| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.851369 | 6.864 | 0 |
| 2 | 0.604733 | 4.8755 | 4e-06 |
| 3 | 0.459163 | 3.7019 | 0.000222 |
| 4 | 0.474851 | 3.8284 | 0.000146 |
| 5 | 0.587403 | 4.7358 | 6e-06 |
| 6 | 0.6473 | 5.2187 | 1e-06 |
| 7 | 0.571139 | 4.6047 | 1e-05 |
| 8 | 0.420397 | 3.3893 | 0.000597 |
| 9 | 0.299353 | 2.4135 | 0.009315 |
| 10 | 0.274457 | 2.2127 | 0.015217 |
| 11 | 0.32474 | 2.6181 | 0.005494 |
| 12 | 0.3642 | 2.9363 | 0.002295 |
| 13 | 0.286687 | 2.3113 | 0.011997 |
| 14 | 0.17461 | 1.4077 | 0.081985 |
| 15 | 0.098356 | 0.793 | 0.21534 |
| 16 | 0.063553 | 0.5124 | 0.305061 |
| 17 | 0.053315 | 0.4298 | 0.334367 |
| 18 | 0.027068 | 0.2182 | 0.413969 |
| 19 | -0.036385 | -0.2933 | 0.385098 |
| 20 | -0.107212 | -0.8644 | 0.195281 |
| 21 | -0.159312 | -1.2844 | 0.101777 |
| 22 | -0.189673 | -1.5292 | 0.065534 |
| 23 | -0.194608 | -1.569 | 0.060754 |
| 24 | -0.200086 | -1.6131 | 0.055779 |
| 25 | -0.25058 | -2.0202 | 0.023742 |
| 26 | -0.286431 | -2.3093 | 0.012058 |
| 27 | -0.287956 | -2.3216 | 0.0117 |
| 28 | -0.269374 | -2.1718 | 0.016764 |
| 29 | -0.249028 | -2.0077 | 0.024416 |
| 30 | -0.252106 | -2.0325 | 0.023094 |
| 31 | -0.288104 | -2.3228 | 0.011666 |
| 32 | -0.332472 | -2.6805 | 0.004653 |
| 33 | -0.34701 | -2.7977 | 0.003382 |
| 34 | -0.324847 | -2.619 | 0.005481 |
| 35 | -0.285402 | -2.301 | 0.012305 |
| 36 | -0.261104 | -2.1051 | 0.019577 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.851369 | 6.864 | 0 |
| 2 | -0.436442 | -3.5187 | 0.000399 |
| 3 | 0.409338 | 3.3002 | 0.000786 |
| 4 | 0.266684 | 2.1501 | 0.017637 |
| 5 | 0.236031 | 1.9029 | 0.030739 |
| 6 | -0.080969 | -0.6528 | 0.258097 |
| 7 | -0.115844 | -0.934 | 0.17689 |
| 8 | -0.01892 | -0.1525 | 0.439616 |
| 9 | -0.071222 | -0.5742 | 0.283904 |
| 10 | 0.001935 | 0.0156 | 0.493799 |
| 11 | 0.002319 | 0.0187 | 0.492571 |
| 12 | -0.012775 | -0.103 | 0.45914 |
| 13 | -0.304845 | -2.4577 | 0.008329 |
| 14 | 0.296147 | 2.3876 | 0.009937 |
| 15 | -0.187144 | -1.5088 | 0.068098 |
| 16 | -0.110684 | -0.8924 | 0.187745 |
| 17 | -0.107645 | -0.8679 | 0.194331 |
| 18 | -0.001552 | -0.0125 | 0.495028 |
| 19 | -0.076381 | -0.6158 | 0.270088 |
| 20 | -0.072413 | -0.5838 | 0.280684 |
| 21 | 0.000679 | 0.0055 | 0.497824 |
| 22 | -0.107658 | -0.868 | 0.194304 |
| 23 | 0.125194 | 1.0093 | 0.158276 |
| 24 | -0.128983 | -1.0399 | 0.151121 |
| 25 | 0.023284 | 0.1877 | 0.425841 |
| 26 | 0.065565 | 0.5286 | 0.29944 |
| 27 | 0.006408 | 0.0517 | 0.479477 |
| 28 | 0.091965 | 0.7414 | 0.230547 |
| 29 | -0.035891 | -0.2894 | 0.386612 |
| 30 | 0.057961 | 0.4673 | 0.320927 |
| 31 | -0.133347 | -1.0751 | 0.143158 |
| 32 | -0.01519 | -0.1225 | 0.451456 |
| 33 | 0.000336 | 0.0027 | 0.498925 |
| 34 | 0.005082 | 0.041 | 0.48372 |
| 35 | -0.080178 | -0.6464 | 0.260143 |
| 36 | -0.009395 | -0.0757 | 0.469927 |
