| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.853674 | 7.2938 | 0 |
| 2 | 0.606081 | 5.1784 | 1e-06 |
| 3 | 0.432859 | 3.6983 | 0.000209 |
| 4 | 0.432143 | 3.6922 | 0.000213 |
| 5 | 0.555425 | 4.7456 | 5e-06 |
| 6 | 0.650199 | 5.5553 | 0 |
| 7 | 0.607385 | 5.1895 | 1e-06 |
| 8 | 0.475716 | 4.0645 | 6e-05 |
| 9 | 0.365624 | 3.1239 | 0.00128 |
| 10 | 0.349605 | 2.987 | 0.001917 |
| 11 | 0.405859 | 3.4677 | 0.000442 |
| 12 | 0.449741 | 3.8426 | 0.000129 |
| 13 | 0.365739 | 3.1249 | 0.001276 |
| 14 | 0.259052 | 2.2133 | 0.015 |
| 15 | 0.172388 | 1.4729 | 0.072541 |
| 16 | 0.135164 | 1.1548 | 0.125961 |
| 17 | 0.131716 | 1.1254 | 0.132057 |
| 18 | 0.115759 | 0.989 | 0.162953 |
| 19 | 0.058946 | 0.5036 | 0.308016 |
| 20 | -0.010438 | -0.0892 | 0.464591 |
| 21 | -0.058891 | -0.5032 | 0.308182 |
| 22 | -0.076562 | -0.6541 | 0.257538 |
| 23 | -0.068804 | -0.5879 | 0.279219 |
| 24 | -0.064115 | -0.5478 | 0.29275 |
| 25 | -0.118654 | -1.0138 | 0.157018 |
| 26 | -0.157158 | -1.3428 | 0.091755 |
| 27 | -0.177937 | -1.5203 | 0.066379 |
| 28 | -0.17679 | -1.5105 | 0.067617 |
| 29 | -0.166574 | -1.4232 | 0.079467 |
| 30 | -0.175005 | -1.4952 | 0.069581 |
| 31 | -0.21772 | -1.8602 | 0.033443 |
| 32 | -0.268286 | -2.2922 | 0.012388 |
| 33 | -0.292779 | -2.5015 | 0.007304 |
| 34 | -0.281843 | -2.4081 | 0.009282 |
| 35 | -0.24784 | -2.1175 | 0.01881 |
| 36 | -0.225625 | -1.9277 | 0.028889 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.853674 | 7.2938 | 0 |
| 2 | -0.452283 | -3.8643 | 0.00012 |
| 3 | 0.313116 | 2.6753 | 0.004606 |
| 4 | 0.392044 | 3.3496 | 0.000642 |
| 5 | 0.221472 | 1.8923 | 0.031211 |
| 6 | -0.060863 | -0.52 | 0.302314 |
| 7 | -0.134399 | -1.1483 | 0.127296 |
| 8 | 0.108063 | 0.9233 | 0.179449 |
| 9 | 0.065737 | 0.5617 | 0.288036 |
| 10 | -0.018226 | -0.1557 | 0.438339 |
| 11 | -0.043409 | -0.3709 | 0.355897 |
| 12 | -0.016852 | -0.144 | 0.442956 |
| 13 | -0.370513 | -3.1657 | 0.001129 |
| 14 | 0.388867 | 3.3225 | 0.000698 |
| 15 | -0.334888 | -2.8613 | 0.00275 |
| 16 | -0.179096 | -1.5302 | 0.065145 |
| 17 | -0.072149 | -0.6164 | 0.269761 |
| 18 | 0.060863 | 0.52 | 0.302312 |
| 19 | -0.086213 | -0.7366 | 0.231861 |
| 20 | -0.143355 | -1.2248 | 0.11229 |
| 21 | 0.036507 | 0.3119 | 0.377996 |
| 22 | -0.025199 | -0.2153 | 0.415066 |
| 23 | 0.124245 | 1.0615 | 0.14597 |
| 24 | -0.047277 | -0.4039 | 0.343722 |
| 25 | -0.040682 | -0.3476 | 0.364575 |
| 26 | 0.076015 | 0.6495 | 0.259035 |
| 27 | 0.145103 | 1.2398 | 0.109517 |
| 28 | 0.006877 | 0.0588 | 0.476653 |
| 29 | -0.045482 | -0.3886 | 0.349351 |
| 30 | -0.027669 | -0.2364 | 0.406891 |
| 31 | -0.031792 | -0.2716 | 0.393337 |
| 32 | 0.000592 | 0.0051 | 0.497989 |
| 33 | -0.017263 | -0.1475 | 0.441575 |
| 34 | -0.047336 | -0.4044 | 0.343536 |
| 35 | -0.132084 | -1.1285 | 0.131396 |
| 36 | 0.022256 | 0.1902 | 0.424858 |
