| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.736383 | 5.3101 | 1e-06 |
| 2 | 0.42858 | 3.0905 | 0.001603 |
| 3 | 0.151899 | 1.0954 | 0.139203 |
| 4 | -0.069622 | -0.502 | 0.308877 |
| 5 | -0.103071 | -0.7433 | 0.230337 |
| 6 | -0.073338 | -0.5288 | 0.299582 |
| 7 | -0.021621 | -0.1559 | 0.438354 |
| 8 | 0.079403 | 0.5726 | 0.284698 |
| 9 | 0.072644 | 0.5238 | 0.301307 |
| 10 | -0.004373 | -0.0315 | 0.487482 |
| 11 | -0.096894 | -0.6987 | 0.243923 |
| 12 | -0.22827 | -1.6461 | 0.052889 |
| 13 | -0.275262 | -1.9849 | 0.026219 |
| 14 | -0.304189 | -2.1935 | 0.016381 |
| 15 | -0.324611 | -2.3408 | 0.011556 |
| 16 | -0.278538 | -2.0086 | 0.024895 |
| 17 | -0.235546 | -1.6985 | 0.047691 |
| 18 | -0.122893 | -0.8862 | 0.189796 |
| 19 | -0.023574 | -0.17 | 0.432837 |
| 20 | 0.025154 | 0.1814 | 0.428384 |
| 21 | 0.006968 | 0.0502 | 0.480059 |
| 22 | -0.041764 | -0.3012 | 0.382245 |
| 23 | -0.105719 | -0.7624 | 0.224647 |
| 24 | -0.122824 | -0.8857 | 0.18993 |
| 25 | -0.060342 | -0.4351 | 0.332634 |
| 26 | 0.023237 | 0.1676 | 0.433788 |
| 27 | 0.147953 | 1.0669 | 0.145471 |
| 28 | 0.220954 | 1.5933 | 0.058574 |
| 29 | 0.225421 | 1.6255 | 0.055048 |
| 30 | 0.178685 | 1.2885 | 0.101635 |
| 31 | 0.108883 | 0.7852 | 0.217959 |
| 32 | 0.054005 | 0.3894 | 0.349273 |
| 33 | 0.050794 | 0.3663 | 0.357821 |
| 34 | 0.041226 | 0.2973 | 0.383716 |
| 35 | 0.046777 | 0.3373 | 0.368619 |
| 36 | 0.040115 | 0.2893 | 0.38676 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.736383 | 5.3101 | 1e-06 |
| 2 | -0.248348 | -1.7909 | 0.039568 |
| 3 | -0.137831 | -0.9939 | 0.162434 |
| 4 | -0.119677 | -0.863 | 0.196049 |
| 5 | 0.192367 | 1.3872 | 0.085653 |
| 6 | -0.020977 | -0.1513 | 0.440174 |
| 7 | -0.003533 | -0.0255 | 0.489885 |
| 8 | 0.115631 | 0.8338 | 0.204096 |
| 9 | -0.13758 | -0.9921 | 0.162871 |
| 10 | -0.104665 | -0.7547 | 0.226902 |
| 11 | -0.057524 | -0.4148 | 0.339993 |
| 12 | -0.118953 | -0.8578 | 0.197474 |
| 13 | -0.002496 | -0.018 | 0.492853 |
| 14 | -0.161155 | -1.1621 | 0.125249 |
| 15 | -0.109144 | -0.787 | 0.217413 |
| 16 | -0.042579 | -0.307 | 0.38002 |
| 17 | -0.062284 | -0.4491 | 0.327601 |
| 18 | 0.136851 | 0.9868 | 0.164144 |
| 19 | -0.053931 | -0.3889 | 0.349468 |
| 20 | 0.021769 | 0.157 | 0.437934 |
| 21 | -0.152771 | -1.1016 | 0.137844 |
| 22 | -0.007905 | -0.057 | 0.47738 |
| 23 | -0.059721 | -0.4307 | 0.334249 |
| 24 | -0.020699 | -0.1493 | 0.440961 |
| 25 | 0.113567 | 0.8189 | 0.208278 |
| 26 | -0.070133 | -0.5057 | 0.307589 |
| 27 | 0.084588 | 0.61 | 0.272269 |
| 28 | -0.057257 | -0.4129 | 0.340694 |
| 29 | -0.009578 | -0.0691 | 0.472601 |
| 30 | 0.002585 | 0.0186 | 0.492599 |
| 31 | -0.000633 | -0.0046 | 0.498187 |
| 32 | 0.04336 | 0.3127 | 0.377891 |
| 33 | 0.008083 | 0.0583 | 0.476871 |
| 34 | -0.062744 | -0.4525 | 0.326412 |
| 35 | 0.01898 | 0.1369 | 0.445833 |
| 36 | -0.091612 | -0.6606 | 0.255886 |
