| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.689599 | 4.8272 | 7e-06 |
| 2 | 0.680237 | 4.7617 | 9e-06 |
| 3 | 0.558033 | 3.9062 | 0.000144 |
| 4 | 0.566893 | 3.9682 | 0.000118 |
| 5 | 0.470657 | 3.2946 | 0.000918 |
| 6 | 0.287317 | 2.0112 | 0.02491 |
| 7 | 0.196391 | 1.3747 | 0.087733 |
| 8 | 0.080919 | 0.5664 | 0.286844 |
| 9 | 0.086296 | 0.6041 | 0.27429 |
| 10 | -0.10131 | -0.7092 | 0.240791 |
| 11 | -0.118419 | -0.8289 | 0.205582 |
| 12 | -0.306663 | -2.1466 | 0.018399 |
| 13 | -0.284601 | -1.9922 | 0.025968 |
| 14 | -0.355999 | -2.492 | 0.008067 |
| 15 | -0.387964 | -2.7157 | 0.004554 |
| 16 | -0.400924 | -2.8065 | 0.003584 |
| 17 | -0.444119 | -3.1088 | 0.001563 |
| 18 | -0.41843 | -2.929 | 0.002574 |
| 19 | -0.452716 | -3.169 | 0.001318 |
| 20 | -0.355561 | -2.4889 | 0.008129 |
| 21 | -0.393214 | -2.7525 | 0.004135 |
| 22 | -0.315818 | -2.2107 | 0.015877 |
| 23 | -0.323091 | -2.2616 | 0.014096 |
| 24 | -0.225153 | -1.5761 | 0.060722 |
| 25 | -0.139749 | -0.9782 | 0.166379 |
| 26 | -0.165505 | -1.1585 | 0.12613 |
| 27 | -0.11022 | -0.7715 | 0.222045 |
| 28 | -0.089696 | -0.6279 | 0.266501 |
| 29 | -0.017872 | -0.1251 | 0.450477 |
| 30 | -0.028772 | -0.2014 | 0.420609 |
| 31 | 0.029357 | 0.2055 | 0.419017 |
| 32 | 0.06642 | 0.4649 | 0.322017 |
| 33 | 0.121328 | 0.8493 | 0.199923 |
| 34 | 0.105524 | 0.7387 | 0.231815 |
| 35 | 0.140383 | 0.9827 | 0.165297 |
| 36 | 0.158556 | 1.1099 | 0.136231 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.689599 | 4.8272 | 7e-06 |
| 2 | 0.390293 | 2.732 | 0.004364 |
| 3 | 0.006476 | 0.0453 | 0.482013 |
| 4 | 0.147501 | 1.0325 | 0.153452 |
| 5 | -0.032849 | -0.2299 | 0.409548 |
| 6 | -0.36777 | -2.5744 | 0.006557 |
| 7 | -0.150365 | -1.0526 | 0.148854 |
| 8 | -0.110035 | -0.7702 | 0.222426 |
| 9 | 0.107529 | 0.7527 | 0.227615 |
| 10 | -0.168687 | -1.1808 | 0.121689 |
| 11 | 0.067461 | 0.4722 | 0.31943 |
| 12 | -0.260947 | -1.8266 | 0.036925 |
| 13 | -0.048696 | -0.3409 | 0.36733 |
| 14 | -0.013644 | -0.0955 | 0.46215 |
| 15 | -0.007019 | -0.0491 | 0.480507 |
| 16 | 0.063563 | 0.4449 | 0.32916 |
| 17 | -0.004226 | -0.0296 | 0.488261 |
| 18 | -0.13656 | -0.9559 | 0.171903 |
| 19 | -0.110694 | -0.7749 | 0.221073 |
| 20 | 0.059309 | 0.4152 | 0.339917 |
| 21 | -0.018798 | -0.1316 | 0.447924 |
| 22 | -0.013554 | -0.0949 | 0.4624 |
| 23 | 0.012426 | 0.087 | 0.465519 |
| 24 | -0.016987 | -0.1189 | 0.452917 |
| 25 | 0.069188 | 0.4843 | 0.315161 |
| 26 | -0.197103 | -1.3797 | 0.086968 |
| 27 | -0.091956 | -0.6437 | 0.261388 |
| 28 | 0.020068 | 0.1405 | 0.44443 |
| 29 | -0.100632 | -0.7044 | 0.242251 |
| 30 | -0.063476 | -0.4443 | 0.329381 |
| 31 | 0.082781 | 0.5795 | 0.282465 |
| 32 | 0.165458 | 1.1582 | 0.126197 |
| 33 | -0.026034 | -0.1822 | 0.428075 |
| 34 | -0.160454 | -1.1232 | 0.133417 |
| 35 | 0.045013 | 0.3151 | 0.377014 |
| 36 | -0.088685 | -0.6208 | 0.268806 |
