| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.781776 | 6.9045 | 0 |
| 2 | 0.721089 | 6.3685 | 0 |
| 3 | 0.77346 | 6.831 | 0 |
| 4 | 0.656375 | 5.797 | 0 |
| 5 | 0.618311 | 5.4608 | 0 |
| 6 | 0.613151 | 5.4152 | 0 |
| 7 | 0.473424 | 4.1812 | 3.8e-05 |
| 8 | 0.453214 | 4.0027 | 7.1e-05 |
| 9 | 0.436979 | 3.8593 | 0.000116 |
| 10 | 0.317081 | 2.8004 | 0.003216 |
| 11 | 0.341129 | 3.0128 | 0.001745 |
| 12 | 0.400912 | 3.5408 | 0.000338 |
| 13 | 0.243141 | 2.1474 | 0.017435 |
| 14 | 0.212895 | 1.8802 | 0.031905 |
| 15 | 0.235868 | 2.0831 | 0.020258 |
| 16 | 0.185437 | 1.6377 | 0.052752 |
| 17 | 0.176761 | 1.5611 | 0.061273 |
| 18 | 0.174328 | 1.5396 | 0.06385 |
| 19 | 0.126779 | 1.1197 | 0.133143 |
| 20 | 0.109971 | 0.9712 | 0.167217 |
| 21 | 0.090998 | 0.8037 | 0.212014 |
| 22 | 0.045977 | 0.4061 | 0.342905 |
| 23 | 0.068334 | 0.6035 | 0.273961 |
| 24 | 0.101744 | 0.8986 | 0.185822 |
| 25 | 0.03416 | 0.3017 | 0.381844 |
| 26 | -0.02271 | -0.2006 | 0.42078 |
| 27 | 0.002212 | 0.0195 | 0.49223 |
| 28 | -0.009584 | -0.0846 | 0.466382 |
| 29 | -0.038533 | -0.3403 | 0.367266 |
| 30 | -0.040097 | -0.3541 | 0.362099 |
| 31 | -0.059001 | -0.5211 | 0.301893 |
| 32 | -0.118926 | -1.0503 | 0.148405 |
| 33 | -0.130294 | -1.1507 | 0.126681 |
| 34 | -0.160977 | -1.4217 | 0.079549 |
| 35 | -0.183701 | -1.6224 | 0.054376 |
| 36 | -0.142287 | -1.2566 | 0.106316 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.781776 | 6.9045 | 0 |
| 2 | 0.282684 | 2.4966 | 0.007324 |
| 3 | 0.413947 | 3.6559 | 0.000232 |
| 4 | -0.158283 | -1.3979 | 0.08305 |
| 5 | 0.046158 | 0.4077 | 0.342322 |
| 6 | -0.025769 | -0.2276 | 0.410282 |
| 7 | -0.244856 | -2.1625 | 0.016822 |
| 8 | 0.039751 | 0.3511 | 0.36324 |
| 9 | -0.024204 | -0.2138 | 0.415643 |
| 10 | -0.080532 | -0.7112 | 0.239529 |
| 11 | 0.176056 | 1.5549 | 0.062011 |
| 12 | 0.306628 | 2.7081 | 0.004157 |
| 13 | -0.279457 | -2.4681 | 0.007886 |
| 14 | -0.164259 | -1.4507 | 0.075438 |
| 15 | -0.063886 | -0.5642 | 0.287109 |
| 16 | 0.162363 | 1.434 | 0.077791 |
| 17 | -0.040377 | -0.3566 | 0.361177 |
| 18 | 0.042608 | 0.3763 | 0.353857 |
| 19 | 0.136646 | 1.2068 | 0.115573 |
| 20 | -0.153317 | -1.3541 | 0.089813 |
| 21 | -0.104312 | -0.9213 | 0.179879 |
| 22 | 0.000365 | 0.0032 | 0.498717 |
| 23 | 0.048787 | 0.4309 | 0.333873 |
| 24 | 0.037644 | 0.3325 | 0.370217 |
| 25 | 0.078598 | 0.6942 | 0.244822 |
| 26 | -0.154248 | -1.3623 | 0.088515 |
| 27 | -0.055575 | -0.4908 | 0.312464 |
| 28 | -0.051885 | -0.4582 | 0.324027 |
| 29 | 0.030698 | 0.2711 | 0.393508 |
| 30 | -0.034829 | -0.3076 | 0.379603 |
| 31 | 0.035079 | 0.3098 | 0.378765 |
| 32 | -0.090556 | -0.7998 | 0.213136 |
| 33 | -0.056538 | -0.4993 | 0.309475 |
| 34 | -0.074771 | -0.6604 | 0.255484 |
| 35 | -0.058361 | -0.5154 | 0.303855 |
| 36 | 0.114652 | 1.0126 | 0.157197 |
