| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.84508 | 6.6542 | 0 |
| 2 | 0.613685 | 4.8322 | 5e-06 |
| 3 | 0.462309 | 3.6402 | 0.000279 |
| 4 | 0.456239 | 3.5924 | 0.000324 |
| 5 | 0.507345 | 3.9948 | 8.7e-05 |
| 6 | 0.534736 | 4.2105 | 4.2e-05 |
| 7 | 0.491723 | 3.8718 | 0.000131 |
| 8 | 0.404449 | 3.1846 | 0.001134 |
| 9 | 0.334729 | 2.6357 | 0.005298 |
| 10 | 0.322273 | 2.5376 | 0.006845 |
| 11 | 0.33136 | 2.6091 | 0.005681 |
| 12 | 0.320739 | 2.5255 | 0.007062 |
| 13 | 0.228201 | 1.7969 | 0.038615 |
| 14 | 0.134772 | 1.0612 | 0.146359 |
| 15 | 0.078536 | 0.6184 | 0.26929 |
| 16 | 0.061755 | 0.4863 | 0.31425 |
| 17 | 0.043741 | 0.3444 | 0.365849 |
| 18 | 0.029869 | 0.2352 | 0.407418 |
| 19 | -0.008519 | -0.0671 | 0.473368 |
| 20 | -0.068414 | -0.5387 | 0.296014 |
| 21 | -0.108805 | -0.8567 | 0.197447 |
| 22 | -0.120128 | -0.9459 | 0.173938 |
| 23 | -0.122759 | -0.9666 | 0.168748 |
| 24 | -0.124482 | -0.9802 | 0.165404 |
| 25 | -0.161707 | -1.2733 | 0.103836 |
| 26 | -0.18846 | -1.4839 | 0.071446 |
| 27 | -0.202468 | -1.5942 | 0.057984 |
| 28 | -0.196458 | -1.5469 | 0.063487 |
| 29 | -0.196625 | -1.5482 | 0.063329 |
| 30 | -0.199921 | -1.5742 | 0.060268 |
| 31 | -0.223115 | -1.7568 | 0.041944 |
| 32 | -0.258661 | -2.0367 | 0.022978 |
| 33 | -0.270085 | -2.1266 | 0.018718 |
| 34 | -0.246846 | -1.9437 | 0.028239 |
| 35 | -0.217106 | -1.7095 | 0.04618 |
| 36 | -0.202183 | -1.592 | 0.058237 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.84508 | 6.6542 | 0 |
| 2 | -0.351509 | -2.7678 | 0.003716 |
| 3 | 0.233323 | 1.8372 | 0.035488 |
| 4 | 0.305558 | 2.406 | 0.009562 |
| 5 | 0.036842 | 0.2901 | 0.386356 |
| 6 | 0.065979 | 0.5195 | 0.302624 |
| 7 | -0.032745 | -0.2578 | 0.398694 |
| 8 | -0.037632 | -0.2963 | 0.383991 |
| 9 | 0.0374 | 0.2945 | 0.384684 |
| 10 | 0.051867 | 0.4084 | 0.342193 |
| 11 | -0.055852 | -0.4398 | 0.330813 |
| 12 | -0.023606 | -0.1859 | 0.426577 |
| 13 | -0.248175 | -1.9541 | 0.0276 |
| 14 | 0.093687 | 0.7377 | 0.231742 |
| 15 | -0.067537 | -0.5318 | 0.298387 |
| 16 | -0.111667 | -0.8793 | 0.191325 |
| 17 | -0.042967 | -0.3383 | 0.368131 |
| 18 | 0.065624 | 0.5167 | 0.303594 |
| 19 | -0.108924 | -0.8577 | 0.19719 |
| 20 | -0.054949 | -0.4327 | 0.333379 |
| 21 | 0.070186 | 0.5526 | 0.291246 |
| 22 | -0.060714 | -0.4781 | 0.317144 |
| 23 | -0.00378 | -0.0298 | 0.488177 |
| 24 | 0.051088 | 0.4023 | 0.344436 |
| 25 | -0.105202 | -0.8284 | 0.205322 |
| 26 | 0.091108 | 0.7174 | 0.237915 |
| 27 | -0.029984 | -0.2361 | 0.407067 |
| 28 | -0.010709 | -0.0843 | 0.466536 |
| 29 | 0.012076 | 0.0951 | 0.462276 |
| 30 | -0.0445 | -0.3504 | 0.363615 |
| 31 | -0.058879 | -0.4636 | 0.322274 |
| 32 | -0.016997 | -0.1338 | 0.446982 |
| 33 | -0.004736 | -0.0373 | 0.485187 |
| 34 | 0.002862 | 0.0225 | 0.491046 |
| 35 | 0.012986 | 0.1023 | 0.459443 |
| 36 | -0.046826 | -0.3687 | 0.3568 |
