| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.846657 | 8.0321 | 0 |
| 2 | 0.583394 | 5.5346 | 0 |
| 3 | 0.391507 | 3.7142 | 0.000177 |
| 4 | 0.377074 | 3.5772 | 0.000281 |
| 5 | 0.482314 | 4.5756 | 8e-06 |
| 6 | 0.564989 | 5.36 | 0 |
| 7 | 0.519031 | 4.924 | 2e-06 |
| 8 | 0.392699 | 3.7255 | 0.00017 |
| 9 | 0.299226 | 2.8387 | 0.002799 |
| 10 | 0.306382 | 2.9066 | 0.0023 |
| 11 | 0.387477 | 3.6759 | 0.000201 |
| 12 | 0.441868 | 4.1919 | 3.2e-05 |
| 13 | 0.342718 | 3.2513 | 0.000809 |
| 14 | 0.189129 | 1.7942 | 0.038067 |
| 15 | 0.064548 | 0.6124 | 0.270922 |
| 16 | 0.021604 | 0.205 | 0.419035 |
| 17 | 0.033343 | 0.3163 | 0.376246 |
| 18 | 0.039706 | 0.3767 | 0.353648 |
| 19 | -0.000134 | -0.0013 | 0.499496 |
| 20 | -0.055622 | -0.5277 | 0.299513 |
| 21 | -0.085662 | -0.8127 | 0.209277 |
| 22 | -0.073832 | -0.7004 | 0.242731 |
| 23 | -0.041731 | -0.3959 | 0.346558 |
| 24 | -0.033029 | -0.3133 | 0.377375 |
| 25 | -0.119134 | -1.1302 | 0.130697 |
| 26 | -0.20832 | -1.9763 | 0.025591 |
| 27 | -0.25999 | -2.4665 | 0.007769 |
| 28 | -0.245855 | -2.3324 | 0.010956 |
| 29 | -0.205981 | -1.9541 | 0.026897 |
| 30 | -0.187919 | -1.7828 | 0.038999 |
| 31 | -0.219974 | -2.0869 | 0.019864 |
| 32 | -0.272854 | -2.5885 | 0.005619 |
| 33 | -0.295425 | -2.8026 | 0.003103 |
| 34 | -0.275103 | -2.6099 | 0.005304 |
| 35 | -0.23269 | -2.2075 | 0.014911 |
| 36 | -0.202347 | -1.9196 | 0.029036 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.846657 | 8.0321 | 0 |
| 2 | -0.471211 | -4.4703 | 1.1e-05 |
| 3 | 0.289513 | 2.7466 | 0.003637 |
| 4 | 0.377374 | 3.5801 | 0.000278 |
| 5 | 0.121384 | 1.1515 | 0.126278 |
| 6 | -0.05096 | -0.4835 | 0.314974 |
| 7 | -0.126676 | -1.2018 | 0.116306 |
| 8 | 0.108844 | 1.0326 | 0.152282 |
| 9 | 0.114866 | 1.0897 | 0.139375 |
| 10 | 0.033774 | 0.3204 | 0.374701 |
| 11 | 0.0361 | 0.3425 | 0.366397 |
| 12 | -0.04552 | -0.4318 | 0.333445 |
| 13 | -0.401316 | -3.8072 | 0.000128 |
| 14 | 0.274342 | 2.6026 | 0.005409 |
| 15 | -0.192775 | -1.8288 | 0.035369 |
| 16 | -0.24857 | -2.3581 | 0.010266 |
| 17 | -0.082996 | -0.7874 | 0.216568 |
| 18 | -0.007712 | -0.0732 | 0.470921 |
| 19 | 0.054953 | 0.5213 | 0.301709 |
| 20 | -0.016642 | -0.1579 | 0.437452 |
| 21 | -0.03113 | -0.2953 | 0.384212 |
| 22 | 0.088431 | 0.8389 | 0.201865 |
| 23 | -0.002116 | -0.0201 | 0.492015 |
| 24 | 0.014717 | 0.1396 | 0.444636 |
| 25 | -0.16043 | -1.522 | 0.065762 |
| 26 | 0.12309 | 1.1677 | 0.123 |
| 27 | -0.049373 | -0.4684 | 0.320318 |
| 28 | 0.041579 | 0.3945 | 0.34709 |
| 29 | -0.031198 | -0.296 | 0.383966 |
| 30 | -0.033482 | -0.3176 | 0.375746 |
| 31 | -0.040556 | -0.3847 | 0.350666 |
| 32 | -0.081532 | -0.7735 | 0.220633 |
| 33 | 0.064864 | 0.6154 | 0.269936 |
| 34 | -0.077551 | -0.7357 | 0.23191 |
| 35 | -0.097292 | -0.923 | 0.17924 |
| 36 | 0.064662 | 0.6134 | 0.270568 |
