| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.827094 | 5.4863 | 1e-06 |
| 2 | 0.771912 | 5.1203 | 3e-06 |
| 3 | 0.69076 | 4.582 | 1.9e-05 |
| 4 | 0.711463 | 4.7193 | 1.2e-05 |
| 5 | 0.560977 | 3.7211 | 0.00028 |
| 6 | 0.509347 | 3.3786 | 0.000767 |
| 7 | 0.424922 | 2.8186 | 0.003601 |
| 8 | 0.44393 | 2.9447 | 0.002574 |
| 9 | 0.308984 | 2.0496 | 0.023198 |
| 10 | 0.268071 | 1.7782 | 0.041142 |
| 11 | 0.205769 | 1.3649 | 0.089609 |
| 12 | 0.225391 | 1.4951 | 0.071016 |
| 13 | 0.10051 | 0.6667 | 0.25422 |
| 14 | 0.067309 | 0.4465 | 0.328721 |
| 15 | 0.023311 | 0.1546 | 0.438912 |
| 16 | 0.046888 | 0.311 | 0.378627 |
| 17 | -0.051461 | -0.3414 | 0.36723 |
| 18 | -0.071558 | -0.4747 | 0.318688 |
| 19 | -0.095529 | -0.6337 | 0.26479 |
| 20 | -0.056943 | -0.3777 | 0.353727 |
| 21 | -0.147149 | -0.9761 | 0.167182 |
| 22 | -0.173478 | -1.1507 | 0.128031 |
| 23 | -0.198847 | -1.319 | 0.096996 |
| 24 | -0.176831 | -1.173 | 0.123561 |
| 25 | -0.261766 | -1.7364 | 0.044749 |
| 26 | -0.29342 | -1.9463 | 0.029009 |
| 27 | -0.322762 | -2.141 | 0.018928 |
| 28 | -0.311377 | -2.0654 | 0.022401 |
| 29 | -0.36837 | -2.4435 | 0.009313 |
| 30 | -0.37905 | -2.5143 | 0.007828 |
| 31 | -0.390826 | -2.5924 | 0.006443 |
| 32 | -0.360306 | -2.39 | 0.010599 |
| 33 | -0.388677 | -2.5782 | 0.006678 |
| 34 | -0.380183 | -2.5219 | 0.007684 |
| 35 | -0.373849 | -2.4798 | 0.008522 |
| 36 | -0.33034 | -2.1912 | 0.016887 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.827094 | 5.4863 | 1e-06 |
| 2 | 0.278009 | 1.8441 | 0.035954 |
| 3 | -0.000445 | -0.0029 | 0.49883 |
| 4 | 0.289715 | 1.9218 | 0.030564 |
| 5 | -0.398058 | -2.6404 | 0.005708 |
| 6 | 0.024712 | 0.1639 | 0.435273 |
| 7 | -0.017493 | -0.116 | 0.454078 |
| 8 | 0.123605 | 0.8199 | 0.208346 |
| 9 | -0.212263 | -1.408 | 0.08308 |
| 10 | 0.005673 | 0.0376 | 0.485076 |
| 11 | 0.051956 | 0.3446 | 0.366005 |
| 12 | 0.005448 | 0.0361 | 0.485668 |
| 13 | -0.165677 | -1.099 | 0.138878 |
| 14 | -0.005654 | -0.0375 | 0.485125 |
| 15 | 0.063838 | 0.4235 | 0.337014 |
| 16 | -0.021064 | -0.1397 | 0.444758 |
| 17 | -0.063305 | -0.4199 | 0.338294 |
| 18 | -0.016829 | -0.1116 | 0.455813 |
| 19 | 0.047738 | 0.3167 | 0.3765 |
| 20 | 0.01329 | 0.0882 | 0.465076 |
| 21 | -0.127964 | -0.8488 | 0.200288 |
| 22 | -0.073591 | -0.4881 | 0.313934 |
| 23 | -0.000133 | -9e-04 | 0.49965 |
| 24 | -0.052944 | -0.3512 | 0.363561 |
| 25 | -0.067063 | -0.4448 | 0.329306 |
| 26 | -0.077931 | -0.5169 | 0.303894 |
| 27 | -0.03728 | -0.2473 | 0.402918 |
| 28 | -0.064125 | -0.4254 | 0.336324 |
| 29 | 0.050592 | 0.3356 | 0.369388 |
| 30 | -0.015567 | -0.1033 | 0.459112 |
| 31 | -0.060166 | -0.3991 | 0.345875 |
| 32 | 0.012287 | 0.0815 | 0.467705 |
| 33 | 0.041854 | 0.2776 | 0.391299 |
| 34 | -0.015928 | -0.1057 | 0.458167 |
| 35 | -0.060937 | -0.4042 | 0.344007 |
| 36 | 0.027912 | 0.1851 | 0.426982 |
