| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.544363 | 4.5869 | 9e-06 |
| 2 | 0.334267 | 2.8166 | 0.00314 |
| 3 | 0.070951 | 0.5978 | 0.275924 |
| 4 | 0.016231 | 0.1368 | 0.445803 |
| 5 | 0.018708 | 0.1576 | 0.437595 |
| 6 | 0.085478 | 0.7203 | 0.236867 |
| 7 | 0.083438 | 0.7031 | 0.242158 |
| 8 | 0.076999 | 0.6488 | 0.259279 |
| 9 | 0.06791 | 0.5722 | 0.28449 |
| 10 | 0.064916 | 0.547 | 0.29305 |
| 11 | 0.041306 | 0.348 | 0.364417 |
| 12 | 0.07011 | 0.5908 | 0.278279 |
| 13 | 0.055404 | 0.4668 | 0.321022 |
| 14 | 0.019816 | 0.167 | 0.433933 |
| 15 | 0.013695 | 0.1154 | 0.454229 |
| 16 | -0.043834 | -0.3693 | 0.356483 |
| 17 | -0.065059 | -0.5482 | 0.292638 |
| 18 | -0.057615 | -0.4855 | 0.314418 |
| 19 | -0.056028 | -0.4721 | 0.319151 |
| 20 | -0.06199 | -0.5223 | 0.30153 |
| 21 | -0.072777 | -0.6132 | 0.270841 |
| 22 | -0.071614 | -0.6034 | 0.274072 |
| 23 | -0.088812 | -0.7483 | 0.228363 |
| 24 | -0.120623 | -1.0164 | 0.156447 |
| 25 | -0.086512 | -0.729 | 0.234212 |
| 26 | -0.145134 | -1.2229 | 0.112702 |
| 27 | -0.115745 | -0.9753 | 0.166365 |
| 28 | -0.129865 | -1.0943 | 0.13877 |
| 29 | -0.083024 | -0.6996 | 0.24324 |
| 30 | -0.111073 | -0.9359 | 0.176245 |
| 31 | -0.081572 | -0.6873 | 0.247055 |
| 32 | -0.08552 | -0.7206 | 0.236759 |
| 33 | -0.154683 | -1.3034 | 0.098328 |
| 34 | -0.111467 | -0.9392 | 0.175396 |
| 35 | -0.091131 | -0.7679 | 0.22255 |
| 36 | -0.133695 | -1.1265 | 0.131866 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.544363 | 4.5869 | 9e-06 |
| 2 | 0.053911 | 0.4543 | 0.325514 |
| 3 | -0.186067 | -1.5678 | 0.060684 |
| 4 | 0.044607 | 0.3759 | 0.354068 |
| 5 | 0.067522 | 0.5689 | 0.285594 |
| 6 | 0.072707 | 0.6126 | 0.271037 |
| 7 | -0.015186 | -0.128 | 0.449273 |
| 8 | 0.003909 | 0.0329 | 0.486909 |
| 9 | 0.04366 | 0.3679 | 0.357026 |
| 10 | 0.02575 | 0.217 | 0.414424 |
| 11 | -0.019984 | -0.1684 | 0.433379 |
| 12 | 0.059425 | 0.5007 | 0.309056 |
| 13 | 0.001252 | 0.0105 | 0.495807 |
| 14 | -0.051073 | -0.4304 | 0.334121 |
| 15 | 0.022891 | 0.1929 | 0.423799 |
| 16 | -0.067581 | -0.5695 | 0.285424 |
| 17 | -0.036582 | -0.3082 | 0.379399 |
| 18 | 0.009804 | 0.0826 | 0.467197 |
| 19 | -0.034916 | -0.2942 | 0.384729 |
| 20 | -0.040444 | -0.3408 | 0.367134 |
| 21 | -0.035872 | -0.3023 | 0.381666 |
| 22 | -0.009832 | -0.0828 | 0.467102 |
| 23 | -0.039026 | -0.3288 | 0.371623 |
| 24 | -0.082189 | -0.6925 | 0.245429 |
| 25 | 0.032813 | 0.2765 | 0.391487 |
| 26 | -0.105997 | -0.8932 | 0.187397 |
| 27 | -0.010424 | -0.0878 | 0.465126 |
| 28 | -0.029976 | -0.2526 | 0.400662 |
| 29 | 0.020699 | 0.1744 | 0.431018 |
| 30 | -0.07382 | -0.622 | 0.267962 |
| 31 | -0.000305 | -0.0026 | 0.49898 |
| 32 | 0.003264 | 0.0275 | 0.489069 |
| 33 | -0.147788 | -1.2453 | 0.108561 |
| 34 | 0.057571 | 0.4851 | 0.314547 |
| 35 | 0.010922 | 0.092 | 0.463467 |
| 36 | -0.13849 | -1.1669 | 0.12357 |
