| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.796105 | 6.2178 | 0 |
| 2 | 0.500674 | 3.9104 | 0.000117 |
| 3 | 0.286952 | 2.2412 | 0.014333 |
| 4 | 0.1748 | 1.3652 | 0.088597 |
| 5 | 0.1334 | 1.0419 | 0.150788 |
| 6 | 0.113772 | 0.8886 | 0.188859 |
| 7 | 0.088843 | 0.6939 | 0.245194 |
| 8 | 0.087421 | 0.6828 | 0.248665 |
| 9 | 0.176664 | 1.3798 | 0.086344 |
| 10 | 0.368142 | 2.8753 | 0.002776 |
| 11 | 0.595163 | 4.6484 | 9e-06 |
| 12 | 0.663557 | 5.1825 | 1e-06 |
| 13 | 0.47189 | 3.6856 | 0.000243 |
| 14 | 0.213191 | 1.6651 | 0.050513 |
| 15 | 0.02868 | 0.224 | 0.411754 |
| 16 | -0.070506 | -0.5507 | 0.291936 |
| 17 | -0.112669 | -0.88 | 0.191163 |
| 18 | -0.136698 | -1.0676 | 0.144943 |
| 19 | -0.173361 | -1.354 | 0.090367 |
| 20 | -0.182034 | -1.4217 | 0.080098 |
| 21 | -0.116442 | -0.9094 | 0.183348 |
| 22 | 0.031185 | 0.2436 | 0.404194 |
| 23 | 0.205358 | 1.6039 | 0.056951 |
| 24 | 0.246175 | 1.9227 | 0.029596 |
| 25 | 0.091455 | 0.7143 | 0.238887 |
| 26 | -0.102592 | -0.8013 | 0.213042 |
| 27 | -0.21802 | -1.7028 | 0.046849 |
| 28 | -0.273109 | -2.133 | 0.018476 |
| 29 | -0.290408 | -2.2682 | 0.013436 |
| 30 | -0.314784 | -2.4585 | 0.008402 |
| 31 | -0.337141 | -2.6332 | 0.005352 |
| 32 | -0.339018 | -2.6478 | 0.005149 |
| 33 | -0.280966 | -2.1944 | 0.016012 |
| 34 | -0.155232 | -1.2124 | 0.115017 |
| 35 | -0.0104 | -0.0812 | 0.467764 |
| 36 | 0.018022 | 0.1408 | 0.444262 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.796105 | 6.2178 | 0 |
| 2 | -0.363471 | -2.8388 | 0.003071 |
| 3 | 0.10335 | 0.8072 | 0.211347 |
| 4 | 0.026759 | 0.209 | 0.417574 |
| 5 | 0.039506 | 0.3085 | 0.379358 |
| 6 | -0.009805 | -0.0766 | 0.469603 |
| 7 | -0.011712 | -0.0915 | 0.463707 |
| 8 | 0.086167 | 0.673 | 0.251749 |
| 9 | 0.254442 | 1.9873 | 0.025695 |
| 10 | 0.321393 | 2.5102 | 0.007368 |
| 11 | 0.341255 | 2.6653 | 0.004915 |
| 12 | -0.091496 | -0.7146 | 0.23879 |
| 13 | -0.425352 | -3.3221 | 0.000757 |
| 14 | -0.129465 | -1.0112 | 0.157968 |
| 15 | -0.086574 | -0.6762 | 0.250746 |
| 16 | -0.082544 | -0.6447 | 0.260774 |
| 17 | -0.038257 | -0.2988 | 0.383055 |
| 18 | -0.012746 | -0.0996 | 0.460513 |
| 19 | -0.064199 | -0.5014 | 0.308944 |
| 20 | -0.072282 | -0.5645 | 0.287229 |
| 21 | -0.174215 | -1.3607 | 0.089314 |
| 22 | -0.14352 | -1.1209 | 0.133355 |
| 23 | 0.056725 | 0.443 | 0.329653 |
| 24 | 0.069147 | 0.5401 | 0.295562 |
| 25 | -0.041591 | -0.3248 | 0.373209 |
| 26 | 0.037504 | 0.2929 | 0.385289 |
| 27 | 0.077439 | 0.6048 | 0.273773 |
| 28 | -0.033413 | -0.261 | 0.3975 |
| 29 | -0.024692 | -0.1928 | 0.42386 |
| 30 | -0.099941 | -0.7806 | 0.219039 |
| 31 | 0.072419 | 0.5656 | 0.286867 |
| 32 | 0.006892 | 0.0538 | 0.478625 |
| 33 | -0.006526 | -0.051 | 0.479759 |
| 34 | -0.063816 | -0.4984 | 0.30999 |
| 35 | 0.00776 | 0.0606 | 0.475933 |
| 36 | -0.043982 | -0.3435 | 0.366198 |
