| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.860559 | 6.6659 | 0 |
| 2 | 0.657709 | 5.0946 | 2e-06 |
| 3 | 0.531431 | 4.1164 | 6e-05 |
| 4 | 0.541216 | 4.1922 | 4.6e-05 |
| 5 | 0.638352 | 4.9447 | 3e-06 |
| 6 | 0.696846 | 5.3977 | 1e-06 |
| 7 | 0.627654 | 4.8618 | 4e-06 |
| 8 | 0.472395 | 3.6592 | 0.000268 |
| 9 | 0.348062 | 2.6961 | 0.004546 |
| 10 | 0.284464 | 2.2034 | 0.015707 |
| 11 | 0.301489 | 2.3353 | 0.011444 |
| 12 | 0.314289 | 2.4345 | 0.008953 |
| 13 | 0.23435 | 1.8153 | 0.037241 |
| 14 | 0.13243 | 1.0258 | 0.154553 |
| 15 | 0.047545 | 0.3683 | 0.356981 |
| 16 | -0.00918 | -0.0711 | 0.471775 |
| 17 | -0.038731 | -0.3 | 0.382603 |
| 18 | -0.070288 | -0.5444 | 0.294076 |
| 19 | -0.128313 | -0.9939 | 0.162129 |
| 20 | -0.186888 | -1.4476 | 0.076464 |
| 21 | -0.219728 | -1.702 | 0.046966 |
| 22 | -0.247028 | -1.9135 | 0.030231 |
| 23 | -0.252227 | -1.9537 | 0.027699 |
| 24 | -0.269939 | -2.0909 | 0.020389 |
| 25 | -0.324692 | -2.5151 | 0.007299 |
| 26 | -0.352469 | -2.7302 | 0.004148 |
| 27 | -0.34741 | -2.691 | 0.004608 |
| 28 | -0.327692 | -2.5383 | 0.006877 |
| 29 | -0.312814 | -2.4231 | 0.009213 |
| 30 | -0.317939 | -2.4627 | 0.008338 |
| 31 | -0.359601 | -2.7855 | 0.003572 |
| 32 | -0.39546 | -3.0632 | 0.001638 |
| 33 | -0.373502 | -2.8931 | 0.002654 |
| 34 | -0.325482 | -2.5212 | 0.007186 |
| 35 | -0.267439 | -2.0716 | 0.021306 |
| 36 | -0.237323 | -1.8383 | 0.035485 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.860559 | 6.6659 | 0 |
| 2 | -0.319356 | -2.4737 | 0.008109 |
| 3 | 0.255404 | 1.9784 | 0.026243 |
| 4 | 0.346537 | 2.6843 | 0.004691 |
| 5 | 0.262989 | 2.0371 | 0.023029 |
| 6 | 0.001074 | 0.0083 | 0.496694 |
| 7 | -0.197404 | -1.5291 | 0.06575 |
| 8 | -0.132331 | -1.025 | 0.154731 |
| 9 | -0.003555 | -0.0275 | 0.489063 |
| 10 | -0.231741 | -1.7951 | 0.03884 |
| 11 | 0.019661 | 0.1523 | 0.439734 |
| 12 | -0.125909 | -0.9753 | 0.166667 |
| 13 | -0.254722 | -1.9731 | 0.02655 |
| 14 | 0.170416 | 1.32 | 0.095919 |
| 15 | -0.041791 | -0.3237 | 0.373641 |
| 16 | -0.134415 | -1.0412 | 0.150986 |
| 17 | -0.032166 | -0.2492 | 0.402045 |
| 18 | -0.060823 | -0.4711 | 0.319626 |
| 19 | 0.019349 | 0.1499 | 0.440682 |
| 20 | -0.001466 | -0.0114 | 0.495488 |
| 21 | 0.001795 | 0.0139 | 0.494477 |
| 22 | 0.014884 | 0.1153 | 0.454301 |
| 23 | 0.061797 | 0.4787 | 0.316954 |
| 24 | -0.004272 | -0.0331 | 0.486856 |
| 25 | -0.076898 | -0.5956 | 0.276826 |
| 26 | 0.079655 | 0.617 | 0.269782 |
| 27 | 0.006917 | 0.0536 | 0.478723 |
| 28 | -0.008356 | -0.0647 | 0.474304 |
| 29 | -0.021218 | -0.1644 | 0.435003 |
| 30 | -0.029273 | -0.2267 | 0.410695 |
| 31 | -0.108701 | -0.842 | 0.201567 |
| 32 | -0.099265 | -0.7689 | 0.222484 |
| 33 | 0.102135 | 0.7911 | 0.215992 |
| 34 | -0.02878 | -0.2229 | 0.412175 |
| 35 | -0.038395 | -0.2974 | 0.383592 |
| 36 | 0.097491 | 0.7552 | 0.226553 |
