| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.568679 | 4.8254 | 4e-06 |
| 2 | 0.169517 | 1.4384 | 0.077326 |
| 3 | -0.022769 | -0.1932 | 0.423671 |
| 4 | -0.325104 | -2.7586 | 0.003677 |
| 5 | -0.536734 | -4.5543 | 1e-05 |
| 6 | -0.654747 | -5.5557 | 0 |
| 7 | -0.527416 | -4.4753 | 1.4e-05 |
| 8 | -0.257705 | -2.1867 | 0.016007 |
| 9 | 0.00663 | 0.0563 | 0.477647 |
| 10 | 0.17253 | 1.464 | 0.073778 |
| 11 | 0.496633 | 4.2141 | 3.6e-05 |
| 12 | 0.806181 | 6.8407 | 0 |
| 13 | 0.482313 | 4.0926 | 5.5e-05 |
| 14 | 0.150721 | 1.2789 | 0.102518 |
| 15 | -0.010315 | -0.0875 | 0.46525 |
| 16 | -0.265054 | -2.2491 | 0.013784 |
| 17 | -0.435708 | -3.6971 | 0.000211 |
| 18 | -0.54438 | -4.6192 | 8e-06 |
| 19 | -0.428001 | -3.6317 | 0.000262 |
| 20 | -0.207698 | -1.7624 | 0.041125 |
| 21 | -0.008552 | -0.0726 | 0.471177 |
| 22 | 0.134235 | 1.139 | 0.129235 |
| 23 | 0.387538 | 3.2884 | 0.00078 |
| 24 | 0.638738 | 5.4199 | 0 |
| 25 | 0.403224 | 3.4215 | 0.000515 |
| 26 | 0.118395 | 1.0046 | 0.159223 |
| 27 | -0.00556 | -0.0472 | 0.481252 |
| 28 | -0.191029 | -1.6209 | 0.054701 |
| 29 | -0.343112 | -2.9114 | 0.002393 |
| 30 | -0.423139 | -3.5905 | 3e-04 |
| 31 | -0.342928 | -2.9098 | 0.002404 |
| 32 | -0.168929 | -1.4334 | 0.078034 |
| 33 | -0.008712 | -0.0739 | 0.470639 |
| 34 | 0.104456 | 0.8863 | 0.189192 |
| 35 | 0.280294 | 2.3784 | 0.010022 |
| 36 | 0.487696 | 4.1382 | 4.7e-05 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.568679 | 4.8254 | 4e-06 |
| 2 | -0.227428 | -1.9298 | 0.028787 |
| 3 | -0.018331 | -0.1555 | 0.438415 |
| 4 | -0.409262 | -3.4727 | 0.000438 |
| 5 | -0.248667 | -2.11 | 0.019167 |
| 6 | -0.462439 | -3.9239 | 9.9e-05 |
| 7 | -0.16291 | -1.3823 | 0.085571 |
| 8 | -0.251832 | -2.1369 | 0.018004 |
| 9 | -0.134687 | -1.1429 | 0.128442 |
| 10 | -0.466739 | -3.9604 | 8.7e-05 |
| 11 | 0.17187 | 1.4584 | 0.074544 |
| 12 | 0.350189 | 2.9715 | 0.002013 |
| 13 | -0.3398 | -2.8833 | 0.002593 |
| 14 | -0.084648 | -0.7183 | 0.23746 |
| 15 | -0.02068 | -0.1755 | 0.4306 |
| 16 | 0.030228 | 0.2565 | 0.399152 |
| 17 | 0.017573 | 0.1491 | 0.44094 |
| 18 | 0.042511 | 0.3607 | 0.359683 |
| 19 | 0.119428 | 1.0134 | 0.157136 |
| 20 | -0.132004 | -1.1201 | 0.133199 |
| 21 | 0.050547 | 0.4289 | 0.334636 |
| 22 | -0.026531 | -0.2251 | 0.411261 |
| 23 | 0.023904 | 0.2028 | 0.41992 |
| 24 | 0.0257 | 0.2181 | 0.413995 |
| 25 | 0.022916 | 0.1945 | 0.423185 |
| 26 | -0.09313 | -0.7902 | 0.215992 |
| 27 | -0.012819 | -0.1088 | 0.456844 |
| 28 | 0.044708 | 0.3794 | 0.352767 |
| 29 | -0.032309 | -0.2741 | 0.392378 |
| 30 | 0.063226 | 0.5365 | 0.296638 |
| 31 | -0.054481 | -0.4623 | 0.322636 |
| 32 | 0.022415 | 0.1902 | 0.424843 |
| 33 | -0.000469 | -0.004 | 0.498418 |
| 34 | 0.049242 | 0.4178 | 0.338657 |
| 35 | -0.072501 | -0.6152 | 0.270184 |
| 36 | 0.020174 | 0.1712 | 0.43228 |
