| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.663273 | 5.1377 | 2e-06 |
| 2 | 0.576417 | 4.4649 | 1.8e-05 |
| 3 | 0.639537 | 4.9538 | 3e-06 |
| 4 | 0.463381 | 3.5893 | 0.000334 |
| 5 | 0.384752 | 2.9803 | 0.002077 |
| 6 | 0.361944 | 2.8036 | 0.003399 |
| 7 | 0.185825 | 1.4394 | 0.077618 |
| 8 | 0.159596 | 1.2362 | 0.110597 |
| 9 | 0.093789 | 0.7265 | 0.235184 |
| 10 | -0.06176 | -0.4784 | 0.317055 |
| 11 | -0.027884 | -0.216 | 0.414864 |
| 12 | 0.061551 | 0.4768 | 0.317629 |
| 13 | -0.129417 | -1.0025 | 0.160074 |
| 14 | -0.159803 | -1.2378 | 0.110301 |
| 15 | -0.104647 | -0.8106 | 0.210401 |
| 16 | -0.093013 | -0.7205 | 0.237016 |
| 17 | -0.091333 | -0.7075 | 0.24101 |
| 18 | -0.10179 | -0.7885 | 0.216765 |
| 19 | -0.049516 | -0.3835 | 0.351334 |
| 20 | -0.07022 | -0.5439 | 0.294255 |
| 21 | -0.123918 | -0.9599 | 0.170487 |
| 22 | -0.084499 | -0.6545 | 0.257637 |
| 23 | -0.0877 | -0.6793 | 0.249773 |
| 24 | -0.048728 | -0.3774 | 0.353587 |
| 25 | -0.072956 | -0.5651 | 0.287051 |
| 26 | -0.175862 | -1.3622 | 0.08911 |
| 27 | -0.107649 | -0.8338 | 0.203837 |
| 28 | -0.068331 | -0.5293 | 0.299278 |
| 29 | -0.146431 | -1.1343 | 0.1306 |
| 30 | -0.126665 | -0.9811 | 0.16523 |
| 31 | -0.078849 | -0.6108 | 0.271833 |
| 32 | -0.198455 | -1.5372 | 0.064748 |
| 33 | -0.208863 | -1.6178 | 0.055471 |
| 34 | -0.187525 | -1.4526 | 0.075778 |
| 35 | -0.269158 | -2.0849 | 0.020671 |
| 36 | -0.219467 | -1.7 | 0.047156 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.663273 | 5.1377 | 2e-06 |
| 2 | 0.243695 | 1.8877 | 0.031956 |
| 3 | 0.358288 | 2.7753 | 0.003672 |
| 4 | -0.165746 | -1.2839 | 0.102063 |
| 5 | -0.041686 | -0.3229 | 0.373947 |
| 6 | -0.053159 | -0.4118 | 0.340987 |
| 7 | -0.201433 | -1.5603 | 0.061975 |
| 8 | 0.037112 | 0.2875 | 0.387372 |
| 9 | -0.106431 | -0.8244 | 0.206487 |
| 10 | -0.121833 | -0.9437 | 0.174551 |
| 11 | 0.093398 | 0.7235 | 0.236104 |
| 12 | 0.303999 | 2.3548 | 0.010912 |
| 13 | -0.219904 | -1.7034 | 0.046837 |
| 14 | -0.163542 | -1.2668 | 0.105063 |
| 15 | -0.043492 | -0.3369 | 0.36869 |
| 16 | 0.277716 | 2.1512 | 0.017749 |
| 17 | 0.015623 | 0.121 | 0.45204 |
| 18 | -0.158199 | -1.2254 | 0.112606 |
| 19 | 0.128639 | 0.9964 | 0.161521 |
| 20 | -0.171701 | -1.33 | 0.094278 |
| 21 | -0.095804 | -0.7421 | 0.230463 |
| 22 | 0.079023 | 0.6121 | 0.271389 |
| 23 | -0.038653 | -0.2994 | 0.382834 |
| 24 | -0.0218 | -0.1689 | 0.433235 |
| 25 | 0.015639 | 0.1211 | 0.451992 |
| 26 | -0.055084 | -0.4267 | 0.335571 |
| 27 | 0.041258 | 0.3196 | 0.375198 |
| 28 | -0.087127 | -0.6749 | 0.251171 |
| 29 | 0.033371 | 0.2585 | 0.398455 |
| 30 | 0.011455 | 0.0887 | 0.464795 |
| 31 | -0.082985 | -0.6428 | 0.261402 |
| 32 | -0.15985 | -1.2382 | 0.110233 |
| 33 | -0.034899 | -0.2703 | 0.39392 |
| 34 | -0.035739 | -0.2768 | 0.39143 |
| 35 | -0.15239 | -1.1804 | 0.121249 |
| 36 | -0.001791 | -0.0139 | 0.494487 |
