| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.755852 | 5.8548 | 0 |
| 2 | 0.607103 | 4.7026 | 8e-06 |
| 3 | 0.584867 | 4.5304 | 1.4e-05 |
| 4 | 0.544584 | 4.2183 | 4.2e-05 |
| 5 | 0.579589 | 4.4895 | 1.7e-05 |
| 6 | 0.521199 | 4.0372 | 7.8e-05 |
| 7 | 0.425286 | 3.2942 | 0.000829 |
| 8 | 0.315743 | 2.4457 | 0.008703 |
| 9 | 0.227613 | 1.7631 | 0.041489 |
| 10 | 0.138265 | 1.071 | 0.144231 |
| 11 | 0.210374 | 1.6296 | 0.054218 |
| 12 | 0.293612 | 2.2743 | 0.013269 |
| 13 | 0.162927 | 1.262 | 0.105911 |
| 14 | 0.092993 | 0.7203 | 0.237061 |
| 15 | 0.076388 | 0.5917 | 0.278138 |
| 16 | 0.081772 | 0.6334 | 0.264439 |
| 17 | 0.141981 | 1.0998 | 0.13791 |
| 18 | 0.146683 | 1.1362 | 0.130196 |
| 19 | 0.101243 | 0.7842 | 0.217997 |
| 20 | 0.061309 | 0.4749 | 0.318292 |
| 21 | 0.008235 | 0.0638 | 0.474676 |
| 22 | -0.074167 | -0.5745 | 0.283891 |
| 23 | -0.001657 | -0.0128 | 0.494902 |
| 24 | 0.05107 | 0.3956 | 0.346906 |
| 25 | -0.052382 | -0.4058 | 0.343184 |
| 26 | -0.116964 | -0.906 | 0.18428 |
| 27 | -0.17306 | -1.3405 | 0.092565 |
| 28 | -0.187937 | -1.4558 | 0.075336 |
| 29 | -0.157757 | -1.222 | 0.113247 |
| 30 | -0.168982 | -1.3089 | 0.097774 |
| 31 | -0.201385 | -1.5599 | 0.062019 |
| 32 | -0.213823 | -1.6563 | 0.051445 |
| 33 | -0.273578 | -2.1191 | 0.019114 |
| 34 | -0.330941 | -2.5635 | 0.006444 |
| 35 | -0.258337 | -2.0011 | 0.024957 |
| 36 | -0.213709 | -1.6554 | 0.051535 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.755852 | 5.8548 | 0 |
| 2 | 0.083487 | 0.6467 | 0.26015 |
| 3 | 0.237711 | 1.8413 | 0.035261 |
| 4 | 0.05139 | 0.3981 | 0.345998 |
| 5 | 0.256298 | 1.9853 | 0.025845 |
| 6 | -0.096909 | -0.7507 | 0.227897 |
| 7 | -0.056615 | -0.4385 | 0.331285 |
| 8 | -0.220218 | -1.7058 | 0.046608 |
| 9 | -0.097324 | -0.7539 | 0.226938 |
| 10 | -0.244012 | -1.8901 | 0.031788 |
| 11 | 0.348348 | 2.6983 | 0.004519 |
| 12 | 0.219579 | 1.7009 | 0.047074 |
| 13 | -0.131052 | -1.0151 | 0.157062 |
| 14 | -0.001211 | -0.0094 | 0.496274 |
| 15 | 0.070061 | 0.5427 | 0.294676 |
| 16 | -0.038594 | -0.2989 | 0.383008 |
| 17 | -0.021022 | -0.1628 | 0.435598 |
| 18 | -0.001696 | -0.0131 | 0.494782 |
| 19 | -0.082501 | -0.639 | 0.262612 |
| 20 | -0.073471 | -0.5691 | 0.285704 |
| 21 | -0.027889 | -0.216 | 0.414848 |
| 22 | -0.153258 | -1.1871 | 0.119927 |
| 23 | 0.083491 | 0.6467 | 0.26014 |
| 24 | 0.055405 | 0.4292 | 0.334669 |
| 25 | -0.059842 | -0.4635 | 0.32233 |
| 26 | -0.045476 | -0.3523 | 0.362941 |
| 27 | -0.000218 | -0.0017 | 0.49933 |
| 28 | -0.053107 | -0.4114 | 0.341134 |
| 29 | -0.077023 | -0.5966 | 0.276504 |
| 30 | -0.026444 | -0.2048 | 0.419198 |
| 31 | -0.019681 | -0.1524 | 0.439673 |
| 32 | -0.020178 | -0.1563 | 0.438163 |
| 33 | -0.051655 | -0.4001 | 0.345247 |
| 34 | -0.01125 | -0.0871 | 0.465426 |
| 35 | -0.009856 | -0.0763 | 0.4697 |
| 36 | 0.003542 | 0.0274 | 0.4891 |
