| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.660765 | 5.1183 | 2e-06 |
| 2 | 0.399146 | 3.0918 | 0.001508 |
| 3 | 0.230067 | 1.7821 | 0.039897 |
| 4 | 0.096993 | 0.7513 | 0.227704 |
| 5 | -0.014705 | -0.1139 | 0.454846 |
| 6 | -0.103298 | -0.8001 | 0.213392 |
| 7 | -0.135363 | -1.0485 | 0.149302 |
| 8 | -0.082128 | -0.6362 | 0.263544 |
| 9 | -0.01631 | -0.1263 | 0.449943 |
| 10 | 0.020613 | 0.1597 | 0.436839 |
| 11 | 0.168199 | 1.3029 | 0.098799 |
| 12 | 0.36138 | 2.7992 | 0.00344 |
| 13 | 0.300196 | 2.3253 | 0.011728 |
| 14 | 0.278708 | 2.1589 | 0.017435 |
| 15 | 0.18849 | 1.46 | 0.074748 |
| 16 | 0.031865 | 0.2468 | 0.402943 |
| 17 | -0.071721 | -0.5555 | 0.290294 |
| 18 | -0.212791 | -1.6483 | 0.052262 |
| 19 | -0.285556 | -2.2119 | 0.015396 |
| 20 | -0.240032 | -1.8593 | 0.033947 |
| 21 | -0.174292 | -1.3501 | 0.091033 |
| 22 | -0.194918 | -1.5098 | 0.068168 |
| 23 | -0.099782 | -0.7729 | 0.221305 |
| 24 | 0.029838 | 0.2311 | 0.409001 |
| 25 | 0.04719 | 0.3655 | 0.358001 |
| 26 | 0.052676 | 0.408 | 0.342353 |
| 27 | 0.049254 | 0.3815 | 0.352082 |
| 28 | 0.008038 | 0.0623 | 0.47528 |
| 29 | -0.00457 | -0.0354 | 0.485939 |
| 30 | -0.108746 | -0.8423 | 0.20147 |
| 31 | -0.157894 | -1.223 | 0.113048 |
| 32 | -0.207093 | -1.6041 | 0.056968 |
| 33 | -0.223861 | -1.734 | 0.044025 |
| 34 | -0.27176 | -2.105 | 0.019742 |
| 35 | -0.204482 | -1.5839 | 0.059236 |
| 36 | -0.116669 | -0.9037 | 0.18488 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.660765 | 5.1183 | 2e-06 |
| 2 | -0.066499 | -0.5151 | 0.304189 |
| 3 | -0.012967 | -0.1004 | 0.460164 |
| 4 | -0.05969 | -0.4624 | 0.322748 |
| 5 | -0.073488 | -0.5692 | 0.285661 |
| 6 | -0.074182 | -0.5746 | 0.283852 |
| 7 | -0.012081 | -0.0936 | 0.462878 |
| 8 | 0.083947 | 0.6503 | 0.259006 |
| 9 | 0.045549 | 0.3528 | 0.36273 |
| 10 | 0.002011 | 0.0156 | 0.493812 |
| 11 | 0.231066 | 1.7898 | 0.039264 |
| 12 | 0.255175 | 1.9766 | 0.026346 |
| 13 | -0.202533 | -1.5688 | 0.060975 |
| 14 | 0.120447 | 0.933 | 0.177285 |
| 15 | -0.087876 | -0.6807 | 0.249344 |
| 16 | -0.175766 | -1.3615 | 0.089226 |
| 17 | -0.006461 | -0.05 | 0.480126 |
| 18 | -0.148123 | -1.1474 | 0.127894 |
| 19 | -0.033996 | -0.2633 | 0.3966 |
| 20 | 0.055965 | 0.4335 | 0.333102 |
| 21 | 0.025947 | 0.201 | 0.420696 |
| 22 | -0.136859 | -1.0601 | 0.146672 |
| 23 | 0.036397 | 0.2819 | 0.389485 |
| 24 | 0.022027 | 0.1706 | 0.432547 |
| 25 | -0.09281 | -0.7189 | 0.237495 |
| 26 | -0.111308 | -0.8622 | 0.196009 |
| 27 | 0.091421 | 0.7081 | 0.240798 |
| 28 | -0.029228 | -0.2264 | 0.410831 |
| 29 | 0.005204 | 0.0403 | 0.48399 |
| 30 | 0.033429 | 0.2589 | 0.398284 |
| 31 | 0.063426 | 0.4913 | 0.312505 |
| 32 | -0.193123 | -1.4959 | 0.069958 |
| 33 | 0.000469 | 0.0036 | 0.498557 |
| 34 | -0.055508 | -0.43 | 0.334382 |
| 35 | -0.061034 | -0.4728 | 0.319049 |
| 36 | 0.006871 | 0.0532 | 0.478866 |
