| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.843151 | 6.3096 | 0 |
| 2 | 0.584448 | 4.3736 | 2.7e-05 |
| 3 | 0.387478 | 2.8996 | 0.002664 |
| 4 | 0.336315 | 2.5168 | 0.007367 |
| 5 | 0.380258 | 2.8456 | 0.003091 |
| 6 | 0.409862 | 3.0671 | 0.001663 |
| 7 | 0.329764 | 2.4677 | 0.00834 |
| 8 | 0.195486 | 1.4629 | 0.074545 |
| 9 | 0.11301 | 0.8457 | 0.200662 |
| 10 | 0.112808 | 0.8442 | 0.201082 |
| 11 | 0.173806 | 1.3006 | 0.099354 |
| 12 | 0.195687 | 1.4644 | 0.07434 |
| 13 | 0.11711 | 0.8764 | 0.192287 |
| 14 | 0.004628 | 0.0346 | 0.486249 |
| 15 | -0.080041 | -0.599 | 0.275803 |
| 16 | -0.150246 | -1.1243 | 0.132833 |
| 17 | -0.198537 | -1.4857 | 0.071482 |
| 18 | -0.223267 | -1.6708 | 0.050173 |
| 19 | -0.250064 | -1.8713 | 0.033265 |
| 20 | -0.266119 | -1.9915 | 0.025659 |
| 21 | -0.270464 | -2.024 | 0.023877 |
| 22 | -0.281978 | -2.1101 | 0.019664 |
| 23 | -0.296106 | -2.2159 | 0.015392 |
| 24 | -0.301684 | -2.2576 | 0.013944 |
| 25 | -0.306427 | -2.2931 | 0.01281 |
| 26 | -0.274372 | -2.0532 | 0.022367 |
| 27 | -0.231854 | -1.735 | 0.044118 |
| 28 | -0.240319 | -1.7984 | 0.038754 |
| 29 | -0.27814 | -2.0814 | 0.02099 |
| 30 | -0.312114 | -2.3356 | 0.011558 |
| 31 | -0.344146 | -2.5754 | 0.006341 |
| 32 | -0.33938 | -2.5397 | 0.006949 |
| 33 | -0.284178 | -2.1266 | 0.018937 |
| 34 | -0.214371 | -1.6042 | 0.057147 |
| 35 | -0.144431 | -1.0808 | 0.142204 |
| 36 | -0.095438 | -0.7142 | 0.239037 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.843151 | 6.3096 | 0 |
| 2 | -0.437417 | -3.2733 | 0.000912 |
| 3 | 0.205143 | 1.5352 | 0.065189 |
| 4 | 0.2676 | 2.0025 | 0.025039 |
| 5 | 0.065858 | 0.4928 | 0.312027 |
| 6 | -0.062819 | -0.4701 | 0.320057 |
| 7 | -0.212659 | -1.5914 | 0.058576 |
| 8 | 0.067969 | 0.5086 | 0.306503 |
| 9 | 0.128747 | 0.9635 | 0.169731 |
| 10 | -0.041007 | -0.3069 | 0.380042 |
| 11 | 0.068926 | 0.5158 | 0.304013 |
| 12 | -0.131024 | -0.9805 | 0.16553 |
| 13 | -0.126557 | -0.9471 | 0.173838 |
| 14 | 0.097359 | 0.7286 | 0.234652 |
| 15 | -0.125432 | -0.9386 | 0.175971 |
| 16 | -0.299913 | -2.2443 | 0.01439 |
| 17 | -0.023916 | -0.179 | 0.429302 |
| 18 | 0.098811 | 0.7394 | 0.231365 |
| 19 | -0.040708 | -0.3046 | 0.380888 |
| 20 | -0.054831 | -0.4103 | 0.34157 |
| 21 | -0.071088 | -0.532 | 0.298425 |
| 22 | -0.016844 | -0.1261 | 0.450071 |
| 23 | 0.012085 | 0.0904 | 0.46413 |
| 24 | -0.01977 | -0.1479 | 0.441457 |
| 25 | -0.081748 | -0.6117 | 0.271591 |
| 26 | 0.106305 | 0.7955 | 0.214836 |
| 27 | 0.01079 | 0.0807 | 0.467967 |
| 28 | -0.125411 | -0.9385 | 0.176011 |
| 29 | -0.002968 | -0.0222 | 0.491181 |
| 30 | -0.081453 | -0.6095 | 0.272315 |
| 31 | -0.153066 | -1.1454 | 0.128449 |
| 32 | 0.042454 | 0.3177 | 0.375948 |
| 33 | 0.069824 | 0.5225 | 0.301686 |
| 34 | 0.040049 | 0.2997 | 0.382758 |
| 35 | 0.067124 | 0.5023 | 0.30871 |
| 36 | -0.023155 | -0.1733 | 0.431531 |
