| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.68335 | 4.7344 | 1e-05 |
| 2 | 0.618951 | 4.2882 | 4.3e-05 |
| 3 | 0.484526 | 3.3569 | 0.000775 |
| 4 | 0.357267 | 2.4752 | 0.008449 |
| 5 | 0.239085 | 1.6564 | 0.052079 |
| 6 | 0.269261 | 1.8655 | 0.034115 |
| 7 | 0.186277 | 1.2906 | 0.101519 |
| 8 | 0.056272 | 0.3899 | 0.34918 |
| 9 | 0.077127 | 0.5344 | 0.297782 |
| 10 | -0.048107 | -0.3333 | 0.370182 |
| 11 | -0.014091 | -0.0976 | 0.461317 |
| 12 | -0.074191 | -0.514 | 0.3048 |
| 13 | -0.071462 | -0.4951 | 0.311393 |
| 14 | -0.10449 | -0.7239 | 0.236312 |
| 15 | -0.104993 | -0.7274 | 0.235254 |
| 16 | -0.137157 | -0.9503 | 0.173372 |
| 17 | -0.131032 | -0.9078 | 0.184255 |
| 18 | -0.15959 | -1.1057 | 0.137189 |
| 19 | -0.158871 | -1.1007 | 0.13826 |
| 20 | -0.142452 | -0.9869 | 0.164312 |
| 21 | -0.120457 | -0.8346 | 0.204052 |
| 22 | -0.115713 | -0.8017 | 0.213343 |
| 23 | -0.085684 | -0.5936 | 0.277772 |
| 24 | -0.125918 | -0.8724 | 0.193671 |
| 25 | -0.102987 | -0.7135 | 0.239492 |
| 26 | -0.093556 | -0.6482 | 0.25998 |
| 27 | -0.152019 | -1.0532 | 0.148756 |
| 28 | -0.109849 | -0.7611 | 0.225172 |
| 29 | -0.153141 | -1.061 | 0.147002 |
| 30 | -0.181695 | -1.2588 | 0.107092 |
| 31 | -0.213551 | -1.4795 | 0.072767 |
| 32 | -0.178181 | -1.2345 | 0.111518 |
| 33 | -0.266628 | -1.8473 | 0.035439 |
| 34 | -0.208651 | -1.4456 | 0.077397 |
| 35 | -0.19929 | -1.3807 | 0.08688 |
| 36 | -0.166414 | -1.153 | 0.12732 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.68335 | 4.7344 | 1e-05 |
| 2 | 0.285131 | 1.9754 | 0.026991 |
| 3 | -0.025893 | -0.1794 | 0.429192 |
| 4 | -0.101398 | -0.7025 | 0.242878 |
| 5 | -0.086424 | -0.5988 | 0.276073 |
| 6 | 0.219211 | 1.5187 | 0.067694 |
| 7 | -0.028459 | -0.1972 | 0.422262 |
| 8 | -0.281159 | -1.9479 | 0.028642 |
| 9 | 0.097028 | 0.6722 | 0.252331 |
| 10 | -0.099288 | -0.6879 | 0.247418 |
| 11 | 0.169046 | 1.1712 | 0.123653 |
| 12 | -0.13821 | -0.9575 | 0.171546 |
| 13 | -0.088979 | -0.6165 | 0.27025 |
| 14 | 0.08377 | 0.5804 | 0.282189 |
| 15 | -0.043728 | -0.303 | 0.381615 |
| 16 | -0.017526 | -0.1214 | 0.451932 |
| 17 | -0.035289 | -0.2445 | 0.403947 |
| 18 | -0.135838 | -0.9411 | 0.175679 |
| 19 | 0.138116 | 0.9569 | 0.171707 |
| 20 | -0.060908 | -0.422 | 0.337462 |
| 21 | 0.07118 | 0.4932 | 0.312077 |
| 22 | -0.070496 | -0.4884 | 0.313741 |
| 23 | -0.017819 | -0.1235 | 0.451131 |
| 24 | -0.053525 | -0.3708 | 0.356198 |
| 25 | 0.029403 | 0.2037 | 0.41972 |
| 26 | 0.006745 | 0.0467 | 0.481462 |
| 27 | -0.190367 | -1.3189 | 0.09673 |
| 28 | 0.04926 | 0.3413 | 0.367189 |
| 29 | -0.058066 | -0.4023 | 0.344626 |
| 30 | -0.082313 | -0.5703 | 0.285575 |
| 31 | -0.023506 | -0.1629 | 0.435658 |
| 32 | -0.080063 | -0.5547 | 0.29084 |
| 33 | -0.047778 | -0.331 | 0.371036 |
| 34 | 0.026099 | 0.1808 | 0.428636 |
| 35 | -0.012675 | -0.0878 | 0.465193 |
| 36 | 0.107955 | 0.7479 | 0.229074 |
