| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.745206 | 5.1629 | 2e-06 |
| 2 | 0.661323 | 4.5818 | 1.6e-05 |
| 3 | 0.627585 | 4.348 | 3.6e-05 |
| 4 | 0.474953 | 3.2906 | 0.000939 |
| 5 | 0.370564 | 2.5673 | 0.00671 |
| 6 | 0.203802 | 1.412 | 0.082203 |
| 7 | 0.0888 | 0.6152 | 0.270656 |
| 8 | -0.046882 | -0.3248 | 0.373369 |
| 9 | -0.119493 | -0.8279 | 0.205921 |
| 10 | -0.175834 | -1.2182 | 0.114549 |
| 11 | -0.20419 | -1.4147 | 0.08181 |
| 12 | -0.215175 | -1.4908 | 0.071282 |
| 13 | -0.193943 | -1.3437 | 0.092685 |
| 14 | -0.146744 | -1.0167 | 0.157203 |
| 15 | -0.102839 | -0.7125 | 0.239805 |
| 16 | -0.054298 | -0.3762 | 0.354217 |
| 17 | 0.018619 | 0.129 | 0.44895 |
| 18 | 0.065942 | 0.4569 | 0.324916 |
| 19 | 0.092195 | 0.6387 | 0.263012 |
| 20 | 0.095456 | 0.6613 | 0.255778 |
| 21 | 0.146991 | 1.0184 | 0.156801 |
| 22 | 0.148028 | 1.0256 | 0.155118 |
| 23 | 0.145046 | 1.0049 | 0.159991 |
| 24 | 0.158157 | 1.0957 | 0.139329 |
| 25 | 0.084043 | 0.5823 | 0.281556 |
| 26 | 0.080547 | 0.558 | 0.289704 |
| 27 | 0.021795 | 0.151 | 0.440305 |
| 28 | -0.038665 | -0.2679 | 0.39497 |
| 29 | -0.066357 | -0.4597 | 0.32389 |
| 30 | -0.12035 | -0.8338 | 0.204259 |
| 31 | -0.173722 | -1.2036 | 0.117327 |
| 32 | -0.189627 | -1.3138 | 0.097583 |
| 33 | -0.244618 | -1.6948 | 0.0483 |
| 34 | -0.287739 | -1.9935 | 0.025953 |
| 35 | -0.282335 | -1.9561 | 0.028145 |
| 36 | -0.299504 | -2.075 | 0.021684 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.745206 | 5.1629 | 2e-06 |
| 2 | 0.238358 | 1.6514 | 0.052594 |
| 3 | 0.177885 | 1.2324 | 0.111897 |
| 4 | -0.192217 | -1.3317 | 0.094622 |
| 5 | -0.09989 | -0.6921 | 0.246117 |
| 6 | -0.279039 | -1.9332 | 0.029559 |
| 7 | -0.071507 | -0.4954 | 0.311283 |
| 8 | -0.166187 | -1.1514 | 0.12764 |
| 9 | 0.095553 | 0.662 | 0.255565 |
| 10 | 0.030368 | 0.2104 | 0.417124 |
| 11 | 0.161004 | 1.1155 | 0.135101 |
| 12 | 0.004791 | 0.0332 | 0.486829 |
| 13 | 0.099756 | 0.6911 | 0.246407 |
| 14 | -0.010419 | -0.0722 | 0.471376 |
| 15 | 0.033706 | 0.2335 | 0.408175 |
| 16 | -0.08025 | -0.556 | 0.290401 |
| 17 | 0.070315 | 0.4872 | 0.314182 |
| 18 | -0.051471 | -0.3566 | 0.361477 |
| 19 | 0.005396 | 0.0374 | 0.485168 |
| 20 | -0.141507 | -0.9804 | 0.165904 |
| 21 | 0.15479 | 1.0724 | 0.144447 |
| 22 | -0.040319 | -0.2793 | 0.390593 |
| 23 | 0.159349 | 1.104 | 0.137548 |
| 24 | -0.014388 | -0.0997 | 0.460506 |
| 25 | -0.055875 | -0.3871 | 0.350191 |
| 26 | -0.07113 | -0.4928 | 0.312199 |
| 27 | -0.104521 | -0.7241 | 0.236246 |
| 28 | -0.136221 | -0.9438 | 0.175007 |
| 29 | 0.015528 | 0.1076 | 0.457388 |
| 30 | -0.012392 | -0.0859 | 0.465969 |
| 31 | -0.00452 | -0.0313 | 0.487574 |
| 32 | 0.064954 | 0.45 | 0.327364 |
| 33 | -0.107772 | -0.7467 | 0.229453 |
| 34 | -0.075313 | -0.5218 | 0.302109 |
| 35 | -0.071201 | -0.4933 | 0.312027 |
| 36 | -0.029042 | -0.2012 | 0.420694 |
