| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.885655 | 5.3139 | 3e-06 |
| 2 | 0.648059 | 3.8884 | 0.000209 |
| 3 | 0.427374 | 2.5642 | 0.007329 |
| 4 | 0.297151 | 1.7829 | 0.041518 |
| 5 | 0.274342 | 1.6461 | 0.054229 |
| 6 | 0.309901 | 1.8594 | 0.035579 |
| 7 | 0.337535 | 2.0252 | 0.025155 |
| 8 | 0.290845 | 1.7451 | 0.044753 |
| 9 | 0.163983 | 0.9839 | 0.165866 |
| 10 | 0.024423 | 0.1465 | 0.442157 |
| 11 | -0.094447 | -0.5667 | 0.287223 |
| 12 | -0.16154 | -0.9692 | 0.169446 |
| 13 | -0.158807 | -0.9528 | 0.173512 |
| 14 | -0.123339 | -0.74 | 0.232038 |
| 15 | -0.10456 | -0.6274 | 0.267192 |
| 16 | -0.123354 | -0.7401 | 0.232012 |
| 17 | -0.16599 | -0.9959 | 0.162963 |
| 18 | -0.212589 | -1.2755 | 0.105145 |
| 19 | -0.259424 | -1.5565 | 0.064164 |
| 20 | -0.281815 | -1.6909 | 0.04975 |
| 21 | -0.282953 | -1.6977 | 0.049095 |
| 22 | -0.287714 | -1.7263 | 0.046435 |
| 23 | -0.292266 | -1.7536 | 0.044005 |
| 24 | -0.286709 | -1.7203 | 0.046987 |
| 25 | -0.272585 | -1.6355 | 0.055329 |
| 26 | -0.260567 | -1.5634 | 0.063354 |
| 27 | -0.248287 | -1.4897 | 0.072504 |
| 28 | -0.217422 | -1.3045 | 0.100165 |
| 29 | -0.169713 | -1.0183 | 0.15767 |
| 30 | -0.110299 | -0.6618 | 0.256159 |
| 31 | -0.050021 | -0.3001 | 0.382903 |
| 32 | -0.007386 | -0.0443 | 0.482448 |
| 33 | 0.008111 | 0.0487 | 0.480728 |
| 34 | 0.004474 | 0.0268 | 0.489366 |
| 35 | -6.5e-05 | -4e-04 | 0.499846 |
| 36 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.885655 | 5.3139 | 3e-06 |
| 2 | -0.632263 | -3.7936 | 0.000274 |
| 3 | 0.390135 | 2.3408 | 0.012449 |
| 4 | 0.033059 | 0.1984 | 0.421942 |
| 5 | 0.217141 | 1.3028 | 0.10045 |
| 6 | -0.106821 | -0.6409 | 0.262816 |
| 7 | 0.024483 | 0.1469 | 0.442017 |
| 8 | -0.328334 | -1.97 | 0.028284 |
| 9 | 0.06352 | 0.3811 | 0.352678 |
| 10 | 0.029102 | 0.1746 | 0.431182 |
| 11 | -0.300941 | -1.8056 | 0.039671 |
| 12 | 0.223187 | 1.3391 | 0.094462 |
| 13 | -0.058511 | -0.3511 | 0.363792 |
| 14 | -0.06524 | -0.3914 | 0.34889 |
| 15 | -0.073721 | -0.4423 | 0.330449 |
| 16 | 0.154223 | 0.9253 | 0.180476 |
| 17 | -0.163373 | -0.9802 | 0.166756 |
| 18 | -0.006732 | -0.0404 | 0.484003 |
| 19 | -0.075971 | -0.4558 | 0.325627 |
| 20 | -0.00627 | -0.0376 | 0.4851 |
| 21 | -0.217062 | -1.3024 | 0.10053 |
| 22 | 0.079578 | 0.4775 | 0.317957 |
| 23 | -0.017462 | -0.1048 | 0.458569 |
| 24 | -0.048777 | -0.2927 | 0.38573 |
| 25 | 0.014839 | 0.089 | 0.464773 |
| 26 | -0.054174 | -0.325 | 0.373514 |
| 27 | 0.07347 | 0.4408 | 0.330989 |
| 28 | 0.004559 | 0.0274 | 0.489164 |
| 29 | 0.193707 | 1.1622 | 0.126393 |
| 30 | -0.14708 | -0.8825 | 0.191686 |
| 31 | 0.013609 | 0.0817 | 0.467686 |
| 32 | 0.011382 | 0.0683 | 0.472967 |
| 33 | -0.068454 | -0.4107 | 0.341854 |
| 34 | -0.049956 | -0.2997 | 0.383051 |
| 35 | 0.007859 | 0.0472 | 0.481325 |
| 36 | NA | NA | NA |
