| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.873541 | 5.2412 | 4e-06 |
| 2 | 0.711053 | 4.2663 | 6.9e-05 |
| 3 | 0.532633 | 3.1958 | 0.00145 |
| 4 | 0.333498 | 2.001 | 0.026489 |
| 5 | 0.124013 | 0.7441 | 0.230829 |
| 6 | -0.082498 | -0.495 | 0.311809 |
| 7 | -0.266613 | -1.5997 | 0.059205 |
| 8 | -0.375998 | -2.256 | 0.015121 |
| 9 | -0.436521 | -2.6191 | 0.00641 |
| 10 | -0.503204 | -3.0192 | 0.002319 |
| 11 | -0.523216 | -3.1393 | 0.001687 |
| 12 | -0.468944 | -2.8137 | 0.003944 |
| 13 | -0.375953 | -2.2557 | 0.01513 |
| 14 | -0.298637 | -1.7918 | 0.040785 |
| 15 | -0.2384 | -1.4304 | 0.080613 |
| 16 | -0.209422 | -1.2565 | 0.108508 |
| 17 | -0.136998 | -0.822 | 0.208248 |
| 18 | -0.060518 | -0.3631 | 0.359323 |
| 19 | 0.002668 | 0.016 | 0.493658 |
| 20 | 0.061522 | 0.3691 | 0.357096 |
| 21 | 0.139904 | 0.8394 | 0.203386 |
| 22 | 0.179863 | 1.0792 | 0.143843 |
| 23 | 0.201898 | 1.2114 | 0.116819 |
| 24 | 0.181137 | 1.0868 | 0.14217 |
| 25 | 0.133616 | 0.8017 | 0.213995 |
| 26 | 0.113666 | 0.682 | 0.249803 |
| 27 | 0.092053 | 0.5523 | 0.292072 |
| 28 | 0.042285 | 0.2537 | 0.400582 |
| 29 | 0.010739 | 0.0644 | 0.47449 |
| 30 | -0.02438 | -0.1463 | 0.442259 |
| 31 | -0.049762 | -0.2986 | 0.383492 |
| 32 | -0.054891 | -0.3293 | 0.371902 |
| 33 | -0.053097 | -0.3186 | 0.375943 |
| 34 | -0.043635 | -0.2618 | 0.39748 |
| 35 | -0.031404 | -0.1884 | 0.425802 |
| 36 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.873541 | 5.2412 | 4e-06 |
| 2 | -0.219569 | -1.3174 | 0.098011 |
| 3 | -0.146694 | -0.8802 | 0.192305 |
| 4 | -0.197769 | -1.1866 | 0.121576 |
| 5 | -0.182531 | -1.0952 | 0.140355 |
| 6 | -0.16759 | -1.0055 | 0.160674 |
| 7 | -0.118257 | -0.7095 | 0.24128 |
| 8 | 0.112417 | 0.6745 | 0.252151 |
| 9 | -0.003251 | -0.0195 | 0.492272 |
| 10 | -0.255202 | -1.5312 | 0.067229 |
| 11 | -0.022527 | -0.1352 | 0.446618 |
| 12 | 0.133975 | 0.8038 | 0.21338 |
| 13 | 0.031025 | 0.1862 | 0.426685 |
| 14 | -0.201409 | -1.2085 | 0.117376 |
| 15 | -0.148063 | -0.8884 | 0.190117 |
| 16 | -0.224332 | -1.346 | 0.09336 |
| 17 | 0.11197 | 0.6718 | 0.252993 |
| 18 | 0.035121 | 0.2107 | 0.417144 |
| 19 | 0.097367 | 0.5842 | 0.281364 |
| 20 | 0.02691 | 0.1615 | 0.436317 |
| 21 | 0.015913 | 0.0955 | 0.462232 |
| 22 | -0.266219 | -1.5973 | 0.059469 |
| 23 | -0.046379 | -0.2783 | 0.391198 |
| 24 | -0.096009 | -0.5761 | 0.284082 |
| 25 | -0.052945 | -0.3177 | 0.376286 |
| 26 | 0.039377 | 0.2363 | 0.407284 |
| 27 | -0.008387 | -0.0503 | 0.480072 |
| 28 | -0.065194 | -0.3912 | 0.348992 |
| 29 | 0.145403 | 0.8724 | 0.194381 |
| 30 | -0.124733 | -0.7484 | 0.229541 |
| 31 | 0.027604 | 0.1656 | 0.434689 |
| 32 | -0.082151 | -0.4929 | 0.312536 |
| 33 | -0.01181 | -0.0709 | 0.471952 |
| 34 | -0.103766 | -0.6226 | 0.268738 |
| 35 | -0.108081 | -0.6485 | 0.260394 |
| 36 | NA | NA | NA |
