| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.792797 | 6.141 | 0 |
| 2 | 0.377236 | 2.9221 | 0.002448 |
| 3 | -0.083682 | -0.6482 | 0.259666 |
| 4 | -0.384775 | -2.9805 | 0.002076 |
| 5 | -0.537663 | -4.1647 | 5.1e-05 |
| 6 | -0.547582 | -4.2416 | 3.9e-05 |
| 7 | -0.488893 | -3.787 | 0.000178 |
| 8 | -0.336388 | -2.6057 | 0.005774 |
| 9 | -0.085189 | -0.6599 | 0.255931 |
| 10 | 0.269553 | 2.0879 | 0.020528 |
| 11 | 0.574318 | 4.4486 | 1.9e-05 |
| 12 | 0.707141 | 5.4775 | 0 |
| 13 | 0.535069 | 4.1446 | 5.4e-05 |
| 14 | 0.19965 | 1.5465 | 0.063624 |
| 15 | -0.167692 | -1.2989 | 0.099467 |
| 16 | -0.392911 | -3.0435 | 0.001734 |
| 17 | -0.485046 | -3.7571 | 0.000196 |
| 18 | -0.452695 | -3.5066 | 0.000433 |
| 19 | -0.359727 | -2.7864 | 0.003562 |
| 20 | -0.214609 | -1.6624 | 0.050829 |
| 21 | -0.024096 | -0.1866 | 0.426285 |
| 22 | 0.219054 | 1.6968 | 0.04746 |
| 23 | 0.427207 | 3.3091 | 0.000793 |
| 24 | 0.514039 | 3.9817 | 9.4e-05 |
| 25 | 0.385986 | 2.9898 | 0.002022 |
| 26 | 0.14395 | 1.115 | 0.134641 |
| 27 | -0.117813 | -0.9126 | 0.182559 |
| 28 | -0.270987 | -2.0991 | 0.020014 |
| 29 | -0.324844 | -2.5162 | 0.007277 |
| 30 | -0.290696 | -2.2517 | 0.014006 |
| 31 | -0.227219 | -1.76 | 0.04175 |
| 32 | -0.134626 | -1.0428 | 0.150611 |
| 33 | -0.014719 | -0.114 | 0.454805 |
| 34 | 0.139698 | 1.0821 | 0.14177 |
| 35 | 0.26725 | 2.0701 | 0.021377 |
| 36 | 0.315339 | 2.4426 | 0.008772 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.792797 | 6.141 | 0 |
| 2 | -0.676475 | -5.24 | 1e-06 |
| 3 | -0.242009 | -1.8746 | 0.032859 |
| 4 | 0.202771 | 1.5707 | 0.060761 |
| 5 | -0.408825 | -3.1667 | 0.001212 |
| 6 | -0.155148 | -1.2018 | 0.117087 |
| 7 | -0.15228 | -1.1796 | 0.121417 |
| 8 | 0.029907 | 0.2317 | 0.408797 |
| 9 | 0.245017 | 1.8979 | 0.031262 |
| 10 | 0.3262 | 2.5267 | 0.007084 |
| 11 | -0.049124 | -0.3805 | 0.352454 |
| 12 | 0.018829 | 0.1459 | 0.442263 |
| 13 | -0.380611 | -2.9482 | 0.002274 |
| 14 | 0.204925 | 1.5873 | 0.058846 |
| 15 | 0.031625 | 0.245 | 0.40366 |
| 16 | -0.100986 | -0.7822 | 0.218576 |
| 17 | -0.014604 | -0.1131 | 0.455154 |
| 18 | -0.0386 | -0.299 | 0.382989 |
| 19 | 0.111247 | 0.8617 | 0.196137 |
| 20 | -0.139968 | -1.0842 | 0.141309 |
| 21 | -0.104379 | -0.8085 | 0.210995 |
| 22 | 0.033454 | 0.2591 | 0.39821 |
| 23 | 0.031846 | 0.2467 | 0.402999 |
| 24 | 0.028634 | 0.2218 | 0.412612 |
| 25 | -0.076462 | -0.5923 | 0.277946 |
| 26 | 0.108946 | 0.8439 | 0.20104 |
| 27 | 0.074666 | 0.5784 | 0.282592 |
| 28 | -0.036268 | -0.2809 | 0.389865 |
| 29 | 0.009835 | 0.0762 | 0.469765 |
| 30 | -0.05973 | -0.4627 | 0.322639 |
| 31 | -0.030921 | -0.2395 | 0.405761 |
| 32 | 0.093763 | 0.7263 | 0.235245 |
| 33 | -0.056442 | -0.4372 | 0.33177 |
| 34 | -0.057684 | -0.4468 | 0.328309 |
| 35 | -0.077183 | -0.5979 | 0.276092 |
| 36 | 0.021085 | 0.1633 | 0.435407 |
