| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.722065 | 5.0545 | 3e-06 |
| 2 | 0.691252 | 4.8388 | 7e-06 |
| 3 | 0.631354 | 4.4195 | 2.7e-05 |
| 4 | 0.379281 | 2.655 | 0.005334 |
| 5 | 0.333181 | 2.3323 | 0.01192 |
| 6 | 0.194107 | 1.3588 | 0.090224 |
| 7 | -0.025428 | -0.178 | 0.429731 |
| 8 | -0.010975 | -0.0768 | 0.469539 |
| 9 | -0.158307 | -1.1081 | 0.136604 |
| 10 | -0.193681 | -1.3558 | 0.090694 |
| 11 | -0.13885 | -0.9719 | 0.167925 |
| 12 | -0.201244 | -1.4087 | 0.082618 |
| 13 | -0.164307 | -1.1501 | 0.127833 |
| 14 | -0.121343 | -0.8494 | 0.199895 |
| 15 | -0.132772 | -0.9294 | 0.178618 |
| 16 | -0.107369 | -0.7516 | 0.227948 |
| 17 | -0.081492 | -0.5704 | 0.285491 |
| 18 | -0.090375 | -0.6326 | 0.264961 |
| 19 | -0.066671 | -0.4667 | 0.321393 |
| 20 | -0.036854 | -0.258 | 0.398752 |
| 21 | -0.084277 | -0.5899 | 0.278972 |
| 22 | -0.062272 | -0.4359 | 0.33241 |
| 23 | 0.008893 | 0.0622 | 0.475309 |
| 24 | -0.07338 | -0.5137 | 0.304899 |
| 25 | 0.005905 | 0.0413 | 0.483599 |
| 26 | 0.001628 | 0.0114 | 0.495478 |
| 27 | -0.045604 | -0.3192 | 0.375456 |
| 28 | -0.004768 | -0.0334 | 0.486756 |
| 29 | -0.033436 | -0.2341 | 0.407959 |
| 30 | -0.067548 | -0.4728 | 0.319214 |
| 31 | -0.032504 | -0.2275 | 0.41048 |
| 32 | -0.103773 | -0.7264 | 0.23552 |
| 33 | -0.097921 | -0.6854 | 0.248146 |
| 34 | -0.08366 | -0.5856 | 0.280409 |
| 35 | -0.140872 | -0.9861 | 0.164462 |
| 36 | -0.123245 | -0.8627 | 0.196249 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.722065 | 5.0545 | 3e-06 |
| 2 | 0.354923 | 2.4845 | 0.00822 |
| 3 | 0.126935 | 0.8885 | 0.189295 |
| 4 | -0.44335 | -3.1035 | 0.001587 |
| 5 | -0.041879 | -0.2932 | 0.385322 |
| 6 | -0.035891 | -0.2512 | 0.40134 |
| 7 | -0.257976 | -1.8058 | 0.038545 |
| 8 | 0.121324 | 0.8493 | 0.199931 |
| 9 | -0.01955 | -0.1368 | 0.445856 |
| 10 | 0.107942 | 0.7556 | 0.226755 |
| 11 | 0.07514 | 0.526 | 0.300637 |
| 12 | 0.013493 | 0.0945 | 0.462567 |
| 13 | -0.091404 | -0.6398 | 0.262632 |
| 14 | -0.079057 | -0.5534 | 0.291253 |
| 15 | 0.044222 | 0.3096 | 0.379107 |
| 16 | -0.175272 | -1.2269 | 0.112861 |
| 17 | 0.029361 | 0.2055 | 0.419006 |
| 18 | 0.044702 | 0.3129 | 0.377837 |
| 19 | 0.024511 | 0.1716 | 0.43224 |
| 20 | 0.092563 | 0.6479 | 0.260024 |
| 21 | -0.146382 | -1.0247 | 0.155274 |
| 22 | -0.018649 | -0.1305 | 0.448336 |
| 23 | 0.196595 | 1.3762 | 0.087514 |
| 24 | -0.170759 | -1.1953 | 0.118859 |
| 25 | 0.012837 | 0.0899 | 0.464383 |
| 26 | -0.047574 | -0.333 | 0.370271 |
| 27 | 0.041525 | 0.2907 | 0.386263 |
| 28 | -0.161245 | -1.1287 | 0.132257 |
| 29 | 0.041563 | 0.2909 | 0.386161 |
| 30 | 0.046296 | 0.3241 | 0.373632 |
| 31 | -0.108738 | -0.7612 | 0.225102 |
| 32 | 0.07127 | 0.4989 | 0.310043 |
| 33 | -0.055569 | -0.389 | 0.349487 |
| 34 | 0.010519 | 0.0736 | 0.4708 |
| 35 | -0.065185 | -0.4563 | 0.325097 |
| 36 | -0.059343 | -0.4154 | 0.339831 |
