| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.709991 | 4.919 | 5e-06 |
| 2 | 0.72976 | 5.0559 | 3e-06 |
| 3 | 0.726422 | 5.0328 | 4e-06 |
| 4 | 0.506139 | 3.5066 | 0.000498 |
| 5 | 0.460045 | 3.1873 | 0.001264 |
| 6 | 0.393422 | 2.7257 | 0.004464 |
| 7 | 0.213545 | 1.4795 | 0.072772 |
| 8 | 0.19357 | 1.3411 | 0.093102 |
| 9 | 0.093859 | 0.6503 | 0.259308 |
| 10 | 0.044618 | 0.3091 | 0.379283 |
| 11 | 0.035571 | 0.2464 | 0.403196 |
| 12 | -0.023761 | -0.1646 | 0.434968 |
| 13 | -0.006858 | -0.0475 | 0.48115 |
| 14 | -0.007463 | -0.0517 | 0.479489 |
| 15 | -0.040245 | -0.2788 | 0.390788 |
| 16 | -0.067448 | -0.4673 | 0.321201 |
| 17 | -0.026921 | -0.1865 | 0.426414 |
| 18 | -0.07875 | -0.5456 | 0.293936 |
| 19 | -0.098133 | -0.6799 | 0.249921 |
| 20 | -0.05725 | -0.3966 | 0.346695 |
| 21 | -0.106669 | -0.739 | 0.231745 |
| 22 | -0.171618 | -1.189 | 0.120143 |
| 23 | -0.055929 | -0.3875 | 0.350054 |
| 24 | -0.183443 | -1.2709 | 0.104939 |
| 25 | -0.16426 | -1.138 | 0.130378 |
| 26 | -0.12211 | -0.846 | 0.200875 |
| 27 | -0.204494 | -1.4168 | 0.081503 |
| 28 | -0.200259 | -1.3874 | 0.085859 |
| 29 | -0.182421 | -1.2638 | 0.106194 |
| 30 | -0.25494 | -1.7663 | 0.041855 |
| 31 | -0.217199 | -1.5048 | 0.069464 |
| 32 | -0.256555 | -1.7775 | 0.040914 |
| 33 | -0.277181 | -1.9204 | 0.030382 |
| 34 | -0.256503 | -1.7771 | 0.040944 |
| 35 | -0.281123 | -1.9477 | 0.028658 |
| 36 | -0.25466 | -1.7643 | 0.042019 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.709991 | 4.919 | 5e-06 |
| 2 | 0.455067 | 3.1528 | 0.001394 |
| 3 | 0.307684 | 2.1317 | 0.019089 |
| 4 | -0.384478 | -2.6637 | 0.005245 |
| 5 | -0.275442 | -1.9083 | 0.03117 |
| 6 | -0.000927 | -0.0064 | 0.497452 |
| 7 | -0.052893 | -0.3665 | 0.357819 |
| 8 | 0.054227 | 0.3757 | 0.3544 |
| 9 | -0.045131 | -0.3127 | 0.377941 |
| 10 | 0.144574 | 1.0016 | 0.16077 |
| 11 | 0.099657 | 0.6904 | 0.246619 |
| 12 | -0.052107 | -0.361 | 0.359838 |
| 13 | -0.019238 | -0.1333 | 0.447262 |
| 14 | -0.008353 | -0.0579 | 0.477044 |
| 15 | -0.039104 | -0.2709 | 0.393807 |
| 16 | -0.279187 | -1.9343 | 0.029494 |
| 17 | 0.074444 | 0.5158 | 0.304193 |
| 18 | 0.108197 | 0.7496 | 0.228573 |
| 19 | -0.015603 | -0.1081 | 0.457182 |
| 20 | 0.026166 | 0.1813 | 0.428455 |
| 21 | 0.015866 | 0.1099 | 0.456464 |
| 22 | -0.207109 | -1.4349 | 0.078901 |
| 23 | 0.155657 | 1.0784 | 0.143117 |
| 24 | -0.130559 | -0.9045 | 0.185114 |
| 25 | -0.05681 | -0.3936 | 0.347813 |
| 26 | -0.038809 | -0.2689 | 0.394589 |
| 27 | 0.01556 | 0.1078 | 0.457301 |
| 28 | -0.107102 | -0.742 | 0.230844 |
| 29 | -0.027555 | -0.1909 | 0.424701 |
| 30 | 0.021972 | 0.1522 | 0.439823 |
| 31 | 0.002189 | 0.0152 | 0.493982 |
| 32 | -0.080952 | -0.5609 | 0.288753 |
| 33 | -0.075457 | -0.5228 | 0.301766 |
| 34 | -0.056462 | -0.3912 | 0.348697 |
| 35 | 0.106455 | 0.7375 | 0.232191 |
| 36 | 0.078417 | 0.5433 | 0.294722 |
