| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.846557 | 6.5574 | 0 |
| 2 | 0.606183 | 4.6955 | 8e-06 |
| 3 | 0.42592 | 3.2992 | 0.000817 |
| 4 | 0.372888 | 2.8884 | 0.00269 |
| 5 | 0.411209 | 3.1852 | 0.001148 |
| 6 | 0.434642 | 3.3667 | 0.000666 |
| 7 | 0.372539 | 2.8857 | 0.00271 |
| 8 | 0.265593 | 2.0573 | 0.022007 |
| 9 | 0.196646 | 1.5232 | 0.066479 |
| 10 | 0.188883 | 1.4631 | 0.074332 |
| 11 | 0.23318 | 1.8062 | 0.037952 |
| 12 | 0.249161 | 1.93 | 0.02917 |
| 13 | 0.192766 | 1.4932 | 0.070318 |
| 14 | 0.13944 | 1.0801 | 0.142211 |
| 15 | 0.08281 | 0.6414 | 0.261839 |
| 16 | 0.020753 | 0.1608 | 0.436414 |
| 17 | -0.03128 | -0.2423 | 0.40469 |
| 18 | -0.080844 | -0.6262 | 0.266775 |
| 19 | -0.127776 | -0.9898 | 0.163135 |
| 20 | -0.166931 | -1.293 | 0.100476 |
| 21 | -0.203794 | -1.5786 | 0.059845 |
| 22 | -0.255715 | -1.9808 | 0.026104 |
| 23 | -0.291801 | -2.2603 | 0.013723 |
| 24 | -0.304547 | -2.359 | 0.010799 |
| 25 | -0.297872 | -2.3073 | 0.012252 |
| 26 | -0.245523 | -1.9018 | 0.031 |
| 27 | -0.216958 | -1.6806 | 0.049025 |
| 28 | -0.229084 | -1.7745 | 0.040529 |
| 29 | -0.268637 | -2.0809 | 0.020862 |
| 30 | -0.327331 | -2.5355 | 0.006926 |
| 31 | -0.369176 | -2.8596 | 0.002913 |
| 32 | -0.371898 | -2.8807 | 0.002748 |
| 33 | -0.336613 | -2.6074 | 0.005747 |
| 34 | -0.276703 | -2.1433 | 0.018075 |
| 35 | -0.205939 | -1.5952 | 0.057962 |
| 36 | -0.16635 | -1.2885 | 0.101252 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.846557 | 6.5574 | 0 |
| 2 | -0.389908 | -3.0202 | 0.001854 |
| 3 | 0.177897 | 1.378 | 0.086662 |
| 4 | 0.235679 | 1.8256 | 0.036447 |
| 5 | 0.127208 | 0.9853 | 0.164205 |
| 6 | -0.074383 | -0.5762 | 0.283327 |
| 7 | -0.126861 | -0.9827 | 0.164861 |
| 8 | 0.034679 | 0.2686 | 0.394571 |
| 9 | 0.10014 | 0.7757 | 0.220492 |
| 10 | -0.011166 | -0.0865 | 0.46568 |
| 11 | 0.074337 | 0.5758 | 0.283447 |
| 12 | -0.089591 | -0.694 | 0.24519 |
| 13 | -0.080685 | -0.625 | 0.267177 |
| 14 | 0.186251 | 1.4427 | 0.077154 |
| 15 | -0.211958 | -1.6418 | 0.05293 |
| 16 | -0.169018 | -1.3092 | 0.097728 |
| 17 | -0.002057 | -0.0159 | 0.493671 |
| 18 | -0.037015 | -0.2867 | 0.387658 |
| 19 | -0.044586 | -0.3454 | 0.365515 |
| 20 | -0.114319 | -0.8855 | 0.189708 |
| 21 | -0.072134 | -0.5587 | 0.289206 |
| 22 | -0.085527 | -0.6625 | 0.255098 |
| 23 | 0.012426 | 0.0963 | 0.461821 |
| 24 | 0.020348 | 0.1576 | 0.437644 |
| 25 | -0.077615 | -0.6012 | 0.274985 |
| 26 | 0.13819 | 1.0704 | 0.14436 |
| 27 | -0.045447 | -0.352 | 0.363023 |
| 28 | -0.031628 | -0.245 | 0.40365 |
| 29 | -0.055548 | -0.4303 | 0.334269 |
| 30 | -0.135876 | -1.0525 | 0.148398 |
| 31 | -0.006741 | -0.0522 | 0.479264 |
| 32 | -0.013427 | -0.104 | 0.458755 |
| 33 | 0.066501 | 0.5151 | 0.304184 |
| 34 | 0.137549 | 1.0655 | 0.14547 |
| 35 | 0.046369 | 0.3592 | 0.360364 |
| 36 | 0.025275 | 0.1958 | 0.422722 |
