| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.848477 | 5.0909 | 6e-06 |
| 2 | 0.704954 | 4.2297 | 7.7e-05 |
| 3 | 0.566392 | 3.3984 | 0.000835 |
| 4 | 0.479988 | 2.8799 | 0.003329 |
| 5 | 0.407648 | 2.4459 | 0.009734 |
| 6 | 0.348397 | 2.0904 | 0.021853 |
| 7 | 0.286453 | 1.7187 | 0.047128 |
| 8 | 0.23197 | 1.3918 | 0.086259 |
| 9 | 0.205971 | 1.2358 | 0.112263 |
| 10 | 0.18152 | 1.0891 | 0.141669 |
| 11 | 0.157349 | 0.9441 | 0.175707 |
| 12 | 0.115416 | 0.6925 | 0.246534 |
| 13 | 0.071339 | 0.428 | 0.335588 |
| 14 | 0.006188 | 0.0371 | 0.485294 |
| 15 | -0.070192 | -0.4212 | 0.338074 |
| 16 | -0.105704 | -0.6342 | 0.264971 |
| 17 | -0.136274 | -0.8176 | 0.209469 |
| 18 | -0.163284 | -0.9797 | 0.166885 |
| 19 | -0.195175 | -1.1711 | 0.124636 |
| 20 | -0.223321 | -1.3399 | 0.094333 |
| 21 | -0.252249 | -1.5135 | 0.069443 |
| 22 | -0.24942 | -1.4965 | 0.071617 |
| 23 | -0.252986 | -1.5179 | 0.068885 |
| 24 | -0.270791 | -1.6247 | 0.056471 |
| 25 | -0.277739 | -1.6664 | 0.052153 |
| 26 | -0.303154 | -1.8189 | 0.038625 |
| 27 | -0.338547 | -2.0313 | 0.02483 |
| 28 | -0.370507 | -2.223 | 0.01629 |
| 29 | -0.372774 | -2.2366 | 0.015798 |
| 30 | -0.350071 | -2.1004 | 0.02138 |
| 31 | -0.331817 | -1.9909 | 0.027062 |
| 32 | -0.298905 | -1.7934 | 0.040654 |
| 33 | -0.256964 | -1.5418 | 0.065936 |
| 34 | -0.185972 | -1.1158 | 0.135943 |
| 35 | -0.106217 | -0.6373 | 0.263981 |
| 36 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.848477 | 5.0909 | 6e-06 |
| 2 | -0.053409 | -0.3205 | 0.37524 |
| 3 | -0.065792 | -0.3947 | 0.347679 |
| 4 | 0.099829 | 0.599 | 0.276471 |
| 5 | -0.004532 | -0.0272 | 0.489229 |
| 6 | -0.004305 | -0.0258 | 0.489768 |
| 7 | -0.029846 | -0.1791 | 0.429442 |
| 8 | -0.008875 | -0.0533 | 0.478913 |
| 9 | 0.072215 | 0.4333 | 0.333695 |
| 10 | -0.017651 | -0.1059 | 0.458123 |
| 11 | -0.016797 | -0.1008 | 0.460141 |
| 12 | -0.058654 | -0.3519 | 0.363473 |
| 13 | -0.034515 | -0.2071 | 0.418552 |
| 14 | -0.107927 | -0.6476 | 0.260689 |
| 15 | -0.115526 | -0.6932 | 0.24633 |
| 16 | 0.077584 | 0.4655 | 0.322188 |
| 17 | -0.044257 | -0.2655 | 0.396053 |
| 18 | -0.057778 | -0.3467 | 0.36543 |
| 19 | -0.038878 | -0.2333 | 0.408437 |
| 20 | -0.039956 | -0.2397 | 0.405948 |
| 21 | -0.048546 | -0.2913 | 0.386257 |
| 22 | 0.043625 | 0.2618 | 0.397502 |
| 23 | -0.057085 | -0.3425 | 0.36698 |
| 24 | -0.071784 | -0.4307 | 0.334626 |
| 25 | 0.032261 | 0.1936 | 0.423801 |
| 26 | -0.105155 | -0.6309 | 0.266036 |
| 27 | -0.112843 | -0.6771 | 0.251349 |
| 28 | -0.0348 | -0.2088 | 0.417891 |
| 29 | 0.013497 | 0.081 | 0.467953 |
| 30 | 0.029616 | 0.1777 | 0.429978 |
| 31 | -0.046743 | -0.2805 | 0.390366 |
| 32 | 0.040698 | 0.2442 | 0.404237 |
| 33 | 0.045419 | 0.2725 | 0.393393 |
| 34 | 0.104408 | 0.6264 | 0.267487 |
| 35 | 0.065238 | 0.3914 | 0.348894 |
| 36 | NA | NA | NA |
