| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.713973 | 5.5304 | 0 |
| 2 | 0.647852 | 5.0182 | 2e-06 |
| 3 | 0.70437 | 5.456 | 0 |
| 4 | 0.536397 | 4.1549 | 5.2e-05 |
| 5 | 0.589217 | 4.5641 | 1.3e-05 |
| 6 | 0.662951 | 5.1352 | 2e-06 |
| 7 | 0.475804 | 3.6856 | 0.000246 |
| 8 | 0.419939 | 3.2528 | 0.000939 |
| 9 | 0.463765 | 3.5923 | 0.000331 |
| 10 | 0.367193 | 2.8443 | 0.00304 |
| 11 | 0.41027 | 3.1779 | 0.001173 |
| 12 | 0.479312 | 3.7127 | 0.000226 |
| 13 | 0.296789 | 2.2989 | 0.012504 |
| 14 | 0.216017 | 1.6733 | 0.049741 |
| 15 | 0.192077 | 1.4878 | 0.071017 |
| 16 | 0.102541 | 0.7943 | 0.215081 |
| 17 | 0.090613 | 0.7019 | 0.242733 |
| 18 | 0.116276 | 0.9007 | 0.185682 |
| 19 | 0.006401 | 0.0496 | 0.480312 |
| 20 | -0.091601 | -0.7095 | 0.240369 |
| 21 | -0.039387 | -0.3051 | 0.380676 |
| 22 | -0.100138 | -0.7757 | 0.220498 |
| 23 | -0.082197 | -0.6367 | 0.263371 |
| 24 | -0.022128 | -0.1714 | 0.432241 |
| 25 | -0.141849 | -1.0988 | 0.138132 |
| 26 | -0.204085 | -1.5808 | 0.059587 |
| 27 | -0.203425 | -1.5757 | 0.060174 |
| 28 | -0.229131 | -1.7748 | 0.040498 |
| 29 | -0.254324 | -1.97 | 0.02673 |
| 30 | -0.23082 | -1.7879 | 0.039419 |
| 31 | -0.281603 | -2.1813 | 0.016546 |
| 32 | -0.333408 | -2.5826 | 0.006132 |
| 33 | -0.289003 | -2.2386 | 0.014451 |
| 34 | -0.307547 | -2.3822 | 0.010197 |
| 35 | -0.309442 | -2.3969 | 0.009832 |
| 36 | -0.26686 | -2.0671 | 0.021524 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.713973 | 5.5304 | 0 |
| 2 | 0.281686 | 2.1819 | 0.016521 |
| 3 | 0.378867 | 2.9347 | 0.002363 |
| 4 | -0.198633 | -1.5386 | 0.064579 |
| 5 | 0.272906 | 2.1139 | 0.019344 |
| 6 | 0.214904 | 1.6646 | 0.0506 |
| 7 | -0.237454 | -1.8393 | 0.035409 |
| 8 | -0.240272 | -1.8611 | 0.033813 |
| 9 | 0.131719 | 1.0203 | 0.155844 |
| 10 | 0.093745 | 0.7261 | 0.235286 |
| 11 | 0.056689 | 0.4391 | 0.331078 |
| 12 | 0.075999 | 0.5887 | 0.27914 |
| 13 | -0.2013 | -1.5593 | 0.062097 |
| 14 | -0.256268 | -1.985 | 0.025858 |
| 15 | -0.228486 | -1.7698 | 0.040917 |
| 16 | 0.042887 | 0.3322 | 0.370449 |
| 17 | -0.105958 | -0.8207 | 0.20752 |
| 18 | 0.027112 | 0.21 | 0.417188 |
| 19 | 0.074835 | 0.5797 | 0.282154 |
| 20 | -0.072277 | -0.5599 | 0.28883 |
| 21 | 0.090495 | 0.701 | 0.243016 |
| 22 | -0.057458 | -0.4451 | 0.328936 |
| 23 | 0.074972 | 0.5807 | 0.281799 |
| 24 | -0.025629 | -0.1985 | 0.421654 |
| 25 | -0.020381 | -0.1579 | 0.437545 |
| 26 | -0.026133 | -0.2024 | 0.420133 |
| 27 | -0.079577 | -0.6164 | 0.269981 |
| 28 | 0.095815 | 0.7422 | 0.230438 |
| 29 | -0.128675 | -0.9967 | 0.161453 |
| 30 | -0.078561 | -0.6085 | 0.272566 |
| 31 | 0.031363 | 0.2429 | 0.404441 |
| 32 | 0.09061 | 0.7019 | 0.24274 |
| 33 | -0.037065 | -0.2871 | 0.38751 |
| 34 | -0.120278 | -0.9317 | 0.177621 |
| 35 | -0.077975 | -0.604 | 0.274062 |
| 36 | 0.006911 | 0.0535 | 0.478743 |
