| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.565697 | 5.0913 | 1e-06 |
| 2 | 0.542685 | 4.8842 | 3e-06 |
| 3 | 0.5271 | 4.7439 | 4e-06 |
| 4 | 0.446058 | 4.0145 | 6.6e-05 |
| 5 | 0.42327 | 3.8094 | 0.000135 |
| 6 | 0.328976 | 2.9608 | 0.002012 |
| 7 | 0.151444 | 1.363 | 0.088331 |
| 8 | 0.148982 | 1.3408 | 0.09186 |
| 9 | 0.095877 | 0.8629 | 0.195372 |
| 10 | 0.077979 | 0.7018 | 0.242404 |
| 11 | 0.017952 | 0.1616 | 0.436024 |
| 12 | -0.147388 | -1.3265 | 0.094203 |
| 13 | -0.005648 | -0.0508 | 0.479793 |
| 14 | 0.016487 | 0.1484 | 0.441205 |
| 15 | 0.006585 | 0.0593 | 0.476443 |
| 16 | -0.037975 | -0.3418 | 0.366704 |
| 17 | -0.038049 | -0.3424 | 0.366452 |
| 18 | -0.013657 | -0.1229 | 0.451241 |
| 19 | 0.032622 | 0.2936 | 0.384907 |
| 20 | 0.056017 | 0.5041 | 0.307763 |
| 21 | 0.041585 | 0.3743 | 0.354592 |
| 22 | -0.056707 | -0.5104 | 0.305592 |
| 23 | 0.086731 | 0.7806 | 0.218662 |
| 24 | 0.012118 | 0.1091 | 0.456711 |
| 25 | -0.031175 | -0.2806 | 0.389875 |
| 26 | 0.017038 | 0.1533 | 0.439254 |
| 27 | -0.054662 | -0.492 | 0.31204 |
| 28 | -0.052969 | -0.4767 | 0.317421 |
| 29 | -0.025912 | -0.2332 | 0.408095 |
| 30 | -0.118333 | -1.065 | 0.145021 |
| 31 | -0.108436 | -0.9759 | 0.166004 |
| 32 | -0.112519 | -1.0127 | 0.157117 |
| 33 | -0.089838 | -0.8085 | 0.210574 |
| 34 | -0.002688 | -0.0242 | 0.49038 |
| 35 | -0.09717 | -0.8745 | 0.192209 |
| 36 | -0.069368 | -0.6243 | 0.267089 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.565697 | 5.0913 | 1e-06 |
| 2 | 0.327465 | 2.9472 | 0.002094 |
| 3 | 0.22302 | 2.0072 | 0.024033 |
| 4 | 0.045401 | 0.4086 | 0.341952 |
| 5 | 0.051144 | 0.4603 | 0.323267 |
| 6 | -0.076088 | -0.6848 | 0.247714 |
| 7 | -0.276225 | -2.486 | 0.007487 |
| 8 | -0.064835 | -0.5835 | 0.280584 |
| 9 | -0.011692 | -0.1052 | 0.458227 |
| 10 | 0.083435 | 0.7509 | 0.227441 |
| 11 | 0.00684 | 0.0616 | 0.475531 |
| 12 | -0.219204 | -1.9728 | 0.025963 |
| 13 | 0.199992 | 1.7999 | 0.037797 |
| 14 | 0.161524 | 1.4537 | 0.074944 |
| 15 | 0.087329 | 0.786 | 0.217092 |
| 16 | -0.122592 | -1.1033 | 0.136575 |
| 17 | -0.038412 | -0.3457 | 0.365231 |
| 18 | -0.00752 | -0.0677 | 0.473103 |
| 19 | -0.063786 | -0.5741 | 0.283755 |
| 20 | 0.076051 | 0.6845 | 0.247818 |
| 21 | 0.055062 | 0.4956 | 0.310775 |
| 22 | -0.14329 | -1.2896 | 0.100428 |
| 23 | 0.135225 | 1.217 | 0.113565 |
| 24 | -0.177733 | -1.5996 | 0.056791 |
| 25 | -0.039446 | -0.355 | 0.36175 |
| 26 | 0.136688 | 1.2302 | 0.111094 |
| 27 | -0.008272 | -0.0745 | 0.470418 |
| 28 | -0.09645 | -0.8681 | 0.193966 |
| 29 | -0.051797 | -0.4662 | 0.321173 |
| 30 | -0.050183 | -0.4516 | 0.326367 |
| 31 | -0.013111 | -0.118 | 0.453181 |
| 32 | 0.057763 | 0.5199 | 0.302288 |
| 33 | 0.132359 | 1.1912 | 0.118521 |
| 34 | 0.072285 | 0.6506 | 0.258584 |
| 35 | -0.017072 | -0.1536 | 0.439135 |
| 36 | -0.121571 | -1.0941 | 0.138568 |
