| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.862289 | 6.6793 | 0 |
| 2 | 0.666135 | 5.1599 | 1e-06 |
| 3 | 0.543873 | 4.2128 | 4.3e-05 |
| 4 | 0.553114 | 4.2844 | 3.4e-05 |
| 5 | 0.645308 | 4.9985 | 3e-06 |
| 6 | 0.699257 | 5.4164 | 1e-06 |
| 7 | 0.630142 | 4.8811 | 4e-06 |
| 8 | 0.477969 | 3.7023 | 0.000233 |
| 9 | 0.358381 | 2.776 | 0.003665 |
| 10 | 0.295938 | 2.2923 | 0.012705 |
| 11 | 0.311176 | 2.4104 | 0.009509 |
| 12 | 0.322443 | 2.4976 | 0.007631 |
| 13 | 0.242214 | 1.8762 | 0.032748 |
| 14 | 0.140878 | 1.0912 | 0.139765 |
| 15 | 0.056574 | 0.4382 | 0.3314 |
| 16 | -0.001897 | -0.0147 | 0.494162 |
| 17 | -0.03469 | -0.2687 | 0.394537 |
| 18 | -0.068055 | -0.5272 | 0.300016 |
| 19 | -0.12759 | -0.9883 | 0.163485 |
| 20 | -0.18819 | -1.4577 | 0.075067 |
| 21 | -0.221633 | -1.7168 | 0.045591 |
| 22 | -0.249908 | -1.9358 | 0.028805 |
| 23 | -0.255908 | -1.9823 | 0.026018 |
| 24 | -0.27398 | -2.1222 | 0.018977 |
| 25 | -0.329543 | -2.5526 | 0.006627 |
| 26 | -0.358026 | -2.7733 | 0.003692 |
| 27 | -0.352809 | -2.7328 | 0.004119 |
| 28 | -0.333001 | -2.5794 | 0.006182 |
| 29 | -0.318126 | -2.4642 | 0.008307 |
| 30 | -0.322905 | -2.5012 | 0.007562 |
| 31 | -0.36546 | -2.8308 | 0.003154 |
| 32 | -0.402382 | -3.1168 | 0.001402 |
| 33 | -0.380237 | -2.9453 | 0.002293 |
| 34 | -0.331402 | -2.567 | 0.006385 |
| 35 | -0.272649 | -2.1119 | 0.019433 |
| 36 | -0.241754 | -1.8726 | 0.032998 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.862289 | 6.6793 | 0 |
| 2 | -0.301834 | -2.338 | 0.01137 |
| 3 | 0.241816 | 1.8731 | 0.032964 |
| 4 | 0.347485 | 2.6916 | 0.0046 |
| 5 | 0.259027 | 2.0064 | 0.024663 |
| 6 | 0.00439 | 0.034 | 0.486494 |
| 7 | -0.194981 | -1.5103 | 0.068106 |
| 8 | -0.142481 | -1.1037 | 0.137076 |
| 9 | 0.002366 | 0.0183 | 0.492719 |
| 10 | -0.232406 | -1.8002 | 0.038427 |
| 11 | 0.02072 | 0.1605 | 0.436516 |
| 12 | -0.110345 | -0.8547 | 0.198051 |
| 13 | -0.258346 | -2.0011 | 0.024953 |
| 14 | 0.16065 | 1.2444 | 0.109098 |
| 15 | -0.035728 | -0.2767 | 0.391463 |
| 16 | -0.149794 | -1.1603 | 0.125262 |
| 17 | -0.035599 | -0.2757 | 0.391844 |
| 18 | -0.066616 | -0.516 | 0.303874 |
| 19 | 0.002299 | 0.0178 | 0.492925 |
| 20 | -0.003903 | -0.0302 | 0.487991 |
| 21 | 0.00807 | 0.0625 | 0.475182 |
| 22 | 0.019533 | 0.1513 | 0.440121 |
| 23 | 0.069822 | 0.5408 | 0.29531 |
| 24 | -0.003678 | -0.0285 | 0.488684 |
| 25 | -0.068529 | -0.5308 | 0.298751 |
| 26 | 0.089887 | 0.6963 | 0.244477 |
| 27 | 0.012081 | 0.0936 | 0.462879 |
| 28 | -0.002689 | -0.0208 | 0.491726 |
| 29 | -0.014756 | -0.1143 | 0.454691 |
| 30 | -0.033474 | -0.2593 | 0.398151 |
| 31 | -0.106872 | -0.8278 | 0.205524 |
| 32 | -0.102479 | -0.7938 | 0.21522 |
| 33 | 0.091272 | 0.707 | 0.241154 |
| 34 | -0.022543 | -0.1746 | 0.430985 |
| 35 | -0.04475 | -0.3466 | 0.365041 |
| 36 | 0.094704 | 0.7336 | 0.233033 |
