| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.738476 | 5.1693 | 2e-06 |
| 2 | 0.621961 | 4.3537 | 3.4e-05 |
| 3 | 0.59945 | 4.1962 | 5.7e-05 |
| 4 | 0.402541 | 2.8178 | 0.003477 |
| 5 | 0.34937 | 2.4456 | 0.00905 |
| 6 | 0.250985 | 1.7569 | 0.042592 |
| 7 | 0.057625 | 0.4034 | 0.344213 |
| 8 | 0.013397 | 0.0938 | 0.462834 |
| 9 | -0.155387 | -1.0877 | 0.141023 |
| 10 | -0.266899 | -1.8683 | 0.033853 |
| 11 | -0.270567 | -1.894 | 0.03207 |
| 12 | -0.439704 | -3.0779 | 0.001705 |
| 13 | -0.387417 | -2.7119 | 0.0046 |
| 14 | -0.317705 | -2.2239 | 0.015397 |
| 15 | -0.378833 | -2.6518 | 0.005378 |
| 16 | -0.292309 | -2.0462 | 0.023063 |
| 17 | -0.250297 | -1.7521 | 0.043008 |
| 18 | -0.279664 | -1.9576 | 0.02799 |
| 19 | -0.140961 | -0.9867 | 0.164312 |
| 20 | -0.151747 | -1.0622 | 0.146669 |
| 21 | -0.150325 | -1.0523 | 0.148917 |
| 22 | -0.057557 | -0.4029 | 0.344388 |
| 23 | -0.117359 | -0.8215 | 0.207666 |
| 24 | -0.078498 | -0.5495 | 0.292585 |
| 25 | -0.015678 | -0.1097 | 0.456531 |
| 26 | -0.077944 | -0.5456 | 0.293905 |
| 27 | -0.079675 | -0.5577 | 0.289787 |
| 28 | -0.075013 | -0.5251 | 0.300944 |
| 29 | -0.100674 | -0.7047 | 0.242161 |
| 30 | -0.059278 | -0.4149 | 0.339997 |
| 31 | -0.099479 | -0.6964 | 0.244749 |
| 32 | -0.066423 | -0.465 | 0.322009 |
| 33 | 0.002462 | 0.0172 | 0.49316 |
| 34 | -0.017264 | -0.1208 | 0.452152 |
| 35 | 0.028984 | 0.2029 | 0.420031 |
| 36 | 0.064058 | 0.4484 | 0.327918 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.738476 | 5.1693 | 2e-06 |
| 2 | 0.16851 | 1.1796 | 0.121933 |
| 3 | 0.210765 | 1.4754 | 0.073257 |
| 4 | -0.294257 | -2.0598 | 0.022375 |
| 5 | 0.107717 | 0.754 | 0.227224 |
| 6 | -0.174391 | -1.2207 | 0.114014 |
| 7 | -0.186535 | -1.3057 | 0.098868 |
| 8 | -0.006868 | -0.0481 | 0.480926 |
| 9 | -0.284108 | -1.9888 | 0.026164 |
| 10 | 0.019805 | 0.1386 | 0.445153 |
| 11 | -0.043898 | -0.3073 | 0.379963 |
| 12 | -0.224935 | -1.5745 | 0.060899 |
| 13 | 0.285517 | 1.9986 | 0.025607 |
| 14 | 0.003186 | 0.0223 | 0.491148 |
| 15 | 0.058932 | 0.4125 | 0.340878 |
| 16 | -0.040671 | -0.2847 | 0.388539 |
| 17 | -0.009153 | -0.0641 | 0.474588 |
| 18 | -0.101985 | -0.7139 | 0.239339 |
| 19 | 0.028478 | 0.1993 | 0.421407 |
| 20 | -0.165855 | -1.161 | 0.125636 |
| 21 | -0.114923 | -0.8045 | 0.212508 |
| 22 | -0.045156 | -0.3161 | 0.376637 |
| 23 | -0.111768 | -0.7824 | 0.218879 |
| 24 | -0.019816 | -0.1387 | 0.445123 |
| 25 | 0.086045 | 0.6023 | 0.274871 |
| 26 | 0.005576 | 0.039 | 0.484513 |
| 27 | -0.169016 | -1.1831 | 0.121236 |
| 28 | 0.050863 | 0.356 | 0.361668 |
| 29 | 0.03492 | 0.2444 | 0.403957 |
| 30 | -0.123121 | -0.8618 | 0.196485 |
| 31 | -0.009384 | -0.0657 | 0.473946 |
| 32 | 0.037612 | 0.2633 | 0.396718 |
| 33 | -0.028332 | -0.1983 | 0.421805 |
| 34 | 0.033447 | 0.2341 | 0.407931 |
| 35 | -0.04379 | -0.3065 | 0.380249 |
| 36 | -0.068686 | -0.4808 | 0.316399 |
