| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.633074 | 4.9038 | 4e-06 |
| 2 | 0.398772 | 3.0889 | 0.001521 |
| 3 | 0.38314 | 2.9678 | 0.002152 |
| 4 | 0.37581 | 2.911 | 0.002525 |
| 5 | 0.341304 | 2.6437 | 0.005224 |
| 6 | 0.205791 | 1.5941 | 0.058089 |
| 7 | 0.155536 | 1.2048 | 0.11651 |
| 8 | -0.010487 | -0.0812 | 0.467765 |
| 9 | -0.174592 | -1.3524 | 0.090664 |
| 10 | -0.30106 | -2.332 | 0.011538 |
| 11 | -0.159473 | -1.2353 | 0.110772 |
| 12 | 0.079549 | 0.6162 | 0.270051 |
| 13 | -0.143283 | -1.1099 | 0.135742 |
| 14 | -0.312037 | -2.417 | 0.009352 |
| 15 | -0.229668 | -1.779 | 0.040153 |
| 16 | -0.12197 | -0.9448 | 0.174281 |
| 17 | -0.081969 | -0.6349 | 0.263945 |
| 18 | -0.098273 | -0.7612 | 0.224754 |
| 19 | -0.07034 | -0.5449 | 0.293936 |
| 20 | -0.126249 | -0.9779 | 0.166019 |
| 21 | -0.210683 | -1.6319 | 0.053965 |
| 22 | -0.26819 | -2.0774 | 0.021027 |
| 23 | -0.136671 | -1.0587 | 0.147001 |
| 24 | 0.012741 | 0.0987 | 0.460857 |
| 25 | -0.133543 | -1.0344 | 0.152546 |
| 26 | -0.289445 | -2.242 | 0.014334 |
| 27 | -0.23251 | -1.801 | 0.038363 |
| 28 | -0.123484 | -0.9565 | 0.171328 |
| 29 | -0.128867 | -0.9982 | 0.161095 |
| 30 | -0.120442 | -0.9329 | 0.177294 |
| 31 | -0.113299 | -0.8776 | 0.191827 |
| 32 | -0.141661 | -1.0973 | 0.138446 |
| 33 | -0.187635 | -1.4534 | 0.07566 |
| 34 | -0.186746 | -1.4465 | 0.076617 |
| 35 | -0.085487 | -0.6622 | 0.255196 |
| 36 | 0.041682 | 0.3229 | 0.37396 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.633074 | 4.9038 | 4e-06 |
| 2 | -0.003354 | -0.026 | 0.489678 |
| 3 | 0.22023 | 1.7059 | 0.0466 |
| 4 | 0.087446 | 0.6774 | 0.250391 |
| 5 | 0.068272 | 0.5288 | 0.299435 |
| 6 | -0.136894 | -1.0604 | 0.146611 |
| 7 | 0.029481 | 0.2284 | 0.410072 |
| 8 | -0.307607 | -2.3827 | 0.010185 |
| 9 | -0.193832 | -1.5014 | 0.069246 |
| 10 | -0.294832 | -2.2838 | 0.01297 |
| 11 | 0.312353 | 2.4195 | 0.009295 |
| 12 | 0.441768 | 3.4219 | 0.000563 |
| 13 | -0.262852 | -2.036 | 0.023084 |
| 14 | -0.185823 | -1.4394 | 0.07762 |
| 15 | 0.097256 | 0.7533 | 0.227096 |
| 16 | 0.008822 | 0.0683 | 0.472873 |
| 17 | -0.087773 | -0.6799 | 0.249595 |
| 18 | -0.146639 | -1.1359 | 0.130266 |
| 19 | -0.145907 | -1.1302 | 0.131447 |
| 20 | -0.050373 | -0.3902 | 0.348891 |
| 21 | 0.055388 | 0.429 | 0.334718 |
| 22 | 0.042917 | 0.3324 | 0.370361 |
| 23 | -0.022575 | -0.1749 | 0.430887 |
| 24 | -0.124669 | -0.9657 | 0.16904 |
| 25 | 0.064827 | 0.5021 | 0.3087 |
| 26 | 0.011044 | 0.0855 | 0.466056 |
| 27 | -0.06713 | -0.52 | 0.302492 |
| 28 | -0.093017 | -0.7205 | 0.237004 |
| 29 | -0.170683 | -1.3221 | 0.095576 |
| 30 | -0.004528 | -0.0351 | 0.486069 |
| 31 | -0.078393 | -0.6072 | 0.272994 |
| 32 | -0.060211 | -0.4664 | 0.321312 |
| 33 | -0.04134 | -0.3202 | 0.374957 |
| 34 | 0.066894 | 0.5182 | 0.303126 |
| 35 | -0.08082 | -0.626 | 0.266834 |
| 36 | 0.111951 | 0.8672 | 0.194653 |
