| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.78768 | 6.1013 | 0 |
| 2 | 0.482187 | 3.735 | 0.00021 |
| 3 | 0.238128 | 1.8445 | 0.035022 |
| 4 | 0.123414 | 0.956 | 0.171463 |
| 5 | 0.099806 | 0.7731 | 0.221251 |
| 6 | 0.095929 | 0.7431 | 0.230171 |
| 7 | 0.090576 | 0.7016 | 0.242821 |
| 8 | 0.112325 | 0.8701 | 0.193867 |
| 9 | 0.225863 | 1.7495 | 0.042657 |
| 10 | 0.366944 | 2.8423 | 0.003056 |
| 11 | 0.536954 | 4.1592 | 5.2e-05 |
| 12 | 0.604123 | 4.6795 | 8e-06 |
| 13 | 0.401545 | 3.1104 | 0.001429 |
| 14 | 0.137511 | 1.0652 | 0.145537 |
| 15 | -0.069677 | -0.5397 | 0.295694 |
| 16 | -0.160392 | -1.2424 | 0.109464 |
| 17 | -0.180628 | -1.3991 | 0.08346 |
| 18 | -0.187778 | -1.4545 | 0.075507 |
| 19 | -0.204116 | -1.5811 | 0.05956 |
| 20 | -0.196076 | -1.5188 | 0.067033 |
| 21 | -0.112975 | -0.8751 | 0.192505 |
| 22 | -0.011848 | -0.0918 | 0.463591 |
| 23 | 0.113782 | 0.8814 | 0.190822 |
| 24 | 0.156145 | 1.2095 | 0.115609 |
| 25 | 0.013073 | 0.1013 | 0.459839 |
| 26 | -0.162759 | -1.2607 | 0.106144 |
| 27 | -0.283114 | -2.193 | 0.016098 |
| 28 | -0.330943 | -2.5635 | 0.006444 |
| 29 | -0.332708 | -2.5771 | 0.006219 |
| 30 | -0.330255 | -2.5581 | 0.006533 |
| 31 | -0.329638 | -2.5534 | 0.006614 |
| 32 | -0.302825 | -2.3457 | 0.011158 |
| 33 | -0.213327 | -1.6524 | 0.051836 |
| 34 | -0.12364 | -0.9577 | 0.171025 |
| 35 | -0.028492 | -0.2207 | 0.413037 |
| 36 | 0.015464 | 0.1198 | 0.452527 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.78768 | 6.1013 | 0 |
| 2 | -0.364242 | -2.8214 | 0.003237 |
| 3 | 0.020907 | 0.1619 | 0.435947 |
| 4 | 0.108519 | 0.8406 | 0.201958 |
| 5 | 0.029793 | 0.2308 | 0.409138 |
| 6 | -0.027943 | -0.2164 | 0.414686 |
| 7 | 0.028623 | 0.2217 | 0.412644 |
| 8 | 0.114429 | 0.8864 | 0.189481 |
| 9 | 0.278449 | 2.1569 | 0.017517 |
| 10 | 0.113831 | 0.8817 | 0.190719 |
| 11 | 0.342627 | 2.654 | 0.005084 |
| 12 | 0.020534 | 0.1591 | 0.437081 |
| 13 | -0.522239 | -4.0452 | 7.6e-05 |
| 14 | 0.067079 | 0.5196 | 0.30263 |
| 15 | -0.100243 | -0.7765 | 0.220258 |
| 16 | -0.165914 | -1.2852 | 0.101836 |
| 17 | -0.068853 | -0.5333 | 0.297887 |
| 18 | -0.147469 | -1.1423 | 0.128935 |
| 19 | -0.084665 | -0.6558 | 0.257225 |
| 20 | -0.172882 | -1.3391 | 0.092789 |
| 21 | -0.102688 | -0.7954 | 0.214753 |
| 22 | 0.032491 | 0.2517 | 0.401076 |
| 23 | -0.030141 | -0.2335 | 0.408095 |
| 24 | 0.044124 | 0.3418 | 0.366854 |
| 25 | -0.020196 | -0.1564 | 0.438106 |
| 26 | 0.11896 | 0.9215 | 0.18025 |
| 27 | 0.112473 | 0.8712 | 0.193555 |
| 28 | -0.08828 | -0.6838 | 0.248362 |
| 29 | 0.124467 | 0.9641 | 0.169429 |
| 30 | 0.019304 | 0.1495 | 0.44082 |
| 31 | 0.018706 | 0.1449 | 0.442639 |
| 32 | 0.014761 | 0.1143 | 0.454675 |
| 33 | -0.021305 | -0.165 | 0.434737 |
| 34 | -0.01624 | -0.1258 | 0.450156 |
| 35 | -0.136014 | -1.0536 | 0.148154 |
| 36 | 0.016924 | 0.1311 | 0.448071 |
