| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.594665 | 5.8265 | 0 |
| 2 | 0.389173 | 3.8131 | 0.000121 |
| 3 | 0.530316 | 5.196 | 1e-06 |
| 4 | 0.512503 | 5.0215 | 1e-06 |
| 5 | 0.580584 | 5.6885 | 0 |
| 6 | 0.625977 | 6.1333 | 0 |
| 7 | 0.515397 | 5.0498 | 1e-06 |
| 8 | 0.452242 | 4.431 | 1.2e-05 |
| 9 | 0.400425 | 3.9234 | 8.2e-05 |
| 10 | 0.26122 | 2.5594 | 0.006023 |
| 11 | 0.451741 | 4.4261 | 1.3e-05 |
| 12 | 0.717131 | 7.0264 | 0 |
| 13 | 0.388759 | 3.809 | 0.000123 |
| 14 | 0.204485 | 2.0035 | 0.023969 |
| 15 | 0.296634 | 2.9064 | 0.00227 |
| 16 | 0.302271 | 2.9616 | 0.001928 |
| 17 | 0.352717 | 3.4559 | 0.000409 |
| 18 | 0.380713 | 3.7302 | 0.000162 |
| 19 | 0.287575 | 2.8176 | 0.002937 |
| 20 | 0.223774 | 2.1925 | 0.015379 |
| 21 | 0.172465 | 1.6898 | 0.047155 |
| 22 | 0.057602 | 0.5644 | 0.286905 |
| 23 | 0.226433 | 2.2186 | 0.014436 |
| 24 | 0.399006 | 3.9094 | 8.6e-05 |
| 25 | 0.15451 | 1.5139 | 0.06667 |
| 26 | -0.01363 | -0.1335 | 0.447019 |
| 27 | 0.029028 | 0.2844 | 0.388354 |
| 28 | 0.056337 | 0.552 | 0.29112 |
| 29 | 0.078657 | 0.7707 | 0.221396 |
| 30 | 0.081193 | 0.7955 | 0.214136 |
| 31 | 0.036262 | 0.3553 | 0.361574 |
| 32 | -0.050753 | -0.4973 | 0.310064 |
| 33 | -0.114108 | -1.118 | 0.133174 |
| 34 | -0.177271 | -1.7369 | 0.042807 |
| 35 | -0.067867 | -0.665 | 0.253836 |
| 36 | 0.093133 | 0.9125 | 0.181893 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.594665 | 5.8265 | 0 |
| 2 | 0.054994 | 0.5388 | 0.295626 |
| 3 | 0.432813 | 4.2407 | 2.6e-05 |
| 4 | 0.082077 | 0.8042 | 0.211639 |
| 5 | 0.412463 | 4.0413 | 5.4e-05 |
| 6 | 0.194778 | 1.9084 | 0.029662 |
| 7 | 0.127293 | 1.2472 | 0.107678 |
| 8 | -0.010131 | -0.0993 | 0.460567 |
| 9 | -0.166225 | -1.6287 | 0.053331 |
| 10 | -0.456216 | -4.47 | 1.1e-05 |
| 11 | 0.1451 | 1.4217 | 0.07918 |
| 12 | 0.512953 | 5.0259 | 1e-06 |
| 13 | -0.195236 | -1.9129 | 0.02937 |
| 14 | -0.136297 | -1.3354 | 0.092447 |
| 15 | -0.190017 | -1.8618 | 0.032847 |
| 16 | 0.032092 | 0.3144 | 0.376935 |
| 17 | -0.150863 | -1.4782 | 0.07132 |
| 18 | 0.02905 | 0.2846 | 0.388269 |
| 19 | 0.021545 | 0.2111 | 0.416629 |
| 20 | 0.009644 | 0.0945 | 0.462457 |
| 21 | 0.06004 | 0.5883 | 0.278865 |
| 22 | -0.030279 | -0.2967 | 0.383677 |
| 23 | -0.019877 | -0.1948 | 0.422998 |
| 24 | -0.170949 | -1.6749 | 0.0486 |
| 25 | 0.053332 | 0.5225 | 0.301246 |
| 26 | -0.116022 | -1.1368 | 0.12923 |
| 27 | -0.053792 | -0.5271 | 0.299686 |
| 28 | -0.067687 | -0.6632 | 0.254399 |
| 29 | -0.060199 | -0.5898 | 0.278346 |
| 30 | -0.082817 | -0.8114 | 0.209561 |
| 31 | 0.107048 | 1.0489 | 0.148439 |
| 32 | -0.049592 | -0.4859 | 0.314074 |
| 33 | -0.018461 | -0.1809 | 0.428423 |
| 34 | 0.003393 | 0.0332 | 0.486773 |
| 35 | -0.101233 | -0.9919 | 0.161876 |
| 36 | 0.13667 | 1.3391 | 0.091852 |
