| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.641127 | 4.9661 | 3e-06 |
| 2 | 0.6259 | 4.8482 | 5e-06 |
| 3 | 0.536812 | 4.1581 | 5.2e-05 |
| 4 | 0.422974 | 3.2763 | 0.000875 |
| 5 | 0.343363 | 2.6597 | 0.005008 |
| 6 | 0.237289 | 1.838 | 0.035505 |
| 7 | 0.148339 | 1.149 | 0.127551 |
| 8 | 0.104836 | 0.8121 | 0.209986 |
| 9 | 0.053976 | 0.4181 | 0.338686 |
| 10 | -0.095427 | -0.7392 | 0.231342 |
| 11 | -0.091199 | -0.7064 | 0.24133 |
| 12 | -0.166361 | -1.2886 | 0.101237 |
| 13 | -0.061232 | -0.4743 | 0.318504 |
| 14 | -0.067593 | -0.5236 | 0.301253 |
| 15 | -0.107693 | -0.8342 | 0.203742 |
| 16 | -0.045864 | -0.3553 | 0.36182 |
| 17 | -0.051923 | -0.4022 | 0.344486 |
| 18 | 0.001278 | 0.0099 | 0.496068 |
| 19 | -0.026767 | -0.2073 | 0.418226 |
| 20 | -0.04722 | -0.3658 | 0.357913 |
| 21 | 0.040946 | 0.3172 | 0.376109 |
| 22 | 0.019305 | 0.1495 | 0.440817 |
| 23 | -0.025899 | -0.2006 | 0.420839 |
| 24 | -0.136679 | -1.0587 | 0.146988 |
| 25 | -0.214342 | -1.6603 | 0.051037 |
| 26 | -0.25328 | -1.9619 | 0.027209 |
| 27 | -0.270183 | -2.0928 | 0.020301 |
| 28 | -0.349734 | -2.709 | 0.004391 |
| 29 | -0.308998 | -2.3935 | 0.009917 |
| 30 | -0.270804 | -2.0976 | 0.020079 |
| 31 | -0.322929 | -2.5014 | 0.007558 |
| 32 | -0.264044 | -2.0453 | 0.02261 |
| 33 | -0.342095 | -2.6499 | 0.00514 |
| 34 | -0.247378 | -1.9162 | 0.030055 |
| 35 | -0.186831 | -1.4472 | 0.076525 |
| 36 | -0.19282 | -1.4936 | 0.070263 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.641127 | 4.9661 | 3e-06 |
| 2 | 0.364808 | 2.8258 | 0.003198 |
| 3 | 0.094075 | 0.7287 | 0.234508 |
| 4 | -0.082761 | -0.6411 | 0.261962 |
| 5 | -0.064817 | -0.5021 | 0.308728 |
| 6 | -0.091916 | -0.712 | 0.239619 |
| 7 | -0.077958 | -0.6039 | 0.274108 |
| 8 | 0.017019 | 0.1318 | 0.447779 |
| 9 | 0.021425 | 0.166 | 0.434373 |
| 10 | -0.22593 | -1.75 | 0.042611 |
| 11 | -0.007259 | -0.0562 | 0.477673 |
| 12 | -0.034807 | -0.2696 | 0.394191 |
| 13 | 0.27157 | 2.1036 | 0.019808 |
| 14 | 0.096889 | 0.7505 | 0.227945 |
| 15 | -0.13709 | -1.0619 | 0.146269 |
| 16 | -0.029189 | -0.2261 | 0.410946 |
| 17 | -0.036389 | -0.2819 | 0.389507 |
| 18 | 0.108029 | 0.8368 | 0.203017 |
| 19 | -0.024982 | -0.1935 | 0.423607 |
| 20 | -0.137953 | -1.0686 | 0.144771 |
| 21 | 0.114554 | 0.8873 | 0.189221 |
| 22 | -0.084294 | -0.6529 | 0.258145 |
| 23 | -0.062646 | -0.4853 | 0.314631 |
| 24 | -0.270009 | -2.0915 | 0.020363 |
| 25 | -0.201575 | -1.5614 | 0.061845 |
| 26 | -0.018541 | -0.1436 | 0.443141 |
| 27 | 0.044278 | 0.343 | 0.366407 |
| 28 | 0.046292 | 0.3586 | 0.360586 |
| 29 | 0.066164 | 0.5125 | 0.30509 |
| 30 | 0.065208 | 0.5051 | 0.307669 |
| 31 | -0.135005 | -1.0457 | 0.149938 |
| 32 | -0.014101 | -0.1092 | 0.456695 |
| 33 | -0.049142 | -0.3807 | 0.352403 |
| 34 | 0.019485 | 0.1509 | 0.440269 |
| 35 | -0.001921 | -0.0149 | 0.494088 |
| 36 | -0.19362 | -1.4998 | 0.069459 |
