| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.668232 | 4.6776 | 1.2e-05 |
| 2 | 0.71095 | 4.9766 | 4e-06 |
| 3 | 0.691204 | 4.8384 | 7e-06 |
| 4 | 0.605185 | 4.2363 | 5e-05 |
| 5 | 0.510416 | 3.5729 | 0.000402 |
| 6 | 0.497814 | 3.4847 | 0.000524 |
| 7 | 0.39128 | 2.739 | 0.004285 |
| 8 | 0.38375 | 2.6863 | 0.004919 |
| 9 | 0.283439 | 1.9841 | 0.026432 |
| 10 | 0.196291 | 1.374 | 0.087842 |
| 11 | 0.17543 | 1.228 | 0.112655 |
| 12 | 0.094172 | 0.6592 | 0.256425 |
| 13 | 0.048797 | 0.3416 | 0.367063 |
| 14 | 0.049009 | 0.3431 | 0.36651 |
| 15 | -0.004793 | -0.0335 | 0.486687 |
| 16 | -0.117315 | -0.8212 | 0.207753 |
| 17 | -0.050532 | -0.3537 | 0.362531 |
| 18 | -0.163197 | -1.1424 | 0.129423 |
| 19 | -0.146784 | -1.0275 | 0.154617 |
| 20 | -0.18857 | -1.32 | 0.096486 |
| 21 | -0.19069 | -1.3348 | 0.094051 |
| 22 | -0.253291 | -1.773 | 0.041219 |
| 23 | -0.194564 | -1.3619 | 0.089721 |
| 24 | -0.356863 | -2.498 | 0.007947 |
| 25 | -0.32171 | -2.252 | 0.01442 |
| 26 | -0.32357 | -2.265 | 0.013985 |
| 27 | -0.367728 | -2.5741 | 0.006562 |
| 28 | -0.37317 | -2.6122 | 0.005955 |
| 29 | -0.338945 | -2.3726 | 0.010816 |
| 30 | -0.325696 | -2.2799 | 0.013503 |
| 31 | -0.351047 | -2.4573 | 0.008792 |
| 32 | -0.327432 | -2.292 | 0.01312 |
| 33 | -0.302923 | -2.1205 | 0.019527 |
| 34 | -0.268349 | -1.8784 | 0.033138 |
| 35 | -0.247672 | -1.7337 | 0.04463 |
| 36 | -0.206415 | -1.4449 | 0.077425 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.668232 | 4.6776 | 1.2e-05 |
| 2 | 0.477745 | 3.3442 | 0.000794 |
| 3 | 0.289942 | 2.0296 | 0.023923 |
| 4 | -0.004486 | -0.0314 | 0.487538 |
| 5 | -0.212149 | -1.485 | 0.071969 |
| 6 | -0.05236 | -0.3665 | 0.357779 |
| 7 | -0.09676 | -0.6773 | 0.250694 |
| 8 | 0.084045 | 0.5883 | 0.279512 |
| 9 | -0.067214 | -0.4705 | 0.320043 |
| 10 | -0.186768 | -1.3074 | 0.098593 |
| 11 | -0.036104 | -0.2527 | 0.400767 |
| 12 | -0.033922 | -0.2375 | 0.406646 |
| 13 | 0.058739 | 0.4112 | 0.34137 |
| 14 | 0.116123 | 0.8129 | 0.210115 |
| 15 | 0.016017 | 0.1121 | 0.455595 |
| 16 | -0.297957 | -2.0857 | 0.021118 |
| 17 | 0.013094 | 0.0917 | 0.463671 |
| 18 | -0.042124 | -0.2949 | 0.38467 |
| 19 | 0.134162 | 0.9391 | 0.176134 |
| 20 | -0.008002 | -0.056 | 0.47778 |
| 21 | -0.063082 | -0.4416 | 0.33037 |
| 22 | -0.212082 | -1.4846 | 0.072031 |
| 23 | 0.062624 | 0.4384 | 0.331523 |
| 24 | -0.188869 | -1.3221 | 0.09614 |
| 25 | -0.091632 | -0.6414 | 0.262117 |
| 26 | 0.068524 | 0.4797 | 0.316799 |
| 27 | 0.03152 | 0.2206 | 0.413145 |
| 28 | -0.024224 | -0.1696 | 0.433025 |
| 29 | 0.012902 | 0.0903 | 0.464203 |
| 30 | 0.176187 | 1.2333 | 0.111672 |
| 31 | -0.104453 | -0.7312 | 0.234078 |
| 32 | -0.079055 | -0.5534 | 0.291257 |
| 33 | 0.039445 | 0.2761 | 0.391812 |
| 34 | -0.008377 | -0.0586 | 0.47674 |
| 35 | 0.104496 | 0.7315 | 0.233987 |
| 36 | -0.014328 | -0.1003 | 0.460258 |
