| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.680741 | 5.3168 | 1e-06 |
| 2 | 0.532862 | 4.1618 | 5e-05 |
| 3 | 0.54873 | 4.2857 | 3.3e-05 |
| 4 | 0.372704 | 2.9109 | 0.002513 |
| 5 | 0.314208 | 2.454 | 0.008498 |
| 6 | 0.232904 | 1.819 | 0.036908 |
| 7 | 0.062572 | 0.4887 | 0.313402 |
| 8 | -0.011675 | -0.0912 | 0.463823 |
| 9 | -0.107613 | -0.8405 | 0.201959 |
| 10 | -0.22884 | -1.7873 | 0.039428 |
| 11 | -0.207723 | -1.6224 | 0.054941 |
| 12 | -0.272914 | -2.1315 | 0.018541 |
| 13 | -0.344781 | -2.6928 | 0.004567 |
| 14 | -0.28747 | -2.2452 | 0.014195 |
| 15 | -0.303174 | -2.3679 | 0.010538 |
| 16 | -0.282649 | -2.2076 | 0.015523 |
| 17 | -0.209615 | -1.6371 | 0.053374 |
| 18 | -0.223893 | -1.7487 | 0.04269 |
| 19 | -0.158662 | -1.2392 | 0.110011 |
| 20 | -0.125608 | -0.981 | 0.165227 |
| 21 | -0.055618 | -0.4344 | 0.332769 |
| 22 | -0.003561 | -0.0278 | 0.48895 |
| 23 | -0.012765 | -0.0997 | 0.460457 |
| 24 | 0.037438 | 0.2924 | 0.385487 |
| 25 | 0.027999 | 0.2187 | 0.413815 |
| 26 | 0.051375 | 0.4012 | 0.344819 |
| 27 | 0.073335 | 0.5728 | 0.284455 |
| 28 | 0.058166 | 0.4543 | 0.325616 |
| 29 | 0.021343 | 0.1667 | 0.434082 |
| 30 | 0.007832 | 0.0612 | 0.475712 |
| 31 | -0.026315 | -0.2055 | 0.418922 |
| 32 | 0.030344 | 0.237 | 0.406727 |
| 33 | 0.121121 | 0.946 | 0.173943 |
| 34 | 0.100623 | 0.7859 | 0.217486 |
| 35 | 0.143425 | 1.1202 | 0.133513 |
| 36 | 0.155756 | 1.2165 | 0.114241 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.680741 | 5.3168 | 1e-06 |
| 2 | 0.129433 | 1.0109 | 0.158027 |
| 3 | 0.274505 | 2.1439 | 0.018016 |
| 4 | -0.20938 | -1.6353 | 0.053568 |
| 5 | 0.088584 | 0.6919 | 0.245824 |
| 6 | -0.160852 | -1.2563 | 0.106899 |
| 7 | -0.139121 | -1.0866 | 0.14075 |
| 8 | -0.103144 | -0.8056 | 0.211807 |
| 9 | -0.113931 | -0.8898 | 0.188527 |
| 10 | -0.115426 | -0.9015 | 0.185432 |
| 11 | 0.097073 | 0.7582 | 0.225635 |
| 12 | -0.105825 | -0.8265 | 0.205865 |
| 13 | -0.021244 | -0.1659 | 0.434384 |
| 14 | 0.026755 | 0.209 | 0.417586 |
| 15 | -0.014198 | -0.1109 | 0.456034 |
| 16 | 0.03013 | 0.2353 | 0.407373 |
| 17 | 0.000231 | 0.0018 | 0.499282 |
| 18 | -0.062542 | -0.4885 | 0.313484 |
| 19 | 0.045577 | 0.356 | 0.361546 |
| 20 | -0.118573 | -0.9261 | 0.179026 |
| 21 | 0.183519 | 1.4333 | 0.078435 |
| 22 | -0.133806 | -1.0451 | 0.150059 |
| 23 | 0.003854 | 0.0301 | 0.488042 |
| 24 | -0.003173 | -0.0248 | 0.490154 |
| 25 | -0.111329 | -0.8695 | 0.193989 |
| 26 | 0.08414 | 0.6572 | 0.256776 |
| 27 | -0.066479 | -0.5192 | 0.302743 |
| 28 | 0.009433 | 0.0737 | 0.470756 |
| 29 | -0.085766 | -0.6699 | 0.252739 |
| 30 | -0.029313 | -0.2289 | 0.409841 |
| 31 | -0.040097 | -0.3132 | 0.377612 |
| 32 | 0.191822 | 1.4982 | 0.069622 |
| 33 | 0.139036 | 1.0859 | 0.140896 |
| 34 | 0.104285 | 0.8145 | 0.209266 |
| 35 | 0.05947 | 0.4645 | 0.32198 |
| 36 | -0.042317 | -0.3305 | 0.371076 |
