| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.597718 | 5.8564 | 0 |
| 2 | 0.401582 | 3.9347 | 7.9e-05 |
| 3 | 0.545896 | 5.3487 | 0 |
| 4 | 0.524715 | 5.1411 | 1e-06 |
| 5 | 0.586389 | 5.7454 | 0 |
| 6 | 0.627705 | 6.1502 | 0 |
| 7 | 0.52371 | 5.1313 | 1e-06 |
| 8 | 0.46047 | 4.5117 | 9e-06 |
| 9 | 0.409293 | 4.0102 | 6e-05 |
| 10 | 0.274821 | 2.6927 | 0.004182 |
| 11 | 0.452843 | 4.4369 | 1.2e-05 |
| 12 | 0.710126 | 6.9578 | 0 |
| 13 | 0.388206 | 3.8036 | 0.000125 |
| 14 | 0.209669 | 2.0543 | 0.021331 |
| 15 | 0.309118 | 3.0287 | 0.001577 |
| 16 | 0.312001 | 3.057 | 0.001448 |
| 17 | 0.350657 | 3.4357 | 0.000437 |
| 18 | 0.377311 | 3.6969 | 0.000182 |
| 19 | 0.295247 | 2.8928 | 0.002362 |
| 20 | 0.226346 | 2.2177 | 0.014466 |
| 21 | 0.176757 | 1.7319 | 0.043256 |
| 22 | 0.067339 | 0.6598 | 0.255484 |
| 23 | 0.222874 | 2.1837 | 0.01571 |
| 24 | 0.390124 | 3.8224 | 0.000117 |
| 25 | 0.153423 | 1.5032 | 0.068031 |
| 26 | -0.011528 | -0.113 | 0.455153 |
| 27 | 0.037562 | 0.368 | 0.35683 |
| 28 | 0.062956 | 0.6168 | 0.269401 |
| 29 | 0.074987 | 0.7347 | 0.232151 |
| 30 | 0.077298 | 0.7574 | 0.225344 |
| 31 | 0.040633 | 0.3981 | 0.345713 |
| 32 | -0.050742 | -0.4972 | 0.310104 |
| 33 | -0.110009 | -1.0779 | 0.141897 |
| 34 | -0.170073 | -1.6664 | 0.049449 |
| 35 | -0.074181 | -0.7268 | 0.234553 |
| 36 | 0.085176 | 0.8346 | 0.203021 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.597718 | 5.8564 | 0 |
| 2 | 0.068949 | 0.6756 | 0.250472 |
| 3 | 0.439598 | 4.3072 | 2e-05 |
| 4 | 0.087712 | 0.8594 | 0.196131 |
| 5 | 0.40537 | 3.9718 | 6.9e-05 |
| 6 | 0.191641 | 1.8777 | 0.03173 |
| 7 | 0.129639 | 1.2702 | 0.103543 |
| 8 | -0.023434 | -0.2296 | 0.409443 |
| 9 | -0.167476 | -1.6409 | 0.052043 |
| 10 | -0.462179 | -4.5284 | 9e-06 |
| 11 | 0.113397 | 1.1111 | 0.134658 |
| 12 | 0.510367 | 5.0006 | 1e-06 |
| 13 | -0.16912 | -1.657 | 0.050389 |
| 14 | -0.124831 | -1.2231 | 0.112145 |
| 15 | -0.178117 | -1.7452 | 0.042076 |
| 16 | 0.033576 | 0.329 | 0.371445 |
| 17 | -0.145456 | -1.4252 | 0.078675 |
| 18 | 0.01415 | 0.1386 | 0.445012 |
| 19 | 0.026658 | 0.2612 | 0.397249 |
| 20 | 0.000321 | 0.0031 | 0.498747 |
| 21 | 0.062704 | 0.6144 | 0.270211 |
| 22 | -0.054398 | -0.533 | 0.297636 |
| 23 | -0.018854 | -0.1847 | 0.426917 |
| 24 | -0.159686 | -1.5646 | 0.060484 |
| 25 | 0.071744 | 0.7029 | 0.241894 |
| 26 | -0.107469 | -1.053 | 0.147498 |
| 27 | -0.059549 | -0.5835 | 0.280475 |
| 28 | -0.067962 | -0.6659 | 0.253539 |
| 29 | -0.051061 | -0.5003 | 0.309007 |
| 30 | -0.080708 | -0.7908 | 0.215512 |
| 31 | 0.08025 | 0.7863 | 0.216817 |
| 32 | -0.045957 | -0.4503 | 0.326759 |
| 33 | -0.008421 | -0.0825 | 0.467206 |
| 34 | 0.006311 | 0.0618 | 0.475413 |
| 35 | -0.105113 | -1.0299 | 0.152823 |
| 36 | 0.136968 | 1.342 | 0.09138 |
