| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.703009 | 5.3999 | 1e-06 |
| 2 | 0.525549 | 4.0368 | 7.9e-05 |
| 3 | 0.251562 | 1.9323 | 0.029065 |
| 4 | 0.089719 | 0.6891 | 0.246717 |
| 5 | 0.020722 | 0.1592 | 0.43704 |
| 6 | 0.070271 | 0.5398 | 0.295695 |
| 7 | 0.15118 | 1.1612 | 0.125112 |
| 8 | 0.25566 | 1.9638 | 0.027138 |
| 9 | 0.284272 | 2.1835 | 0.016493 |
| 10 | 0.311191 | 2.3903 | 0.010023 |
| 11 | 0.269255 | 2.0682 | 0.021508 |
| 12 | 0.073204 | 0.5623 | 0.288024 |
| 13 | -0.037025 | -0.2844 | 0.388552 |
| 14 | -0.164738 | -1.2654 | 0.105355 |
| 15 | -0.165467 | -1.271 | 0.104363 |
| 16 | -0.115937 | -0.8905 | 0.188399 |
| 17 | -0.0804 | -0.6176 | 0.26962 |
| 18 | -0.044338 | -0.3406 | 0.36732 |
| 19 | -0.064979 | -0.4991 | 0.309779 |
| 20 | -0.101844 | -0.7823 | 0.21859 |
| 21 | -0.110361 | -0.8477 | 0.200015 |
| 22 | -0.136434 | -1.048 | 0.149464 |
| 23 | -0.11384 | -0.8744 | 0.192718 |
| 24 | -0.166233 | -1.2769 | 0.103328 |
| 25 | -0.156938 | -1.2055 | 0.116419 |
| 26 | -0.157895 | -1.2128 | 0.115017 |
| 27 | -0.144268 | -1.1081 | 0.136148 |
| 28 | -0.16505 | -1.2678 | 0.10493 |
| 29 | -0.15331 | -1.1776 | 0.121842 |
| 30 | -0.174501 | -1.3404 | 0.092633 |
| 31 | -0.170795 | -1.3119 | 0.097318 |
| 32 | -0.149667 | -1.1496 | 0.127471 |
| 33 | -0.135118 | -1.0379 | 0.151786 |
| 34 | -0.126431 | -0.9711 | 0.167722 |
| 35 | -0.123314 | -0.9472 | 0.173702 |
| 36 | -0.107688 | -0.8272 | 0.205737 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.703009 | 5.3999 | 1e-06 |
| 2 | 0.06194 | 0.4758 | 0.317999 |
| 3 | -0.275015 | -2.1124 | 0.019446 |
| 4 | -0.032189 | -0.2473 | 0.402786 |
| 5 | 0.114701 | 0.881 | 0.190936 |
| 6 | 0.171415 | 1.3167 | 0.096521 |
| 7 | 0.088179 | 0.6773 | 0.250426 |
| 8 | 0.090562 | 0.6956 | 0.244698 |
| 9 | -0.007208 | -0.0554 | 0.478017 |
| 10 | 0.089788 | 0.6897 | 0.246551 |
| 11 | 0.037788 | 0.2903 | 0.386319 |
| 12 | -0.3268 | -2.5102 | 0.007414 |
| 13 | -0.021772 | -0.1672 | 0.433879 |
| 14 | -0.010062 | -0.0773 | 0.469329 |
| 15 | 0.042238 | 0.3244 | 0.373377 |
| 16 | 0.010293 | 0.0791 | 0.468625 |
| 17 | -0.179182 | -1.3763 | 0.086962 |
| 18 | -0.074467 | -0.572 | 0.284749 |
| 19 | -0.042953 | -0.3299 | 0.371311 |
| 20 | 0.016465 | 0.1265 | 0.449896 |
| 21 | 0.023626 | 0.1815 | 0.428309 |
| 22 | -0.012037 | -0.0925 | 0.463324 |
| 23 | 0.11939 | 0.9171 | 0.181425 |
| 24 | -0.180829 | -1.389 | 0.085031 |
| 25 | 0.032883 | 0.2526 | 0.400736 |
| 26 | -0.027388 | -0.2104 | 0.41705 |
| 27 | -0.032123 | -0.2467 | 0.402982 |
| 28 | -0.037732 | -0.2898 | 0.386484 |
| 29 | -0.019971 | -0.1534 | 0.439303 |
| 30 | 0.017321 | 0.133 | 0.447306 |
| 31 | -0.080032 | -0.6147 | 0.270547 |
| 32 | 0.015545 | 0.1194 | 0.452681 |
| 33 | -0.095123 | -0.7307 | 0.233941 |
| 34 | -0.078264 | -0.6012 | 0.275019 |
| 35 | 0.135165 | 1.0382 | 0.151702 |
| 36 | -0.022958 | -0.1763 | 0.430313 |
