| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.749812 | 5.1949 | 2e-06 |
| 2 | 0.530529 | 3.6756 | 0.000299 |
| 3 | 0.251854 | 1.7449 | 0.043701 |
| 4 | 0.100285 | 0.6948 | 0.245267 |
| 5 | 0.053298 | 0.3693 | 0.35678 |
| 6 | 0.010034 | 0.0695 | 0.472434 |
| 7 | -0.056081 | -0.3885 | 0.349668 |
| 8 | -0.077412 | -0.5363 | 0.297106 |
| 9 | -0.156942 | -1.0873 | 0.141162 |
| 10 | -0.241936 | -1.6762 | 0.050103 |
| 11 | -0.216146 | -1.4975 | 0.070405 |
| 12 | -0.223482 | -1.5483 | 0.064056 |
| 13 | -0.034154 | -0.2366 | 0.406978 |
| 14 | 0.042799 | 0.2965 | 0.384056 |
| 15 | 0.133756 | 0.9267 | 0.179363 |
| 16 | 0.192079 | 1.3308 | 0.094777 |
| 17 | 0.19392 | 1.3435 | 0.092711 |
| 18 | 0.187058 | 1.296 | 0.10059 |
| 19 | 0.174115 | 1.2063 | 0.116807 |
| 20 | 0.133194 | 0.9228 | 0.180365 |
| 21 | 0.12379 | 0.8576 | 0.197675 |
| 22 | 0.086755 | 0.6011 | 0.275314 |
| 23 | -0.069785 | -0.4835 | 0.315475 |
| 24 | -0.128051 | -0.8872 | 0.189708 |
| 25 | -0.210644 | -1.4594 | 0.075487 |
| 26 | -0.157118 | -1.0885 | 0.140894 |
| 27 | -0.126362 | -0.8755 | 0.192842 |
| 28 | -0.114838 | -0.7956 | 0.215086 |
| 29 | -0.110085 | -0.7627 | 0.22469 |
| 30 | -0.114813 | -0.7954 | 0.215135 |
| 31 | -0.131917 | -0.9139 | 0.182657 |
| 32 | -0.133149 | -0.9225 | 0.180445 |
| 33 | -0.122387 | -0.8479 | 0.200345 |
| 34 | -0.104633 | -0.7249 | 0.236011 |
| 35 | -0.023708 | -0.1643 | 0.435111 |
| 36 | -0.032567 | -0.2256 | 0.411223 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.749812 | 5.1949 | 2e-06 |
| 2 | -0.072386 | -0.5015 | 0.309153 |
| 3 | -0.276612 | -1.9164 | 0.030638 |
| 4 | 0.076149 | 0.5276 | 0.300113 |
| 5 | 0.147499 | 1.0219 | 0.155975 |
| 6 | -0.126029 | -0.8732 | 0.193463 |
| 7 | -0.170866 | -1.1838 | 0.121162 |
| 8 | 0.123525 | 0.8558 | 0.198179 |
| 9 | -0.142329 | -0.9861 | 0.164518 |
| 10 | -0.253837 | -1.7586 | 0.042507 |
| 11 | 0.268006 | 1.8568 | 0.034741 |
| 12 | -0.071269 | -0.4938 | 0.311863 |
| 13 | 0.23151 | 1.6039 | 0.057643 |
| 14 | -0.095973 | -0.6649 | 0.254643 |
| 15 | 0.077684 | 0.5382 | 0.29646 |
| 16 | 0.157666 | 1.0923 | 0.140068 |
| 17 | -0.09755 | -0.6758 | 0.251192 |
| 18 | 0.01606 | 0.1113 | 0.455934 |
| 19 | 0.002447 | 0.017 | 0.493271 |
| 20 | 0.046585 | 0.3228 | 0.374142 |
| 21 | -0.058473 | -0.4051 | 0.343597 |
| 22 | -0.100784 | -0.6983 | 0.244194 |
| 23 | -0.168909 | -1.1702 | 0.123841 |
| 24 | 0.075826 | 0.5253 | 0.300884 |
| 25 | 0.134705 | 0.9333 | 0.177677 |
| 26 | -0.036118 | -0.2502 | 0.401738 |
| 27 | -0.090973 | -0.6303 | 0.26575 |
| 28 | 0.062847 | 0.4354 | 0.332607 |
| 29 | -0.013606 | -0.0943 | 0.462645 |
| 30 | -0.132445 | -0.9176 | 0.181706 |
| 31 | -0.041609 | -0.2883 | 0.387189 |
| 32 | -0.030553 | -0.2117 | 0.416629 |
| 33 | -0.029997 | -0.2078 | 0.418121 |
| 34 | -0.107662 | -0.7459 | 0.229682 |
| 35 | 0.004918 | 0.0341 | 0.486479 |
| 36 | 0.048369 | 0.3351 | 0.369501 |
