| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.620724 | 4.848 | 4e-06 |
| 2 | 0.506243 | 3.9539 | 0.000101 |
| 3 | 0.587014 | 4.5847 | 1.2e-05 |
| 4 | 0.423769 | 3.3097 | 0.000785 |
| 5 | 0.314326 | 2.455 | 0.008478 |
| 6 | 0.326615 | 2.5509 | 0.006634 |
| 7 | 0.091685 | 0.7161 | 0.238335 |
| 8 | -0.002633 | -0.0206 | 0.49183 |
| 9 | -0.08431 | -0.6585 | 0.256354 |
| 10 | -0.239815 | -1.873 | 0.03293 |
| 11 | -0.257652 | -2.0123 | 0.024303 |
| 12 | -0.159252 | -1.2438 | 0.109167 |
| 13 | -0.372731 | -2.9111 | 0.002511 |
| 14 | -0.424272 | -3.3137 | 0.000776 |
| 15 | -0.370218 | -2.8915 | 0.002653 |
| 16 | -0.37039 | -2.8928 | 0.002643 |
| 17 | -0.366432 | -2.8619 | 0.002881 |
| 18 | -0.283327 | -2.2129 | 0.01533 |
| 19 | -0.287726 | -2.2472 | 0.014128 |
| 20 | -0.250756 | -1.9585 | 0.027376 |
| 21 | -0.261512 | -2.0425 | 0.022717 |
| 22 | -0.213042 | -1.6639 | 0.05063 |
| 23 | -0.119003 | -0.9294 | 0.178161 |
| 24 | -0.031214 | -0.2438 | 0.404105 |
| 25 | -0.0653 | -0.51 | 0.305942 |
| 26 | -0.092956 | -0.726 | 0.235306 |
| 27 | -0.022761 | -0.1778 | 0.429745 |
| 28 | 0.046142 | 0.3604 | 0.359905 |
| 29 | 0.044201 | 0.3452 | 0.365559 |
| 30 | 0.083753 | 0.6541 | 0.257742 |
| 31 | 0.084169 | 0.6574 | 0.256705 |
| 32 | 0.046425 | 0.3626 | 0.359082 |
| 33 | 0.063695 | 0.4975 | 0.310321 |
| 34 | 0.057646 | 0.4502 | 0.32707 |
| 35 | 0.039118 | 0.3055 | 0.380504 |
| 36 | 0.105869 | 0.8269 | 0.205769 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.620724 | 4.848 | 4e-06 |
| 2 | 0.196754 | 1.5367 | 0.064769 |
| 3 | 0.359574 | 2.8084 | 0.00334 |
| 4 | -0.115497 | -0.9021 | 0.185286 |
| 5 | -0.061812 | -0.4828 | 0.315494 |
| 6 | 0.007336 | 0.0573 | 0.477247 |
| 7 | -0.329946 | -2.577 | 0.006201 |
| 8 | -0.086374 | -0.6746 | 0.251239 |
| 9 | -0.251456 | -1.9639 | 0.02705 |
| 10 | -0.135473 | -1.0581 | 0.147096 |
| 11 | 0.025666 | 0.2005 | 0.420894 |
| 12 | 0.290942 | 2.2723 | 0.013302 |
| 13 | -0.170803 | -1.334 | 0.093579 |
| 14 | -0.093292 | -0.7286 | 0.234507 |
| 15 | -0.134192 | -1.0481 | 0.14937 |
| 16 | 0.075877 | 0.5926 | 0.277815 |
| 17 | -0.036537 | -0.2854 | 0.388165 |
| 18 | -0.024422 | -0.1907 | 0.424682 |
| 19 | 0.028089 | 0.2194 | 0.413543 |
| 20 | -0.034161 | -0.2668 | 0.395259 |
| 21 | -0.146624 | -1.1452 | 0.128306 |
| 22 | -0.045873 | -0.3583 | 0.360685 |
| 23 | 0.004117 | 0.0322 | 0.487227 |
| 24 | 0.01003 | 0.0783 | 0.468909 |
| 25 | -0.001939 | -0.0151 | 0.493984 |
| 26 | -0.182016 | -1.4216 | 0.080119 |
| 27 | 0.041709 | 0.3258 | 0.372862 |
| 28 | -0.002403 | -0.0188 | 0.492544 |
| 29 | 0.054464 | 0.4254 | 0.336028 |
| 30 | -0.049455 | -0.3863 | 0.350324 |
| 31 | -0.082709 | -0.646 | 0.260357 |
| 32 | -0.109933 | -0.8586 | 0.196961 |
| 33 | 0.081276 | 0.6348 | 0.263972 |
| 34 | -0.109802 | -0.8576 | 0.19724 |
| 35 | -0.119375 | -0.9323 | 0.177417 |
| 36 | 0.019713 | 0.154 | 0.439073 |
