| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.731333 | 5.0668 | 3e-06 |
| 2 | 0.448633 | 3.1082 | 0.00158 |
| 3 | 0.262769 | 1.8205 | 0.037459 |
| 4 | 0.219043 | 1.5176 | 0.06784 |
| 5 | 0.129196 | 0.8951 | 0.187601 |
| 6 | 0.086511 | 0.5994 | 0.275873 |
| 7 | 0.06004 | 0.416 | 0.339644 |
| 8 | -0.000739 | -0.0051 | 0.497969 |
| 9 | -0.042858 | -0.2969 | 0.383901 |
| 10 | -0.083526 | -0.5787 | 0.282753 |
| 11 | -0.134108 | -0.9291 | 0.178736 |
| 12 | -0.193003 | -1.3372 | 0.093736 |
| 13 | -0.165259 | -1.1449 | 0.128954 |
| 14 | -0.087009 | -0.6028 | 0.274734 |
| 15 | -0.110014 | -0.7622 | 0.224836 |
| 16 | -0.142342 | -0.9862 | 0.164496 |
| 17 | -0.203519 | -1.41 | 0.08249 |
| 18 | -0.244013 | -1.6906 | 0.048702 |
| 19 | -0.272605 | -1.8887 | 0.032494 |
| 20 | -0.177128 | -1.2272 | 0.11287 |
| 21 | -0.138525 | -0.9597 | 0.171001 |
| 22 | -0.131291 | -0.9096 | 0.183786 |
| 23 | -0.119734 | -0.8295 | 0.205452 |
| 24 | -0.092571 | -0.6414 | 0.262172 |
| 25 | -0.028543 | -0.1977 | 0.422038 |
| 26 | 0.013538 | 0.0938 | 0.46283 |
| 27 | 0.083945 | 0.5816 | 0.281782 |
| 28 | 0.113349 | 0.7853 | 0.218067 |
| 29 | 0.106722 | 0.7394 | 0.231634 |
| 30 | 0.076988 | 0.5334 | 0.298113 |
| 31 | 0.073569 | 0.5097 | 0.306299 |
| 32 | 0.064344 | 0.4458 | 0.328878 |
| 33 | 0.004684 | 0.0325 | 0.487122 |
| 34 | -0.063633 | -0.4409 | 0.330646 |
| 35 | -0.126222 | -0.8745 | 0.193102 |
| 36 | -0.094081 | -0.6518 | 0.258816 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.731333 | 5.0668 | 3e-06 |
| 2 | -0.185348 | -1.2841 | 0.10263 |
| 3 | 0.020942 | 0.1451 | 0.442624 |
| 4 | 0.147481 | 1.0218 | 0.156003 |
| 5 | -0.170565 | -1.1817 | 0.121571 |
| 6 | 0.097027 | 0.6722 | 0.252334 |
| 7 | -0.002699 | -0.0187 | 0.49258 |
| 8 | -0.151465 | -1.0494 | 0.149629 |
| 9 | 0.074876 | 0.5188 | 0.303158 |
| 10 | -0.099835 | -0.6917 | 0.246237 |
| 11 | -0.108842 | -0.7541 | 0.227242 |
| 12 | -0.018986 | -0.1315 | 0.447951 |
| 13 | 0.055697 | 0.3859 | 0.350646 |
| 14 | 0.061006 | 0.4227 | 0.337215 |
| 15 | -0.194943 | -1.3506 | 0.091577 |
| 16 | 0.047986 | 0.3325 | 0.370496 |
| 17 | -0.160585 | -1.1126 | 0.135718 |
| 18 | -0.110867 | -0.7681 | 0.223093 |
| 19 | 0.038806 | 0.2689 | 0.394596 |
| 20 | 0.091879 | 0.6366 | 0.26372 |
| 21 | -0.157384 | -1.0904 | 0.140493 |
| 22 | 0.031173 | 0.216 | 0.414961 |
| 23 | 0.014332 | 0.0993 | 0.460658 |
| 24 | -0.113012 | -0.783 | 0.218746 |
| 25 | 0.203009 | 1.4065 | 0.08301 |
| 26 | -0.022748 | -0.1576 | 0.437716 |
| 27 | 0.009926 | 0.0688 | 0.47273 |
| 28 | 0.048404 | 0.3354 | 0.36941 |
| 29 | -0.112027 | -0.7761 | 0.220736 |
| 30 | -0.029522 | -0.2045 | 0.419401 |
| 31 | 0.058768 | 0.4072 | 0.342852 |
| 32 | -0.017862 | -0.1238 | 0.451014 |
| 33 | -0.12756 | -0.8838 | 0.190616 |
| 34 | -0.157601 | -1.0919 | 0.140166 |
| 35 | -0.015117 | -0.1047 | 0.458513 |
| 36 | 0.057076 | 0.3954 | 0.347137 |
