| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.632568 | 4.8999 | 4e-06 |
| 2 | 0.729162 | 5.6481 | 0 |
| 3 | 0.545761 | 4.2274 | 4.1e-05 |
| 4 | 0.542226 | 4.2001 | 4.5e-05 |
| 5 | 0.50682 | 3.9258 | 0.000113 |
| 6 | 0.465185 | 3.6033 | 0.00032 |
| 7 | 0.458129 | 3.5487 | 0.00038 |
| 8 | 0.449806 | 3.4842 | 0.000464 |
| 9 | 0.44426 | 3.4412 | 0.00053 |
| 10 | 0.360095 | 2.7893 | 0.003534 |
| 11 | 0.335324 | 2.5974 | 0.005899 |
| 12 | 0.203632 | 1.5773 | 0.059989 |
| 13 | 0.215965 | 1.6729 | 0.049781 |
| 14 | 0.140453 | 1.0879 | 0.140485 |
| 15 | 0.177946 | 1.3784 | 0.086604 |
| 16 | 0.171333 | 1.3271 | 0.094746 |
| 17 | 0.09243 | 0.716 | 0.238397 |
| 18 | 0.113228 | 0.8771 | 0.191976 |
| 19 | -0.010321 | -0.0799 | 0.468272 |
| 20 | -0.002615 | -0.0203 | 0.491953 |
| 21 | -0.062579 | -0.4847 | 0.314815 |
| 22 | -0.05862 | -0.4541 | 0.325709 |
| 23 | -0.059967 | -0.4645 | 0.321983 |
| 24 | -0.061391 | -0.4755 | 0.318067 |
| 25 | -0.029952 | -0.232 | 0.40866 |
| 26 | -0.065299 | -0.5058 | 0.307425 |
| 27 | -0.082818 | -0.6415 | 0.26182 |
| 28 | -0.144011 | -1.1155 | 0.134541 |
| 29 | -0.18053 | -1.3984 | 0.083573 |
| 30 | -0.180121 | -1.3952 | 0.084048 |
| 31 | -0.173213 | -1.3417 | 0.092375 |
| 32 | -0.214891 | -1.6645 | 0.05061 |
| 33 | -0.19303 | -1.4952 | 0.070051 |
| 34 | -0.222623 | -1.7244 | 0.04489 |
| 35 | -0.275273 | -2.1323 | 0.018544 |
| 36 | -0.251755 | -1.9501 | 0.027921 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.632568 | 4.8999 | 4e-06 |
| 2 | 0.548497 | 4.2486 | 3.8e-05 |
| 3 | -0.022542 | -0.1746 | 0.430988 |
| 4 | -0.0257 | -0.1991 | 0.421439 |
| 5 | 0.148081 | 1.147 | 0.127961 |
| 6 | 0.034186 | 0.2648 | 0.396035 |
| 7 | 0.019867 | 0.1539 | 0.439108 |
| 8 | 0.101802 | 0.7886 | 0.216739 |
| 9 | 0.066887 | 0.5181 | 0.303146 |
| 10 | -0.172472 | -1.336 | 0.093304 |
| 11 | -0.087596 | -0.6785 | 0.250027 |
| 12 | -0.168299 | -1.3036 | 0.098669 |
| 13 | -0.015599 | -0.1208 | 0.452115 |
| 14 | 0.013375 | 0.1036 | 0.458916 |
| 15 | 0.086529 | 0.6703 | 0.252634 |
| 16 | 0.100305 | 0.777 | 0.220118 |
| 17 | -0.203607 | -1.5771 | 0.060011 |
| 18 | -0.043999 | -0.3408 | 0.367216 |
| 19 | -0.094288 | -0.7304 | 0.234008 |
| 20 | -0.04253 | -0.3294 | 0.371487 |
| 21 | 0.072272 | 0.5598 | 0.288843 |
| 22 | 0.074278 | 0.5754 | 0.283602 |
| 23 | 0.037598 | 0.2912 | 0.385938 |
| 24 | -0.070511 | -0.5462 | 0.293486 |
| 25 | 0.058195 | 0.4508 | 0.326886 |
| 26 | -0.031515 | -0.2441 | 0.403986 |
| 27 | -0.074107 | -0.574 | 0.284046 |
| 28 | -0.016719 | -0.1295 | 0.448696 |
| 29 | -0.092039 | -0.7129 | 0.239326 |
| 30 | 0.035615 | 0.2759 | 0.391798 |
| 31 | -0.00328 | -0.0254 | 0.489906 |
| 32 | -0.153671 | -1.1903 | 0.119302 |
| 33 | -0.054296 | -0.4206 | 0.337784 |
| 34 | -0.015644 | -0.1212 | 0.451976 |
| 35 | -0.132669 | -1.0276 | 0.15412 |
| 36 | 0.031561 | 0.2445 | 0.403852 |
