| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.540793 | 4.7762 | 4e-06 |
| 2 | 0.573057 | 5.0611 | 1e-06 |
| 3 | 0.477042 | 4.2131 | 3.4e-05 |
| 4 | 0.449183 | 3.9671 | 8e-05 |
| 5 | 0.42536 | 3.7567 | 0.000165 |
| 6 | 0.316004 | 2.7909 | 0.003303 |
| 7 | 0.321021 | 2.8352 | 0.002915 |
| 8 | 0.358574 | 3.1668 | 0.0011 |
| 9 | 0.304344 | 2.6879 | 0.004393 |
| 10 | 0.164735 | 1.4549 | 0.074854 |
| 11 | 0.189818 | 1.6764 | 0.048829 |
| 12 | -0.028712 | -0.2536 | 0.400244 |
| 13 | 0.141743 | 1.2518 | 0.107185 |
| 14 | 0.079485 | 0.702 | 0.242388 |
| 15 | 0.066233 | 0.585 | 0.280133 |
| 16 | 0.106719 | 0.9425 | 0.174419 |
| 17 | 0.055775 | 0.4926 | 0.311842 |
| 18 | 0.104471 | 0.9227 | 0.179514 |
| 19 | 0.020125 | 0.1777 | 0.429695 |
| 20 | -0.022 | -0.1943 | 0.423222 |
| 21 | -0.013719 | -0.1212 | 0.451937 |
| 22 | -0.048421 | -0.4276 | 0.335044 |
| 23 | -0.071695 | -0.6332 | 0.264231 |
| 24 | -0.090752 | -0.8015 | 0.212638 |
| 25 | -0.102974 | -0.9094 | 0.182958 |
| 26 | -0.052378 | -0.4626 | 0.322473 |
| 27 | -0.077695 | -0.6862 | 0.247317 |
| 28 | -0.071909 | -0.6351 | 0.263615 |
| 29 | -0.068659 | -0.6064 | 0.273011 |
| 30 | -0.084151 | -0.7432 | 0.229795 |
| 31 | -0.090565 | -0.7998 | 0.213114 |
| 32 | -0.137618 | -1.2154 | 0.113939 |
| 33 | -0.179732 | -1.5874 | 0.058239 |
| 34 | -0.095989 | -0.8477 | 0.199586 |
| 35 | -0.127458 | -1.1257 | 0.131876 |
| 36 | -0.113096 | -0.9988 | 0.160481 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.540793 | 4.7762 | 4e-06 |
| 2 | 0.396584 | 3.5025 | 0.000383 |
| 3 | 0.12674 | 1.1193 | 0.133215 |
| 4 | 0.07736 | 0.6832 | 0.248245 |
| 5 | 0.080914 | 0.7146 | 0.238489 |
| 6 | -0.088618 | -0.7827 | 0.218099 |
| 7 | 0.01457 | 0.1287 | 0.448972 |
| 8 | 0.16534 | 1.4602 | 0.07412 |
| 9 | 0.015115 | 0.1335 | 0.447075 |
| 10 | -0.240961 | -2.1281 | 0.018243 |
| 11 | -0.003232 | -0.0285 | 0.48865 |
| 12 | -0.313084 | -2.7651 | 0.00355 |
| 13 | 0.186447 | 1.6467 | 0.051826 |
| 14 | 0.191005 | 1.6869 | 0.047808 |
| 15 | 0.00485 | 0.0428 | 0.482973 |
| 16 | 0.0291 | 0.257 | 0.398926 |
| 17 | -0.042542 | -0.3757 | 0.354071 |
| 18 | -0.006043 | -0.0534 | 0.478787 |
| 19 | -0.042245 | -0.3731 | 0.355043 |
| 20 | 0.00374 | 0.033 | 0.486868 |
| 21 | 0.002457 | 0.0217 | 0.491371 |
| 22 | -0.216311 | -1.9104 | 0.029878 |
| 23 | -0.035695 | -0.3152 | 0.376707 |
| 24 | -0.163209 | -1.4414 | 0.076734 |
| 25 | 0.078299 | 0.6915 | 0.245646 |
| 26 | 0.23311 | 2.0588 | 0.021427 |
| 27 | 0.024898 | 0.2199 | 0.413263 |
| 28 | 0.091432 | 0.8075 | 0.210915 |
| 29 | -0.067799 | -0.5988 | 0.275526 |
| 30 | -0.043982 | -0.3884 | 0.349376 |
| 31 | -0.059818 | -0.5283 | 0.299396 |
| 32 | -0.125876 | -1.1117 | 0.13484 |
| 33 | -0.102633 | -0.9064 | 0.18375 |
| 34 | -0.04572 | -0.4038 | 0.343737 |
| 35 | -0.001349 | -0.0119 | 0.495261 |
| 36 | -0.052292 | -0.4618 | 0.322745 |
