| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.86478 | 5.1887 | 4e-06 |
| 2 | 0.729116 | 4.3747 | 5e-05 |
| 3 | 0.593674 | 3.562 | 0.000529 |
| 4 | 0.492476 | 2.9549 | 0.002743 |
| 5 | 0.425524 | 2.5531 | 0.007529 |
| 6 | 0.377029 | 2.2622 | 0.01491 |
| 7 | 0.328756 | 1.9725 | 0.028133 |
| 8 | 0.258913 | 1.5535 | 0.064528 |
| 9 | 0.199967 | 1.1998 | 0.119027 |
| 10 | 0.141242 | 0.8475 | 0.201171 |
| 11 | 0.085186 | 0.5111 | 0.306194 |
| 12 | 0.053147 | 0.3189 | 0.37583 |
| 13 | 0.039563 | 0.2374 | 0.406854 |
| 14 | -0.00315 | -0.0189 | 0.492512 |
| 15 | -0.045864 | -0.2752 | 0.392374 |
| 16 | -0.08035 | -0.4821 | 0.316327 |
| 17 | -0.104384 | -0.6263 | 0.267533 |
| 18 | -0.131087 | -0.7865 | 0.218354 |
| 19 | -0.165796 | -0.9948 | 0.163243 |
| 20 | -0.200504 | -1.203 | 0.11841 |
| 21 | -0.229653 | -1.3779 | 0.088367 |
| 22 | -0.240345 | -1.4421 | 0.078963 |
| 23 | -0.26438 | -1.5863 | 0.060711 |
| 24 | -0.307316 | -1.8439 | 0.036721 |
| 25 | -0.347361 | -2.0842 | 0.022151 |
| 26 | -0.358054 | -2.1483 | 0.019245 |
| 27 | -0.371414 | -2.2285 | 0.016092 |
| 28 | -0.371655 | -2.2299 | 0.016039 |
| 29 | -0.348102 | -2.0886 | 0.021938 |
| 30 | -0.351012 | -2.1061 | 0.021118 |
| 31 | -0.335464 | -2.0128 | 0.025831 |
| 32 | -0.309021 | -1.8541 | 0.035964 |
| 33 | -0.255448 | -1.5327 | 0.067047 |
| 34 | -0.182751 | -1.0965 | 0.140069 |
| 35 | -0.086261 | -0.5176 | 0.303963 |
| 36 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.86478 | 5.1887 | 4e-06 |
| 2 | -0.074276 | -0.4457 | 0.329257 |
| 3 | -0.07757 | -0.4654 | 0.322218 |
| 4 | 0.0524 | 0.3144 | 0.377517 |
| 5 | 0.0668 | 0.4008 | 0.345469 |
| 6 | 0.018966 | 0.1138 | 0.455016 |
| 7 | -0.030915 | -0.1855 | 0.426942 |
| 8 | -0.103487 | -0.6209 | 0.269281 |
| 9 | 0.017218 | 0.1033 | 0.459146 |
| 10 | -0.031313 | -0.1879 | 0.426015 |
| 11 | -0.0535 | -0.321 | 0.375033 |
| 12 | 0.038913 | 0.2335 | 0.408356 |
| 13 | 0.037436 | 0.2246 | 0.411773 |
| 14 | -0.146713 | -0.8803 | 0.192274 |
| 15 | -0.027346 | -0.1641 | 0.435294 |
| 16 | 0.016327 | 0.098 | 0.461254 |
| 17 | 0.001407 | 0.0084 | 0.496656 |
| 18 | -0.068189 | -0.4091 | 0.342433 |
| 19 | -0.09488 | -0.5693 | 0.28635 |
| 20 | -0.034433 | -0.2066 | 0.418744 |
| 21 | 0.004901 | 0.0294 | 0.488352 |
| 22 | 0.001531 | 0.0092 | 0.49636 |
| 23 | -0.113357 | -0.6801 | 0.250383 |
| 24 | -0.123468 | -0.7408 | 0.231808 |
| 25 | -0.042274 | -0.2536 | 0.400606 |
| 26 | 0.051831 | 0.311 | 0.378802 |
| 27 | -0.076081 | -0.4565 | 0.325392 |
| 28 | -0.029344 | -0.1761 | 0.430615 |
| 29 | 0.05568 | 0.3341 | 0.370129 |
| 30 | -0.136312 | -0.8179 | 0.209405 |
| 31 | 0.040473 | 0.2428 | 0.404755 |
| 32 | 0.056944 | 0.3417 | 0.367296 |
| 33 | 0.096178 | 0.5771 | 0.283743 |
| 34 | 0.085345 | 0.5121 | 0.305865 |
| 35 | 0.09067 | 0.544 | 0.294891 |
| 36 | NA | NA | NA |
