| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.824288 | 6.3849 | 0 |
| 2 | 0.545081 | 4.2222 | 4.2e-05 |
| 3 | 0.312001 | 2.4167 | 0.009359 |
| 4 | 0.182105 | 1.4106 | 0.081767 |
| 5 | 0.137449 | 1.0647 | 0.145645 |
| 6 | 0.109911 | 0.8514 | 0.198975 |
| 7 | 0.086025 | 0.6663 | 0.253873 |
| 8 | 0.092858 | 0.7193 | 0.237381 |
| 9 | 0.185565 | 1.4374 | 0.077902 |
| 10 | 0.363648 | 2.8168 | 0.003278 |
| 11 | 0.554971 | 4.2988 | 3.2e-05 |
| 12 | 0.651744 | 5.0484 | 2e-06 |
| 13 | 0.487563 | 3.7766 | 0.000184 |
| 14 | 0.248762 | 1.9269 | 0.029365 |
| 15 | 0.052139 | 0.4039 | 0.343874 |
| 16 | -0.059083 | -0.4577 | 0.324426 |
| 17 | -0.104871 | -0.8123 | 0.209909 |
| 18 | -0.140997 | -1.0922 | 0.139566 |
| 19 | -0.17118 | -1.326 | 0.094941 |
| 20 | -0.170735 | -1.3225 | 0.095509 |
| 21 | -0.09974 | -0.7726 | 0.221402 |
| 22 | 0.033512 | 0.2596 | 0.398038 |
| 23 | 0.165183 | 1.2795 | 0.102824 |
| 24 | 0.229912 | 1.7809 | 0.039997 |
| 25 | 0.105236 | 0.8152 | 0.209104 |
| 26 | -0.070111 | -0.5431 | 0.294545 |
| 27 | -0.206273 | -1.5978 | 0.057672 |
| 28 | -0.270462 | -2.095 | 0.020201 |
| 29 | -0.292829 | -2.2682 | 0.013463 |
| 30 | -0.312398 | -2.4198 | 0.009287 |
| 31 | -0.329483 | -2.5522 | 0.006635 |
| 32 | -0.318283 | -2.4654 | 0.008282 |
| 33 | -0.259142 | -2.0073 | 0.024614 |
| 34 | -0.16212 | -1.2558 | 0.107032 |
| 35 | -0.06653 | -0.5153 | 0.304105 |
| 36 | -0.013753 | -0.1065 | 0.457757 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.824288 | 6.3849 | 0 |
| 2 | -0.419189 | -3.247 | 0.000955 |
| 3 | 0.075266 | 0.583 | 0.281036 |
| 4 | 0.082671 | 0.6404 | 0.262187 |
| 5 | 0.038123 | 0.2953 | 0.384392 |
| 6 | -0.073084 | -0.5661 | 0.286717 |
| 7 | 0.040064 | 0.3103 | 0.37869 |
| 8 | 0.114016 | 0.8832 | 0.190336 |
| 9 | 0.271384 | 2.1021 | 0.019874 |
| 10 | 0.278345 | 2.1561 | 0.017549 |
| 11 | 0.224058 | 1.7355 | 0.043889 |
| 12 | 0.051102 | 0.3958 | 0.346816 |
| 13 | -0.60607 | -4.6946 | 8e-06 |
| 14 | 0.159213 | 1.2333 | 0.111144 |
| 15 | -0.144916 | -1.1225 | 0.133058 |
| 16 | -0.050137 | -0.3884 | 0.349563 |
| 17 | -0.071554 | -0.5543 | 0.290733 |
| 18 | -0.008028 | -0.0622 | 0.47531 |
| 19 | -0.046819 | -0.3627 | 0.359067 |
| 20 | -0.076588 | -0.5933 | 0.277621 |
| 21 | -0.081276 | -0.6296 | 0.265685 |
| 22 | -0.080392 | -0.6227 | 0.267916 |
| 23 | -0.028791 | -0.223 | 0.412142 |
| 24 | 0.034958 | 0.2708 | 0.393743 |
| 25 | -0.057111 | -0.4424 | 0.329903 |
| 26 | 0.023664 | 0.1833 | 0.427591 |
| 27 | 0.005302 | 0.0411 | 0.48369 |
| 28 | 0.029322 | 0.2271 | 0.410547 |
| 29 | -0.074351 | -0.5759 | 0.283411 |
| 30 | 0.032105 | 0.2487 | 0.402228 |
| 31 | -0.044379 | -0.3438 | 0.366114 |
| 32 | 0.021793 | 0.1688 | 0.433256 |
| 33 | -0.095402 | -0.739 | 0.2314 |
| 34 | -0.035854 | -0.2777 | 0.39109 |
| 35 | 0.026417 | 0.2046 | 0.419277 |
| 36 | -0.037482 | -0.2903 | 0.38628 |
