| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.799728 | 5.5407 | 1e-06 |
| 2 | 0.685414 | 4.7487 | 9e-06 |
| 3 | 0.584437 | 4.0491 | 9.3e-05 |
| 4 | 0.437248 | 3.0293 | 0.001969 |
| 5 | 0.193033 | 1.3374 | 0.093702 |
| 6 | 0.047971 | 0.3324 | 0.370534 |
| 7 | -0.062502 | -0.433 | 0.333466 |
| 8 | -0.253242 | -1.7545 | 0.042863 |
| 9 | -0.345242 | -2.3919 | 0.010363 |
| 10 | -0.410119 | -2.8414 | 0.003287 |
| 11 | -0.413071 | -2.8618 | 0.003111 |
| 12 | -0.471899 | -3.2694 | 0.000999 |
| 13 | -0.379252 | -2.6275 | 0.005757 |
| 14 | -0.349996 | -2.4248 | 0.009564 |
| 15 | -0.297021 | -2.0578 | 0.02253 |
| 16 | -0.195723 | -1.356 | 0.090721 |
| 17 | -0.100013 | -0.6929 | 0.245853 |
| 18 | -0.023918 | -0.1657 | 0.43454 |
| 19 | 0.017205 | 0.1192 | 0.452808 |
| 20 | 0.088733 | 0.6148 | 0.270808 |
| 21 | 0.042026 | 0.2912 | 0.386091 |
| 22 | 0.053008 | 0.3673 | 0.357523 |
| 23 | 0.03821 | 0.2647 | 0.396178 |
| 24 | -0.001158 | -0.008 | 0.496817 |
| 25 | -0.056564 | -0.3919 | 0.348438 |
| 26 | -0.053465 | -0.3704 | 0.356351 |
| 27 | -0.091849 | -0.6363 | 0.263786 |
| 28 | -0.143843 | -0.9966 | 0.161984 |
| 29 | -0.108694 | -0.7531 | 0.227548 |
| 30 | -0.092195 | -0.6387 | 0.263013 |
| 31 | -0.080934 | -0.5607 | 0.288795 |
| 32 | -0.094842 | -0.6571 | 0.257133 |
| 33 | -0.019113 | -0.1324 | 0.447602 |
| 34 | 0.009994 | 0.0692 | 0.472544 |
| 35 | 0.021089 | 0.1461 | 0.442225 |
| 36 | 0.063588 | 0.4406 | 0.330757 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.799728 | 5.5407 | 1e-06 |
| 2 | 0.127205 | 0.8813 | 0.191273 |
| 3 | 0.012095 | 0.0838 | 0.466784 |
| 4 | -0.171663 | -1.1893 | 0.120083 |
| 5 | -0.426258 | -2.9532 | 0.002429 |
| 6 | -0.054222 | -0.3757 | 0.354412 |
| 7 | 0.04976 | 0.3448 | 0.365894 |
| 8 | -0.23532 | -1.6303 | 0.054787 |
| 9 | 0.074523 | 0.5163 | 0.304005 |
| 10 | -0.106516 | -0.738 | 0.232065 |
| 11 | 0.108599 | 0.7524 | 0.227744 |
| 12 | -0.116661 | -0.8083 | 0.211467 |
| 13 | 0.164044 | 1.1365 | 0.130688 |
| 14 | -0.166227 | -1.1517 | 0.127584 |
| 15 | -0.017366 | -0.1203 | 0.452368 |
| 16 | 0.112011 | 0.776 | 0.220768 |
| 17 | -0.077305 | -0.5356 | 0.297359 |
| 18 | 0.051364 | 0.3559 | 0.361752 |
| 19 | -0.096571 | -0.6691 | 0.25333 |
| 20 | -0.128489 | -0.8902 | 0.1889 |
| 21 | -0.196313 | -1.3601 | 0.090077 |
| 22 | 0.006256 | 0.0433 | 0.482804 |
| 23 | 0.046964 | 0.3254 | 0.373157 |
| 24 | -0.149734 | -1.0374 | 0.152377 |
| 25 | 0.101768 | 0.7051 | 0.242087 |
| 26 | -0.006301 | -0.0437 | 0.482679 |
| 27 | -0.131526 | -0.9112 | 0.183362 |
| 28 | 0.066653 | 0.4618 | 0.32316 |
| 29 | -0.013094 | -0.0907 | 0.464047 |
| 30 | 0.01237 | 0.0857 | 0.466031 |
| 31 | -0.034503 | -0.239 | 0.406046 |
| 32 | -0.129803 | -0.8993 | 0.18649 |
| 33 | -0.003515 | -0.0244 | 0.490337 |
| 34 | 0.049546 | 0.3433 | 0.366448 |
| 35 | -0.046524 | -0.3223 | 0.374301 |
| 36 | -0.076189 | -0.5279 | 0.300016 |
