| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.613349 | 5.2405 | 1e-06 |
| 2 | 0.467784 | 3.9967 | 7.6e-05 |
| 3 | 0.54173 | 4.6285 | 8e-06 |
| 4 | 0.504458 | 4.3101 | 2.5e-05 |
| 5 | 0.435229 | 3.7186 | 0.000195 |
| 6 | 0.42295 | 3.6137 | 0.000276 |
| 7 | 0.254194 | 2.1718 | 0.016559 |
| 8 | 0.310866 | 2.656 | 0.004852 |
| 9 | 0.217107 | 1.855 | 0.03382 |
| 10 | 0.085263 | 0.7285 | 0.234324 |
| 11 | 0.209591 | 1.7907 | 0.03874 |
| 12 | 0.386917 | 3.3058 | 0.000735 |
| 13 | 0.154071 | 1.3164 | 0.096082 |
| 14 | 0.063695 | 0.5442 | 0.293977 |
| 15 | 0.105217 | 0.899 | 0.185812 |
| 16 | 0.145795 | 1.2457 | 0.108434 |
| 17 | 0.106994 | 0.9142 | 0.181823 |
| 18 | 0.114592 | 0.9791 | 0.165387 |
| 19 | 0.04914 | 0.4199 | 0.337913 |
| 20 | 0.066397 | 0.5673 | 0.286128 |
| 21 | -0.014879 | -0.1271 | 0.449594 |
| 22 | -0.078018 | -0.6666 | 0.253568 |
| 23 | 0.021494 | 0.1836 | 0.427402 |
| 24 | 0.12266 | 1.048 | 0.149045 |
| 25 | -0.017222 | -0.1471 | 0.441712 |
| 26 | -0.119799 | -1.0236 | 0.15471 |
| 27 | -0.088926 | -0.7598 | 0.224916 |
| 28 | -0.017617 | -0.1505 | 0.440384 |
| 29 | -0.088646 | -0.7574 | 0.225626 |
| 30 | -0.083108 | -0.7101 | 0.239959 |
| 31 | -0.0978 | -0.8356 | 0.203052 |
| 32 | -0.1305 | -1.115 | 0.134255 |
| 33 | -0.179228 | -1.5313 | 0.065006 |
| 34 | -0.19608 | -1.6753 | 0.049077 |
| 35 | -0.183053 | -1.564 | 0.061071 |
| 36 | -0.069485 | -0.5937 | 0.277282 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.613349 | 5.2405 | 1e-06 |
| 2 | 0.146821 | 1.2544 | 0.106843 |
| 3 | 0.338963 | 2.8961 | 0.002491 |
| 4 | 0.100558 | 0.8592 | 0.196531 |
| 5 | 0.056985 | 0.4869 | 0.313902 |
| 6 | 0.051533 | 0.4403 | 0.33051 |
| 7 | -0.258116 | -2.2053 | 0.01529 |
| 8 | 0.16036 | 1.3701 | 0.087426 |
| 9 | -0.246861 | -2.1092 | 0.01918 |
| 10 | -0.079032 | -0.6753 | 0.250824 |
| 11 | 0.244774 | 2.0913 | 0.019988 |
| 12 | 0.394609 | 3.3715 | 0.000599 |
| 13 | -0.196349 | -1.6776 | 0.048851 |
| 14 | -0.210748 | -1.8006 | 0.037946 |
| 15 | -0.066905 | -0.5716 | 0.284663 |
| 16 | 0.009145 | 0.0781 | 0.468969 |
| 17 | -0.115706 | -0.9886 | 0.163065 |
| 18 | 0.147873 | 1.2634 | 0.105228 |
| 19 | 0.127054 | 1.0856 | 0.140625 |
| 20 | -0.097304 | -0.8314 | 0.20424 |
| 21 | -0.094635 | -0.8086 | 0.210697 |
| 22 | 0.007297 | 0.0623 | 0.475229 |
| 23 | 0.02428 | 0.2075 | 0.418117 |
| 24 | -0.085514 | -0.7306 | 0.233672 |
| 25 | 0.085419 | 0.7298 | 0.233918 |
| 26 | -0.067834 | -0.5796 | 0.281993 |
| 27 | -0.078779 | -0.6731 | 0.251509 |
| 28 | 0.039992 | 0.3417 | 0.366781 |
| 29 | -0.100707 | -0.8604 | 0.196182 |
| 30 | -0.004622 | -0.0395 | 0.484305 |
| 31 | -0.030444 | -0.2601 | 0.397755 |
| 32 | 0.00444 | 0.0379 | 0.48492 |
| 33 | -0.001603 | -0.0137 | 0.494556 |
| 34 | 0.003421 | 0.0292 | 0.48838 |
| 35 | -0.10958 | -0.9363 | 0.176115 |
| 36 | 0.003003 | 0.0257 | 0.4898 |
