35378 | 2.7404 | 0.004036 |
| 5 | 0.37052 | 2.87 | 0.00283 |
| 6 | 0.2603 | 2.0163 | 0.024127 |
| 7 | 0.318433 | 2.4666 | 0.008258 |
| 8 | 0.132048 | 1.0228 | 0.155246 |
| 9 | 0.119737 | 0.9275 | 0.178696 |
| 10 | 0.025448 | 0.1971 | 0.422199 |
| 11 | -0.020853 | -0.1615 | 0.43611 |
| 12 | -0.003011 | -0.0233 | 0.490735 |
| 13 | -0.116399 | -0.9016 | 0.18543 |
| 14 | -0.051216 | -0.3967 | 0.346491 |
| 15 | -0.083066 | -0.6434 | 0.2612 |
| 16 | -0.058184 | -0.4507 | 0.326918 |
| 17 | -0.039078 | -0.3027 | 0.381584 |
| 18 | -0.087851 | -0.6805 | 0.249407 |
| 19 | -0.081654 | -0.6325 | 0.264736 |
| 20 | -0.120385 | -0.9325 | 0.177408 |
| 21 | -0.092413 | -0.7158 | 0.238437 |
| 22 | -0.073952 | -0.5728 | 0.28445 |
| 23 | -0.079264 | -0.614 | 0.270776 |
| 24 | -0.003919 | -0.0304 | 0.487941 |
| 25 | -0.068177 | -0.5281 | 0.299691 |
| 26 | -0.090939 | -0.7044 | 0.241951 |
| 27 | -0.108817 | -0.8429 | 0.201319 |
| 28 | -0.192163 | -1.4885 | 0.07093 |
| 29 | -0.119601 | -0.9264 | 0.178968 |
| 30 | -0.174648 | -1.3528 | 0.090595 |
| 31 | -0.074835 | -0.5797 | 0.282153 |
| 32 | -0.155023 | -1.2008 | 0.117274 |
| 33 | -0.176646 | -1.3683 | 0.088162 |
| 34 | -0.120266 | -0.9316 | 0.177643 |
| 35 | -0.222295 | -1.7219 | 0.045121 |
| 36 | -0.100985 | -0.7822 | 0.218578 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.601333 | 4.6579 | 9e-06 |
| 2 | 0.375116 | 2.9056 | 0.002563 |
| 3 | 0.014903 | 0.1154 | 0.454242 |
| 4 | -0.086466 | -0.6698 | 0.252789 |
| 5 | 0.144 | 1.1154 | 0.134559 |
| 6 | -0.035729 | -0.2768 | 0.39146 |
| 7 | 0.115122 | 0.8917 | 0.188051 |
| 8 | -0.227829 | -1.7648 | 0.041347 |
| 9 | -0.054407 | -0.4214 | 0.337472 |
| 10 | -0.061345 | -0.4752 | 0.318193 |
| 11 | -0.002951 | -0.0229 | 0.490921 |
| 12 | 0.016017 | 0.1241 | 0.450837 |
| 13 | -0.121352 | -0.94 | 0.175496 |
| 14 | 0.03614 | 0.2799 | 0.390243 |
| 15 | 0.108691 | 0.8419 | 0.201589 |
| 16 | 0.028682 | 0.2222 | 0.412468 |
| 17 | 0.018108 | 0.1403 | 0.444462 |
| 18 | -0.086457 | -0.6697 | 0.252811 |
| 19 | -0.06881 | -0.533 | 0.298001 |
| 20 | 0.015821 | 0.1226 | 0.451436 |
| 21 | -0.01055 | -0.0817 | 0.467571 |
| 22 | 0.017611 | 0.1364 | 0.445976 |
| 23 | -0.057287 | -0.4437 | 0.329414 |
| 24 | 0.101855 | 0.789 | 0.216619 |
| 25 | -0.032732 | -0.2535 | 0.40036 |
| 26 | -0.13599 | -1.0534 | 0.148196 |
| 27 | -0.034771 | -0.2693 | 0.394299 |
| 28 | -0.137055 | -1.0616 | 0.146331 |
| 29 | 0.083789 | 0.649 | 0.259399 |
| 30 | -0.014951 | -0.1158 | 0.454094 |
| 31 | 0.072387 | 0.5607 | 0.288544 |
| 32 | -0.130686 | -1.0123 | 0.157732 |
| 33 | -0.087269 | -0.676 | 0.250824 |
| 34 | 0.135081 | 1.0463 | 0.149801 |
| 35 | -0.061427 | -0.4758 | 0.317968 |
| 36 | 0.013716 | 0.1062 | 0.457871 |
