| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.673637 | 5.2613 | 1e-06 |
| 2 | 0.652694 | 5.0977 | 2e-06 |
| 3 | 0.559861 | 4.3727 | 2.4e-05 |
| 4 | 0.33385 | 2.6075 | 0.005726 |
| 5 | 0.258143 | 2.0162 | 0.024096 |
| 6 | 0.106594 | 0.8325 | 0.204179 |
| 7 | -0.068492 | -0.5349 | 0.297319 |
| 8 | -0.078159 | -0.6104 | 0.27192 |
| 9 | -0.175338 | -1.3694 | 0.087943 |
| 10 | -0.162967 | -1.2728 | 0.103957 |
| 11 | -0.150949 | -1.179 | 0.121498 |
| 12 | -0.162706 | -1.2708 | 0.104317 |
| 13 | -0.117779 | -0.9199 | 0.180628 |
| 14 | -0.097262 | -0.7596 | 0.225197 |
| 15 | -0.044337 | -0.3463 | 0.36516 |
| 16 | -0.10845 | -0.847 | 0.200147 |
| 17 | -0.019134 | -0.1494 | 0.44085 |
| 18 | -0.036055 | -0.2816 | 0.389603 |
| 19 | -0.044012 | -0.3437 | 0.36611 |
| 20 | -0.015275 | -0.1193 | 0.452715 |
| 21 | -0.018659 | -0.1457 | 0.442308 |
| 22 | -0.051908 | -0.4054 | 0.343294 |
| 23 | 0.06703 | 0.5235 | 0.301254 |
| 24 | -0.027131 | -0.2119 | 0.416447 |
| 25 | 0.036969 | 0.2887 | 0.386882 |
| 26 | 0.037306 | 0.2914 | 0.38588 |
| 27 | -0.007048 | -0.0551 | 0.478139 |
| 28 | 0.019069 | 0.1489 | 0.44105 |
| 29 | 0.009591 | 0.0749 | 0.470266 |
| 30 | -0.032122 | -0.2509 | 0.401373 |
| 31 | -0.016879 | -0.1318 | 0.447775 |
| 32 | -0.053487 | -0.4177 | 0.338799 |
| 33 | -0.026232 | -0.2049 | 0.419174 |
| 34 | -0.037396 | -0.2921 | 0.385611 |
| 35 | -0.063521 | -0.4961 | 0.310798 |
| 36 | -0.041802 | -0.3265 | 0.372587 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.673637 | 5.2613 | 1e-06 |
| 2 | 0.364157 | 2.8442 | 0.003026 |
| 3 | 0.073842 | 0.5767 | 0.283124 |
| 4 | -0.334639 | -2.6136 | 0.005634 |
| 5 | -0.102878 | -0.8035 | 0.212403 |
| 6 | -0.079344 | -0.6197 | 0.268882 |
| 7 | -0.176304 | -1.377 | 0.086776 |
| 8 | 0.084807 | 0.6624 | 0.255116 |
| 9 | 0.045944 | 0.3588 | 0.36048 |
| 10 | 0.119778 | 0.9355 | 0.176612 |
| 11 | -0.000831 | -0.0065 | 0.49742 |
| 12 | -0.046698 | -0.3647 | 0.358289 |
| 13 | -0.053096 | -0.4147 | 0.33991 |
| 14 | -0.045111 | -0.3523 | 0.362903 |
| 15 | 0.080384 | 0.6278 | 0.266232 |
| 16 | -0.239548 | -1.8709 | 0.033077 |
| 17 | 0.151547 | 1.1836 | 0.120578 |
| 18 | 0.035121 | 0.2743 | 0.392389 |
| 19 | 0.005668 | 0.0443 | 0.482418 |
| 20 | -0.059026 | -0.461 | 0.323215 |
| 21 | 0.045799 | 0.3577 | 0.3609 |
| 22 | -0.068978 | -0.5387 | 0.296016 |
| 23 | 0.16522 | 1.2904 | 0.100889 |
| 24 | -0.110186 | -0.8606 | 0.19642 |
| 25 | 0.003202 | 0.025 | 0.490064 |
| 26 | -0.021066 | -0.1645 | 0.43493 |
| 27 | -0.013104 | -0.1023 | 0.459409 |
| 28 | -0.078515 | -0.6132 | 0.271004 |
| 29 | 0.046439 | 0.3627 | 0.359042 |
| 30 | 0.026216 | 0.2048 | 0.419222 |
| 31 | -0.009123 | -0.0712 | 0.471716 |
| 32 | -0.059147 | -0.4619 | 0.32288 |
| 33 | 0.124396 | 0.9716 | 0.167551 |
| 34 | -0.069836 | -0.5454 | 0.293721 |
| 35 | -0.058813 | -0.4593 | 0.323809 |
| 36 | -0.056486 | -0.4412 | 0.330324 |
