| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.734832 | 5.0911 | 3e-06 |
| 2 | 0.657096 | 4.5525 | 1.8e-05 |
| 3 | 0.535022 | 3.7067 | 0.000272 |
| 4 | 0.379564 | 2.6297 | 0.005725 |
| 5 | 0.297389 | 2.0604 | 0.022403 |
| 6 | 0.188056 | 1.3029 | 0.099414 |
| 7 | 0.054822 | 0.3798 | 0.352877 |
| 8 | 0.030177 | 0.2091 | 0.417637 |
| 9 | -0.045495 | -0.3152 | 0.376988 |
| 10 | -0.018268 | -0.1266 | 0.449907 |
| 11 | -0.053161 | -0.3683 | 0.35713 |
| 12 | -0.078105 | -0.5411 | 0.295462 |
| 13 | -0.063014 | -0.4366 | 0.33219 |
| 14 | -0.077092 | -0.5341 | 0.297865 |
| 15 | -0.042264 | -0.2928 | 0.385464 |
| 16 | -0.078956 | -0.547 | 0.293449 |
| 17 | -0.052059 | -0.3607 | 0.359963 |
| 18 | -0.095582 | -0.6622 | 0.2555 |
| 19 | -0.127988 | -0.8867 | 0.189824 |
| 20 | -0.137458 | -0.9523 | 0.172849 |
| 21 | -0.132158 | -0.9156 | 0.182223 |
| 22 | -0.185652 | -1.2862 | 0.102265 |
| 23 | -0.117128 | -0.8115 | 0.210546 |
| 24 | -0.167214 | -1.1585 | 0.126198 |
| 25 | -0.149716 | -1.0373 | 0.152405 |
| 26 | -0.14921 | -1.0338 | 0.153214 |
| 27 | -0.15102 | -1.0463 | 0.150331 |
| 28 | -0.162729 | -1.1274 | 0.132584 |
| 29 | -0.156536 | -1.0845 | 0.141777 |
| 30 | -0.183668 | -1.2725 | 0.104664 |
| 31 | -0.131674 | -0.9123 | 0.183095 |
| 32 | -0.134222 | -0.9299 | 0.178534 |
| 33 | -0.088125 | -0.6105 | 0.27219 |
| 34 | -0.084442 | -0.585 | 0.280633 |
| 35 | -0.12093 | -0.8378 | 0.203139 |
| 36 | -0.103003 | -0.7136 | 0.239458 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.734832 | 5.0911 | 3e-06 |
| 2 | 0.254593 | 1.7639 | 0.042059 |
| 3 | -0.027858 | -0.193 | 0.423886 |
| 4 | -0.172462 | -1.1949 | 0.119008 |
| 5 | 0.00359 | 0.0249 | 0.490131 |
| 6 | -0.046517 | -0.3223 | 0.374321 |
| 7 | -0.159573 | -1.1056 | 0.137215 |
| 8 | 0.081246 | 0.5629 | 0.288066 |
| 9 | -0.021193 | -0.1468 | 0.441941 |
| 10 | 0.132552 | 0.9183 | 0.181515 |
| 11 | -0.081656 | -0.5657 | 0.287106 |
| 12 | -0.059393 | -0.4115 | 0.341274 |
| 13 | 0.021323 | 0.1477 | 0.441588 |
| 14 | -0.02172 | -0.1505 | 0.440507 |
| 15 | 0.070933 | 0.4914 | 0.312678 |
| 16 | -0.151778 | -1.0515 | 0.149137 |
| 17 | 0.111189 | 0.7703 | 0.222436 |
| 18 | -0.148044 | -1.0257 | 0.155091 |
| 19 | -0.0575 | -0.3984 | 0.346062 |
| 20 | -0.03069 | -0.2126 | 0.416259 |
| 21 | 0.069143 | 0.479 | 0.317045 |
| 22 | -0.096766 | -0.6704 | 0.252904 |
| 23 | 0.106516 | 0.738 | 0.232064 |
| 24 | -0.076217 | -0.528 | 0.299951 |
| 25 | -0.06647 | -0.4605 | 0.323612 |
| 26 | -0.018907 | -0.131 | 0.448164 |
| 27 | -0.034636 | -0.24 | 0.40569 |
| 28 | -0.055622 | -0.3854 | 0.350838 |
| 29 | -0.021435 | -0.1485 | 0.441283 |
| 30 | -0.028729 | -0.199 | 0.421535 |
| 31 | 0.068611 | 0.4754 | 0.318345 |
| 32 | -0.020945 | -0.1451 | 0.442615 |
| 33 | 0.051011 | 0.3534 | 0.362664 |
| 34 | -0.100245 | -0.6945 | 0.245353 |
| 35 | -0.116622 | -0.808 | 0.211544 |
| 36 | -0.009054 | -0.0627 | 0.475121 |
