| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.914276 | 5.4857 | 2e-06 |
| 2 | 0.790996 | 4.746 | 1.6e-05 |
| 3 | 0.649941 | 3.8996 | 0.000202 |
| 4 | 0.494828 | 2.969 | 0.002644 |
| 5 | 0.345083 | 2.0705 | 0.022818 |
| 6 | 0.18721 | 1.1233 | 0.134381 |
| 7 | 0.048668 | 0.292 | 0.385979 |
| 8 | -0.080152 | -0.4809 | 0.316744 |
| 9 | -0.211395 | -1.2684 | 0.106403 |
| 10 | -0.275725 | -1.6544 | 0.053375 |
| 11 | -0.303663 | -1.822 | 0.038387 |
| 12 | -0.317021 | -1.9021 | 0.032589 |
| 13 | -0.326927 | -1.9616 | 0.028791 |
| 14 | -0.34638 | -2.0783 | 0.022436 |
| 15 | -0.372092 | -2.2326 | 0.015945 |
| 16 | -0.394059 | -2.3644 | 0.011788 |
| 17 | -0.407504 | -2.445 | 0.009754 |
| 18 | -0.40137 | -2.4082 | 0.010639 |
| 19 | -0.380254 | -2.2815 | 0.014267 |
| 20 | -0.366105 | -2.1966 | 0.017285 |
| 21 | -0.335016 | -2.0101 | 0.02598 |
| 22 | -0.283729 | -1.7024 | 0.048653 |
| 23 | -0.22405 | -1.3443 | 0.09363 |
| 24 | -0.136948 | -0.8217 | 0.208331 |
| 25 | -0.03917 | -0.235 | 0.407762 |
| 26 | 0.052562 | 0.3154 | 0.377149 |
| 27 | 0.121273 | 0.7276 | 0.23577 |
| 28 | 0.142653 | 0.8559 | 0.198852 |
| 29 | 0.172999 | 1.038 | 0.153097 |
| 30 | 0.185183 | 1.1111 | 0.136946 |
| 31 | 0.172773 | 1.0366 | 0.153409 |
| 32 | 0.157587 | 0.9455 | 0.175348 |
| 33 | 0.130821 | 0.7849 | 0.218816 |
| 34 | 0.09123 | 0.5474 | 0.293748 |
| 35 | 0.043479 | 0.2609 | 0.397839 |
| 36 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.914276 | 5.4857 | 2e-06 |
| 2 | -0.273646 | -1.6419 | 0.054662 |
| 3 | -0.13805 | -0.8283 | 0.20648 |
| 4 | -0.147327 | -0.884 | 0.191291 |
| 5 | -0.038374 | -0.2302 | 0.409604 |
| 6 | -0.178404 | -1.0704 | 0.145776 |
| 7 | 0.017529 | 0.1052 | 0.45841 |
| 8 | -0.115228 | -0.6914 | 0.246885 |
| 9 | -0.176186 | -1.0571 | 0.148751 |
| 10 | 0.304181 | 1.8251 | 0.038147 |
| 11 | 0.000862 | 0.0052 | 0.49795 |
| 12 | -0.117091 | -0.7025 | 0.243429 |
| 13 | -0.13921 | -0.8353 | 0.204541 |
| 14 | -0.130225 | -0.7813 | 0.219853 |
| 15 | -0.218502 | -1.311 | 0.099078 |
| 16 | 0.012138 | 0.0728 | 0.471174 |
| 17 | -0.012642 | -0.0759 | 0.469978 |
| 18 | -0.080534 | -0.4832 | 0.315939 |
| 19 | 0.115907 | 0.6954 | 0.245622 |
| 20 | -0.094894 | -0.5694 | 0.286323 |
| 21 | 0.048264 | 0.2896 | 0.386897 |
| 22 | 0.048643 | 0.2919 | 0.386036 |
| 23 | -0.088684 | -0.5321 | 0.298962 |
| 24 | 0.033617 | 0.2017 | 0.420643 |
| 25 | 0.072486 | 0.4349 | 0.333109 |
| 26 | -0.079137 | -0.4748 | 0.318891 |
| 27 | -0.121748 | -0.7305 | 0.23491 |
| 28 | -0.143259 | -0.8596 | 0.197862 |
| 29 | 0.115201 | 0.6912 | 0.246935 |
| 30 | -0.095209 | -0.5713 | 0.285688 |
| 31 | -0.042463 | -0.2548 | 0.400172 |
| 32 | -0.009227 | -0.0554 | 0.478079 |
| 33 | 0.011173 | 0.067 | 0.473461 |
| 34 | -0.094259 | -0.5656 | 0.287602 |
| 35 | -0.02879 | -0.1727 | 0.431911 |
| 36 | NA | NA | NA |
