| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.667276 | 5.2116 | 1e-06 |
| 2 | 0.578023 | 4.5145 | 1.5e-05 |
| 3 | 0.617133 | 4.82 | 5e-06 |
| 4 | 0.459166 | 3.5862 | 0.000334 |
| 5 | 0.414856 | 3.2401 | 0.000968 |
| 6 | 0.392377 | 3.0646 | 0.001622 |
| 7 | 0.200172 | 1.5634 | 0.061567 |
| 8 | 0.174141 | 1.3601 | 0.089404 |
| 9 | 0.149952 | 1.1712 | 0.123044 |
| 10 | 0.020019 | 0.1564 | 0.438137 |
| 11 | 0.07102 | 0.5547 | 0.29057 |
| 12 | 0.160169 | 1.251 | 0.107863 |
| 13 | -0.037044 | -0.2893 | 0.386658 |
| 14 | -0.064428 | -0.5032 | 0.308318 |
| 15 | -0.048137 | -0.376 | 0.354126 |
| 16 | -0.052822 | -0.4126 | 0.340689 |
| 17 | -0.050631 | -0.3954 | 0.346948 |
| 18 | -0.054879 | -0.4286 | 0.334854 |
| 19 | -0.041639 | -0.3252 | 0.373066 |
| 20 | -0.073304 | -0.5725 | 0.284537 |
| 21 | -0.075316 | -0.5882 | 0.279271 |
| 22 | -0.056777 | -0.4434 | 0.329508 |
| 23 | -0.05017 | -0.3918 | 0.348271 |
| 24 | -0.000941 | -0.0073 | 0.497081 |
| 25 | -0.039193 | -0.3061 | 0.380283 |
| 26 | -0.157925 | -1.2334 | 0.111073 |
| 27 | -0.107834 | -0.8422 | 0.201481 |
| 28 | -0.064581 | -0.5044 | 0.307901 |
| 29 | -0.104055 | -0.8127 | 0.209777 |
| 30 | -0.111076 | -0.8675 | 0.194526 |
| 31 | -0.08438 | -0.659 | 0.256178 |
| 32 | -0.202302 | -1.58 | 0.059636 |
| 33 | -0.187008 | -1.4606 | 0.074632 |
| 34 | -0.190879 | -1.4908 | 0.070582 |
| 35 | -0.264733 | -2.0676 | 0.021462 |
| 36 | -0.205441 | -1.6045 | 0.05688 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.667276 | 5.2116 | 1e-06 |
| 2 | 0.239329 | 1.8692 | 0.033198 |
| 3 | 0.313678 | 2.4499 | 0.008587 |
| 4 | -0.134386 | -1.0496 | 0.149023 |
| 5 | 0.033667 | 0.2629 | 0.396739 |
| 6 | -0.011911 | -0.093 | 0.463093 |
| 7 | -0.245874 | -1.9203 | 0.029747 |
| 8 | -0.003007 | -0.0235 | 0.490669 |
| 9 | -0.017907 | -0.1399 | 0.444616 |
| 10 | -0.064825 | -0.5063 | 0.307235 |
| 11 | 0.148038 | 1.1562 | 0.126051 |
| 12 | 0.272286 | 2.1266 | 0.018753 |
| 13 | -0.272349 | -2.1271 | 0.018731 |
| 14 | -0.175683 | -1.3721 | 0.087525 |
| 15 | -0.094347 | -0.7369 | 0.232013 |
| 16 | 0.207094 | 1.6175 | 0.05547 |
| 17 | -0.057715 | -0.4508 | 0.326877 |
| 18 | 0.019575 | 0.1529 | 0.439496 |
| 19 | 0.241929 | 1.8895 | 0.031788 |
| 20 | -0.174898 | -1.366 | 0.088478 |
| 21 | -0.102765 | -0.8026 | 0.212655 |
| 22 | 0.035455 | 0.2769 | 0.391392 |
| 23 | -0.029413 | -0.2297 | 0.409538 |
| 24 | -0.064191 | -0.5013 | 0.308967 |
| 25 | 0.081785 | 0.6388 | 0.262686 |
| 26 | -0.131712 | -1.0287 | 0.15384 |
| 27 | -0.007058 | -0.0551 | 0.478109 |
| 28 | -0.00841 | -0.0657 | 0.473921 |
| 29 | 0.159301 | 1.2442 | 0.109097 |
| 30 | -0.160679 | -1.2549 | 0.107143 |
| 31 | -0.037192 | -0.2905 | 0.386218 |
| 32 | -0.107609 | -0.8405 | 0.201968 |
| 33 | -0.078968 | -0.6168 | 0.269845 |
| 34 | -0.128637 | -1.0047 | 0.159509 |
| 35 | -0.060457 | -0.4722 | 0.319239 |
| 36 | 0.129465 | 1.0112 | 0.157968 |
