| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.754933 | 5.2845 | 1e-06 |
| 2 | 0.692514 | 4.8476 | 7e-06 |
| 3 | 0.610857 | 4.276 | 4.4e-05 |
| 4 | 0.357015 | 2.4991 | 0.007926 |
| 5 | 0.272699 | 1.9089 | 0.031071 |
| 6 | 0.150543 | 1.0538 | 0.148571 |
| 7 | -0.080902 | -0.5663 | 0.286883 |
| 8 | -0.109291 | -0.765 | 0.22396 |
| 9 | -0.22743 | -1.592 | 0.058907 |
| 10 | -0.314698 | -2.2029 | 0.016168 |
| 11 | -0.245362 | -1.7175 | 0.046098 |
| 12 | -0.306298 | -2.1441 | 0.018507 |
| 13 | -0.296444 | -2.0751 | 0.021624 |
| 14 | -0.212305 | -1.4861 | 0.071825 |
| 15 | -0.254398 | -1.7808 | 0.040574 |
| 16 | -0.192905 | -1.3503 | 0.091557 |
| 17 | -0.152719 | -1.069 | 0.145147 |
| 18 | -0.162647 | -1.1385 | 0.130217 |
| 19 | -0.098181 | -0.6873 | 0.247578 |
| 20 | -0.038456 | -0.2692 | 0.394456 |
| 21 | -0.0587 | -0.4109 | 0.341469 |
| 22 | 0.024009 | 0.1681 | 0.433612 |
| 23 | 0.068191 | 0.4773 | 0.317623 |
| 24 | 0.021125 | 0.1479 | 0.441523 |
| 25 | 0.123584 | 0.8651 | 0.195602 |
| 26 | 0.101094 | 0.7077 | 0.241255 |
| 27 | 0.091833 | 0.6428 | 0.261665 |
| 28 | 0.122916 | 0.8604 | 0.196876 |
| 29 | 0.075157 | 0.5261 | 0.300596 |
| 30 | 0.035791 | 0.2505 | 0.401609 |
| 31 | 0.048103 | 0.3367 | 0.368883 |
| 32 | -0.036911 | -0.2584 | 0.398599 |
| 33 | -0.052182 | -0.3653 | 0.358239 |
| 34 | -0.053156 | -0.3721 | 0.355715 |
| 35 | -0.102129 | -0.7149 | 0.239031 |
| 36 | -0.103455 | -0.7242 | 0.236199 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.754933 | 5.2845 | 1e-06 |
| 2 | 0.285042 | 1.9953 | 0.025793 |
| 3 | 0.055393 | 0.3877 | 0.349941 |
| 4 | -0.460896 | -3.2263 | 0.001118 |
| 5 | -0.028413 | -0.1989 | 0.421584 |
| 6 | 0.032836 | 0.2299 | 0.409582 |
| 7 | -0.287926 | -2.0155 | 0.024678 |
| 8 | 0.038974 | 0.2728 | 0.393071 |
| 9 | -0.020298 | -0.1421 | 0.443798 |
| 10 | 0.024585 | 0.1721 | 0.432035 |
| 11 | 0.122594 | 0.8582 | 0.197491 |
| 12 | -0.084842 | -0.5939 | 0.277657 |
| 13 | -0.071953 | -0.5037 | 0.308376 |
| 14 | -0.005522 | -0.0387 | 0.484662 |
| 15 | -0.063759 | -0.4463 | 0.32867 |
| 16 | -0.041155 | -0.2881 | 0.387249 |
| 17 | -0.094133 | -0.6589 | 0.256513 |
| 18 | 0.071583 | 0.5011 | 0.30928 |
| 19 | 0.001664 | 0.0116 | 0.495376 |
| 20 | 0.135088 | 0.9456 | 0.174493 |
| 21 | -0.090292 | -0.632 | 0.265149 |
| 22 | -0.005837 | -0.0409 | 0.483786 |
| 23 | 0.137658 | 0.9636 | 0.169988 |
| 24 | -0.223938 | -1.5676 | 0.061709 |
| 25 | 0.120575 | 0.844 | 0.201378 |
| 26 | -0.066889 | -0.4682 | 0.32085 |
| 27 | 0.067565 | 0.473 | 0.319173 |
| 28 | -0.102821 | -0.7197 | 0.23755 |
| 29 | 0.010049 | 0.0703 | 0.472105 |
| 30 | -0.006504 | -0.0455 | 0.481937 |
| 31 | -0.06501 | -0.4551 | 0.325534 |
| 32 | 0.019978 | 0.1398 | 0.444677 |
| 33 | -0.063991 | -0.4479 | 0.328086 |
| 34 | 0.023732 | 0.1661 | 0.43437 |
| 35 | 0.103302 | 0.7231 | 0.236525 |
| 36 | -0.167799 | -1.1746 | 0.122918 |
