| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.755357 | 6.4538 | 0 |
| 2 | 0.679467 | 5.8054 | 0 |
| 3 | 0.709459 | 6.0616 | 0 |
| 4 | 0.583811 | 4.9881 | 2e-06 |
| 5 | 0.556172 | 4.7519 | 5e-06 |
| 6 | 0.540877 | 4.6213 | 8e-06 |
| 7 | 0.392859 | 3.3566 | 0.000628 |
| 8 | 0.385812 | 3.2964 | 0.000757 |
| 9 | 0.367286 | 3.1381 | 0.001227 |
| 10 | 0.251316 | 2.1472 | 0.017547 |
| 11 | 0.283218 | 2.4198 | 0.009009 |
| 12 | 0.340835 | 2.9121 | 0.00238 |
| 13 | 0.196803 | 1.6815 | 0.048471 |
| 14 | 0.159454 | 1.3624 | 0.088634 |
| 15 | 0.162145 | 1.3854 | 0.085079 |
| 16 | 0.12411 | 1.0604 | 0.14623 |
| 17 | 0.130044 | 1.1111 | 0.135087 |
| 18 | 0.119363 | 1.0198 | 0.155588 |
| 19 | 0.082918 | 0.7084 | 0.240462 |
| 20 | 0.071243 | 0.6087 | 0.272306 |
| 21 | 0.050306 | 0.4298 | 0.334298 |
| 22 | 0.016865 | 0.1441 | 0.442911 |
| 23 | 0.039776 | 0.3398 | 0.367476 |
| 24 | 0.070781 | 0.6048 | 0.273609 |
| 25 | 0.018716 | 0.1599 | 0.436695 |
| 26 | -0.058125 | -0.4966 | 0.310475 |
| 27 | -0.05093 | -0.4351 | 0.33237 |
| 28 | -0.045724 | -0.3907 | 0.348591 |
| 29 | -0.080274 | -0.6859 | 0.247486 |
| 30 | -0.077922 | -0.6658 | 0.253829 |
| 31 | -0.070381 | -0.6013 | 0.27474 |
| 32 | -0.126478 | -1.0806 | 0.141711 |
| 33 | -0.14046 | -1.2001 | 0.116992 |
| 34 | -0.135827 | -1.1605 | 0.124812 |
| 35 | -0.17943 | -1.533 | 0.064793 |
| 36 | -0.1396 | -1.1927 | 0.118416 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.755357 | 6.4538 | 0 |
| 2 | 0.253595 | 2.1667 | 0.01676 |
| 3 | 0.335523 | 2.8667 | 0.002708 |
| 4 | -0.148726 | -1.2707 | 0.103932 |
| 5 | 0.089026 | 0.7606 | 0.224663 |
| 6 | -0.001879 | -0.0161 | 0.493619 |
| 7 | -0.219923 | -1.879 | 0.032117 |
| 8 | 0.068427 | 0.5846 | 0.280296 |
| 9 | -0.004914 | -0.042 | 0.483312 |
| 10 | -0.080559 | -0.6883 | 0.246725 |
| 11 | 0.131846 | 1.1265 | 0.131823 |
| 12 | 0.247969 | 2.1186 | 0.018762 |
| 13 | -0.246986 | -2.1102 | 0.019132 |
| 14 | -0.167744 | -1.4332 | 0.078034 |
| 15 | -0.01462 | -0.1249 | 0.450467 |
| 16 | 0.144378 | 1.2336 | 0.110661 |
| 17 | -0.04439 | -0.3793 | 0.352796 |
| 18 | 0.02489 | 0.2127 | 0.416092 |
| 19 | 0.145825 | 1.2459 | 0.108387 |
| 20 | -0.145221 | -1.2408 | 0.109332 |
| 21 | -0.100533 | -0.859 | 0.196589 |
| 22 | 0.046127 | 0.3941 | 0.347325 |
| 23 | 0.058408 | 0.499 | 0.309627 |
| 24 | -0.027209 | -0.2325 | 0.40841 |
| 25 | 0.006308 | 0.0539 | 0.478583 |
| 26 | -0.138704 | -1.1851 | 0.119914 |
| 27 | -0.040347 | -0.3447 | 0.365645 |
| 28 | 0.008492 | 0.0726 | 0.471179 |
| 29 | -0.004131 | -0.0353 | 0.485972 |
| 30 | 0.012724 | 0.1087 | 0.456864 |
| 31 | 0.084368 | 0.7208 | 0.236655 |
| 32 | -0.074918 | -0.6401 | 0.262056 |
| 33 | -0.121571 | -1.0387 | 0.151185 |
| 34 | 0.048516 | 0.4145 | 0.339853 |
| 35 | -0.125526 | -1.0725 | 0.143516 |
| 36 | -0.010276 | -0.0878 | 0.46514 |
