| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.740205 | 6.2808 | 0 |
| 2 | 0.643131 | 5.4571 | 0 |
| 3 | 0.566731 | 4.8089 | 4e-06 |
| 4 | 0.56102 | 4.7604 | 5e-06 |
| 5 | 0.493289 | 4.1857 | 4e-05 |
| 6 | 0.485245 | 4.1174 | 5e-05 |
| 7 | 0.397174 | 3.3701 | 0.000605 |
| 8 | 0.359787 | 3.0529 | 0.001587 |
| 9 | 0.298725 | 2.5348 | 0.006713 |
| 10 | 0.333361 | 2.8287 | 0.003025 |
| 11 | 0.337654 | 2.8651 | 0.00273 |
| 12 | 0.307269 | 2.6073 | 0.005544 |
| 13 | 0.293223 | 2.4881 | 0.007579 |
| 14 | 0.235829 | 2.0011 | 0.024577 |
| 15 | 0.189105 | 1.6046 | 0.056479 |
| 16 | 0.182394 | 1.5477 | 0.063044 |
| 17 | 0.168348 | 1.4285 | 0.078739 |
| 18 | 0.167639 | 1.4225 | 0.079605 |
| 19 | 0.120915 | 1.026 | 0.154163 |
| 20 | 0.081194 | 0.689 | 0.246534 |
| 21 | 0.041472 | 0.3519 | 0.362969 |
| 22 | 0.041764 | 0.3544 | 0.362045 |
| 23 | 0.025383 | 0.2154 | 0.415038 |
| 24 | 0.043681 | 0.3706 | 0.355994 |
| 25 | 0.027968 | 0.2373 | 0.406544 |
| 26 | 0.034595 | 0.2935 | 0.384974 |
| 27 | -0.036804 | -0.3123 | 0.377861 |
| 28 | -0.065188 | -0.5531 | 0.29094 |
| 29 | -0.101909 | -0.8647 | 0.19503 |
| 30 | -0.071274 | -0.6048 | 0.273614 |
| 31 | -0.092322 | -0.7834 | 0.217986 |
| 32 | -0.113038 | -0.9592 | 0.170345 |
| 33 | -0.140755 | -1.1943 | 0.118131 |
| 34 | -0.163138 | -1.3843 | 0.085276 |
| 35 | -0.158178 | -1.3422 | 0.091877 |
| 36 | -0.109537 | -0.9294 | 0.177881 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.740205 | 6.2808 | 0 |
| 2 | 0.210635 | 1.7873 | 0.039049 |
| 3 | 0.081106 | 0.6882 | 0.246766 |
| 4 | 0.17368 | 1.4737 | 0.072458 |
| 5 | -0.02603 | -0.2209 | 0.412907 |
| 6 | 0.098388 | 0.8349 | 0.203282 |
| 7 | -0.108552 | -0.9211 | 0.180038 |
| 8 | -0.006843 | -0.0581 | 0.476929 |
| 9 | -0.045301 | -0.3844 | 0.35091 |
| 10 | 0.135704 | 1.1515 | 0.126671 |
| 11 | 0.092053 | 0.7811 | 0.218653 |
| 12 | -0.049653 | -0.4213 | 0.337389 |
| 13 | 0.067756 | 0.5749 | 0.283566 |
| 14 | -0.135315 | -1.1482 | 0.127347 |
| 15 | -0.054989 | -0.4666 | 0.321098 |
| 16 | 0.007623 | 0.0647 | 0.474301 |
| 17 | -0.023099 | -0.196 | 0.42258 |
| 18 | 0.079428 | 0.674 | 0.251244 |
| 19 | -0.072628 | -0.6163 | 0.269831 |
| 20 | -0.014737 | -0.1251 | 0.450416 |
| 21 | -0.079589 | -0.6753 | 0.250813 |
| 22 | 0.015292 | 0.1298 | 0.44856 |
| 23 | -0.02778 | -0.2357 | 0.40716 |
| 24 | 0.038424 | 0.326 | 0.37267 |
| 25 | 0.053944 | 0.4577 | 0.324263 |
| 26 | 0.020907 | 0.1774 | 0.429845 |
| 27 | -0.123787 | -1.0504 | 0.148531 |
| 28 | -0.095564 | -0.8109 | 0.21005 |
| 29 | -0.092238 | -0.7827 | 0.218196 |
| 30 | 0.073703 | 0.6254 | 0.266847 |
| 31 | 0.004968 | 0.0422 | 0.483245 |
| 32 | -0.010575 | -0.0897 | 0.464376 |
| 33 | 0.030004 | 0.2546 | 0.399883 |
| 34 | -0.081243 | -0.6894 | 0.246403 |
| 35 | 0.021247 | 0.1803 | 0.428717 |
| 36 | 0.039738 | 0.3372 | 0.368479 |
