| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.620169 | 4.8038 | 5e-06 |
| 2 | 0.575029 | 4.4542 | 1.9e-05 |
| 3 | 0.526965 | 4.0819 | 6.7e-05 |
| 4 | 0.545276 | 4.2237 | 4.1e-05 |
| 5 | 0.478838 | 3.7091 | 0.000228 |
| 6 | 0.479381 | 3.7133 | 0.000225 |
| 7 | 0.405164 | 3.1384 | 0.001317 |
| 8 | 0.30329 | 2.3493 | 0.01106 |
| 9 | 0.207528 | 1.6075 | 0.056597 |
| 10 | 0.243372 | 1.8852 | 0.032127 |
| 11 | 0.15226 | 1.1794 | 0.121447 |
| 12 | 0.210964 | 1.6341 | 0.053735 |
| 13 | 0.111499 | 0.8637 | 0.195606 |
| 14 | 0.101327 | 0.7849 | 0.217808 |
| 15 | 0.031261 | 0.2421 | 0.404746 |
| 16 | -0.039396 | -0.3052 | 0.38065 |
| 17 | -0.020912 | -0.162 | 0.435931 |
| 18 | -0.002485 | -0.0193 | 0.492352 |
| 19 | -0.04227 | -0.3274 | 0.372245 |
| 20 | -0.088323 | -0.6841 | 0.248258 |
| 21 | -0.120519 | -0.9335 | 0.177143 |
| 22 | -0.030877 | -0.2392 | 0.405895 |
| 23 | -0.125701 | -0.9737 | 0.167064 |
| 24 | -0.056006 | -0.4338 | 0.332987 |
| 25 | -0.052866 | -0.4095 | 0.341815 |
| 26 | -0.077855 | -0.6031 | 0.274369 |
| 27 | -0.0727 | -0.5631 | 0.287722 |
| 28 | -0.134664 | -1.0431 | 0.150543 |
| 29 | -0.124571 | -0.9649 | 0.169228 |
| 30 | -0.173333 | -1.3426 | 0.092225 |
| 31 | -0.220427 | -1.7074 | 0.046457 |
| 32 | -0.235212 | -1.8219 | 0.036725 |
| 33 | -0.270197 | -2.0929 | 0.020296 |
| 34 | -0.265169 | -2.054 | 0.022171 |
| 35 | -0.31159 | -2.4136 | 0.009434 |
| 36 | -0.268349 | -2.0786 | 0.020968 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.620169 | 4.8038 | 5e-06 |
| 2 | 0.30943 | 2.3968 | 0.009835 |
| 3 | 0.159575 | 1.2361 | 0.110627 |
| 4 | 0.199182 | 1.5429 | 0.064062 |
| 5 | 0.030605 | 0.2371 | 0.406707 |
| 6 | 0.083809 | 0.6492 | 0.25935 |
| 7 | -0.046234 | -0.3581 | 0.360751 |
| 8 | -0.168912 | -1.3084 | 0.097866 |
| 9 | -0.183127 | -1.4185 | 0.08061 |
| 10 | 0.044591 | 0.3454 | 0.3655 |
| 11 | -0.097475 | -0.755 | 0.22659 |
| 12 | 0.167446 | 1.297 | 0.099794 |
| 13 | -0.039861 | -0.3088 | 0.379285 |
| 14 | 0.02596 | 0.2011 | 0.420655 |
| 15 | -0.02691 | -0.2084 | 0.417793 |
| 16 | -0.193505 | -1.4989 | 0.069574 |
| 17 | 0.014214 | 0.1101 | 0.456348 |
| 18 | 0.030704 | 0.2378 | 0.406411 |
| 19 | -0.014355 | -0.1112 | 0.455918 |
| 20 | -0.027522 | -0.2132 | 0.415953 |
| 21 | 0.001139 | 0.0088 | 0.496495 |
| 22 | 0.181451 | 1.4055 | 0.082513 |
| 23 | -0.078503 | -0.6081 | 0.272713 |
| 24 | 0.03332 | 0.2581 | 0.398607 |
| 25 | 0.027279 | 0.2113 | 0.416683 |
| 26 | -0.072726 | -0.5633 | 0.287653 |
| 27 | 0.021866 | 0.1694 | 0.433036 |
| 28 | -0.192376 | -1.4901 | 0.070713 |
| 29 | -0.071122 | -0.5509 | 0.291872 |
| 30 | -0.11519 | -0.8923 | 0.18791 |
| 31 | -0.172321 | -1.3348 | 0.093493 |
| 32 | -0.092901 | -0.7196 | 0.237279 |
| 33 | 0.005104 | 0.0395 | 0.484296 |
| 34 | 0.019846 | 0.1537 | 0.43917 |
| 35 | 0.042929 | 0.3325 | 0.370326 |
| 36 | 0.094864 | 0.7348 | 0.232658 |
