| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.590909 | 6.1409 | 0 |
| 2 | 0.538779 | 5.5992 | 0 |
| 3 | 0.612348 | 6.3637 | 0 |
| 4 | 0.513008 | 5.3313 | 0 |
| 5 | 0.453966 | 4.7178 | 4e-06 |
| 6 | 0.462266 | 4.804 | 3e-06 |
| 7 | 0.452982 | 4.7075 | 4e-06 |
| 8 | 0.467794 | 4.8615 | 2e-06 |
| 9 | 0.488013 | 5.0716 | 1e-06 |
| 10 | 0.452228 | 4.6997 | 4e-06 |
| 11 | 0.452211 | 4.6995 | 4e-06 |
| 12 | 0.520174 | 5.4058 | 0 |
| 13 | 0.352577 | 3.6641 | 0.000193 |
| 14 | 0.398743 | 4.1439 | 3.4e-05 |
| 15 | 0.374705 | 3.894 | 8.6e-05 |
| 16 | 0.257682 | 2.6779 | 0.004283 |
| 17 | 0.306104 | 3.1811 | 0.000958 |
| 18 | 0.272249 | 2.8293 | 0.002781 |
| 19 | 0.219557 | 2.2817 | 0.012234 |
| 20 | 0.187387 | 1.9474 | 0.027042 |
| 21 | 0.261484 | 2.7174 | 0.003833 |
| 22 | 0.217515 | 2.2605 | 0.012898 |
| 23 | 0.200221 | 2.0808 | 0.019911 |
| 24 | 0.223714 | 2.3249 | 0.010973 |
| 25 | 0.167705 | 1.7428 | 0.042104 |
| 26 | 0.139325 | 1.4479 | 0.075269 |
| 27 | 0.072301 | 0.7514 | 0.227031 |
| 28 | 0.01519 | 0.1579 | 0.43743 |
| 29 | 0.042769 | 0.4445 | 0.328796 |
| 30 | -0.040407 | -0.4199 | 0.337687 |
| 31 | -0.084275 | -0.8758 | 0.191539 |
| 32 | -0.030087 | -0.3127 | 0.377565 |
| 33 | -0.022968 | -0.2387 | 0.405898 |
| 34 | -0.070805 | -0.7358 | 0.231714 |
| 35 | -0.096881 | -1.0068 | 0.158137 |
| 36 | -0.055853 | -0.5804 | 0.281413 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.590909 | 6.1409 | 0 |
| 2 | 0.29133 | 3.0276 | 0.001542 |
| 3 | 0.360282 | 3.7442 | 0.000146 |
| 4 | 0.062291 | 0.6473 | 0.259391 |
| 5 | 0.006696 | 0.0696 | 0.472324 |
| 6 | 0.037223 | 0.3868 | 0.349821 |
| 7 | 0.076124 | 0.7911 | 0.215308 |
| 8 | 0.139466 | 1.4494 | 0.075066 |
| 9 | 0.138121 | 1.4354 | 0.077032 |
| 10 | 0.024218 | 0.2517 | 0.400884 |
| 11 | 0.021316 | 0.2215 | 0.412554 |
| 12 | 0.151726 | 1.5768 | 0.058885 |
| 13 | -0.207255 | -2.1539 | 0.016737 |
| 14 | 0.054607 | 0.5675 | 0.285779 |
| 15 | -0.096124 | -0.9989 | 0.160026 |
| 16 | -0.134509 | -1.3979 | 0.08251 |
| 17 | 0.033016 | 0.3431 | 0.366091 |
| 18 | -0.075574 | -0.7854 | 0.216972 |
| 19 | -0.048933 | -0.5085 | 0.306062 |
| 20 | -0.145945 | -1.5167 | 0.066131 |
| 21 | 0.105599 | 1.0974 | 0.137449 |
| 22 | 2e-06 | 0 | 0.499994 |
| 23 | 0.03703 | 0.3848 | 0.350563 |
| 24 | -0.001691 | -0.0176 | 0.493004 |
| 25 | 0.003044 | 0.0316 | 0.48741 |
| 26 | -0.09119 | -0.9477 | 0.172704 |
| 27 | -0.115 | -1.1951 | 0.117329 |
| 28 | -0.06783 | -0.7049 | 0.241193 |
| 29 | -0.032797 | -0.3408 | 0.366944 |
| 30 | -0.071212 | -0.7401 | 0.230434 |
| 31 | -0.121585 | -1.2635 | 0.104556 |
| 32 | 0.058653 | 0.6095 | 0.271725 |
| 33 | -0.017464 | -0.1815 | 0.42816 |
| 34 | 0.025133 | 0.2612 | 0.397221 |
| 35 | -0.110618 | -1.1496 | 0.126429 |
| 36 | 0.035855 | 0.3726 | 0.355082 |
