| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.620469 | 4.2537 | 5e-05 |
| 2 | 0.518066 | 3.5517 | 0.000441 |
| 3 | 0.24538 | 1.6822 | 0.049578 |
| 4 | 0.067665 | 0.4639 | 0.322435 |
| 5 | 0.008087 | 0.0554 | 0.478011 |
| 6 | 0.038993 | 0.2673 | 0.395194 |
| 7 | 0.123293 | 0.8453 | 0.201126 |
| 8 | 0.152163 | 1.0432 | 0.151101 |
| 9 | 0.079383 | 0.5442 | 0.29443 |
| 10 | -0.034322 | -0.2353 | 0.4075 |
| 11 | -0.140349 | -0.9622 | 0.170441 |
| 12 | -0.37782 | -2.5902 | 0.006366 |
| 13 | -0.323511 | -2.2179 | 0.015716 |
| 14 | -0.369852 | -2.5356 | 0.007306 |
| 15 | -0.244247 | -1.6745 | 0.05034 |
| 16 | -0.148916 | -1.0209 | 0.15626 |
| 17 | -0.096375 | -0.6607 | 0.256011 |
| 18 | -0.06102 | -0.4183 | 0.338805 |
| 19 | -0.074209 | -0.5088 | 0.306654 |
| 20 | -0.096789 | -0.6636 | 0.25511 |
| 21 | -0.075437 | -0.5172 | 0.303731 |
| 22 | -0.093067 | -0.638 | 0.263273 |
| 23 | -0.055587 | -0.3811 | 0.352428 |
| 24 | -0.106875 | -0.7327 | 0.233691 |
| 25 | -0.064981 | -0.4455 | 0.329006 |
| 26 | -0.060015 | -0.4114 | 0.341309 |
| 27 | -0.067288 | -0.4613 | 0.323353 |
| 28 | -0.104021 | -0.7131 | 0.239645 |
| 29 | -0.097774 | -0.6703 | 0.252972 |
| 30 | -0.095429 | -0.6542 | 0.258076 |
| 31 | -0.105631 | -0.7242 | 0.236276 |
| 32 | -0.037372 | -0.2562 | 0.399454 |
| 33 | -0.018136 | -0.1243 | 0.450791 |
| 34 | 0.019853 | 0.1361 | 0.44616 |
| 35 | 0.02042 | 0.14 | 0.444631 |
| 36 | 0.060079 | 0.4119 | 0.34115 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.620469 | 4.2537 | 5e-05 |
| 2 | 0.216391 | 1.4835 | 0.072308 |
| 3 | -0.240132 | -1.6463 | 0.053191 |
| 4 | -0.159276 | -1.0919 | 0.140212 |
| 5 | 0.108312 | 0.7425 | 0.230725 |
| 6 | 0.186182 | 1.2764 | 0.104043 |
| 7 | 0.11714 | 0.8031 | 0.212987 |
| 8 | -0.066252 | -0.4542 | 0.325887 |
| 9 | -0.224871 | -1.5416 | 0.064934 |
| 10 | -0.153144 | -1.0499 | 0.149566 |
| 11 | 0.027175 | 0.1863 | 0.426504 |
| 12 | -0.297374 | -2.0387 | 0.023564 |
| 13 | 0.071719 | 0.4917 | 0.312616 |
| 14 | -0.037783 | -0.259 | 0.398374 |
| 15 | 0.000844 | 0.0058 | 0.497704 |
| 16 | 0.022607 | 0.155 | 0.438748 |
| 17 | -0.052208 | -0.3579 | 0.361003 |
| 18 | -0.003003 | -0.0206 | 0.491831 |
| 19 | 0.081848 | 0.5611 | 0.288691 |
| 20 | 0.0362 | 0.2482 | 0.40254 |
| 21 | 0.007958 | 0.0546 | 0.478361 |
| 22 | -0.11322 | -0.7762 | 0.220761 |
| 23 | -0.040935 | -0.2806 | 0.390112 |
| 24 | -0.306398 | -2.1006 | 0.020536 |
| 25 | 0.082082 | 0.5627 | 0.288149 |
| 26 | -0.004344 | -0.0298 | 0.488184 |
| 27 | -0.08112 | -0.5561 | 0.29038 |
| 28 | -0.189448 | -1.2988 | 0.100176 |
| 29 | -0.055875 | -0.3831 | 0.351702 |
| 30 | 0.086254 | 0.5913 | 0.278568 |
| 31 | 0.018581 | 0.1274 | 0.449589 |
| 32 | 0.097274 | 0.6669 | 0.254055 |
| 33 | 0.013312 | 0.0913 | 0.463835 |
| 34 | -0.054054 | -0.3706 | 0.356309 |
| 35 | 0.07364 | 0.5048 | 0.308012 |
| 36 | -0.093402 | -0.6403 | 0.262534 |
