| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.840294 | 6.5089 | 0 |
| 2 | 0.635226 | 4.9204 | 4e-06 |
| 3 | 0.536556 | 4.1561 | 5.2e-05 |
| 4 | 0.557069 | 4.315 | 3e-05 |
| 5 | 0.642844 | 4.9794 | 3e-06 |
| 6 | 0.684123 | 5.2992 | 1e-06 |
| 7 | 0.604613 | 4.6833 | 8e-06 |
| 8 | 0.462369 | 3.5815 | 0.000342 |
| 9 | 0.351167 | 2.7201 | 0.004262 |
| 10 | 0.333776 | 2.5854 | 0.006087 |
| 11 | 0.34907 | 2.7039 | 0.004452 |
| 12 | 0.351778 | 2.7249 | 0.004208 |
| 13 | 0.261956 | 2.0291 | 0.023446 |
| 14 | 0.165706 | 1.2836 | 0.102117 |
| 15 | 0.108515 | 0.8406 | 0.201967 |
| 16 | 0.069617 | 0.5393 | 0.295854 |
| 17 | 0.034782 | 0.2694 | 0.394264 |
| 18 | -0.006987 | -0.0541 | 0.47851 |
| 19 | -0.071545 | -0.5542 | 0.290756 |
| 20 | -0.140997 | -1.0922 | 0.139565 |
| 21 | -0.186739 | -1.4465 | 0.076624 |
| 22 | -0.200067 | -1.5497 | 0.063235 |
| 23 | -0.211264 | -1.6364 | 0.053491 |
| 24 | -0.228402 | -1.7692 | 0.040972 |
| 25 | -0.289475 | -2.2423 | 0.014326 |
| 26 | -0.324021 | -2.5099 | 0.007397 |
| 27 | -0.315516 | -2.444 | 0.008742 |
| 28 | -0.298615 | -2.3131 | 0.012082 |
| 29 | -0.288648 | -2.2359 | 0.014546 |
| 30 | -0.296901 | -2.2998 | 0.012478 |
| 31 | -0.332242 | -2.5735 | 0.006278 |
| 32 | -0.382227 | -2.9607 | 0.002195 |
| 33 | -0.386996 | -2.9977 | 0.001977 |
| 34 | -0.326123 | -2.5261 | 0.007095 |
| 35 | -0.283741 | -2.1979 | 0.015915 |
| 36 | -0.272582 | -2.1114 | 0.019455 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.840294 | 6.5089 | 0 |
| 2 | -0.241124 | -1.8677 | 0.033342 |
| 3 | 0.277034 | 2.1459 | 0.017968 |
| 4 | 0.256509 | 1.9869 | 0.025752 |
| 5 | 0.272197 | 2.1084 | 0.019589 |
| 6 | 0.064009 | 0.4958 | 0.31092 |
| 7 | -0.154442 | -1.1963 | 0.118142 |
| 8 | -0.120579 | -0.934 | 0.177023 |
| 9 | -0.110113 | -0.8529 | 0.198545 |
| 10 | 0.004472 | 0.0346 | 0.48624 |
| 11 | -0.142133 | -1.101 | 0.137656 |
| 12 | 0.007105 | 0.055 | 0.478146 |
| 13 | -0.239707 | -1.8568 | 0.034128 |
| 14 | 0.129846 | 1.0058 | 0.15928 |
| 15 | -0.037801 | -0.2928 | 0.38534 |
| 16 | -0.107851 | -0.8354 | 0.203401 |
| 17 | -0.090083 | -0.6978 | 0.244006 |
| 18 | -0.050322 | -0.3898 | 0.349035 |
| 19 | -0.032017 | -0.248 | 0.40249 |
| 20 | -0.10205 | -0.7905 | 0.216182 |
| 21 | -0.000643 | -0.005 | 0.498021 |
| 22 | -0.020878 | -0.1617 | 0.436035 |
| 23 | 0.073278 | 0.5676 | 0.286209 |
| 24 | 0.01916 | 0.1484 | 0.441257 |
| 25 | -0.09986 | -0.7735 | 0.221129 |
| 26 | 0.125714 | 0.9738 | 0.167038 |
| 27 | 0.034967 | 0.2708 | 0.393718 |
| 28 | 0.043621 | 0.3379 | 0.368315 |
| 29 | -0.006746 | -0.0523 | 0.479249 |
| 30 | -0.003314 | -0.0257 | 0.489804 |
| 31 | -0.049558 | -0.3839 | 0.351216 |
| 32 | -0.149997 | -1.1619 | 0.124945 |
| 33 | 0.019964 | 0.1546 | 0.438811 |
| 34 | 0.037193 | 0.2881 | 0.387133 |
| 35 | -0.053882 | -0.4174 | 0.338951 |
| 36 | -0.002638 | -0.0204 | 0.491881 |
