| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.87438 | 6.7729 | 0 |
| 2 | 0.676129 | 5.2373 | 1e-06 |
| 3 | 0.550638 | 4.2652 | 3.6e-05 |
| 4 | 0.515713 | 3.9947 | 9e-05 |
| 5 | 0.544904 | 4.2208 | 4.2e-05 |
| 6 | 0.555605 | 4.3037 | 3.1e-05 |
| 7 | 0.490698 | 3.8009 | 0.00017 |
| 8 | 0.404905 | 3.1364 | 0.001325 |
| 9 | 0.357822 | 2.7717 | 0.003708 |
| 10 | 0.387942 | 3.005 | 0.001936 |
| 11 | 0.485237 | 3.7586 | 0.000195 |
| 12 | 0.525623 | 4.0715 | 6.9e-05 |
| 13 | 0.408503 | 3.1642 | 0.001221 |
| 14 | 0.225538 | 1.747 | 0.042876 |
| 15 | 0.098394 | 0.7622 | 0.224476 |
| 16 | 0.055423 | 0.4293 | 0.334619 |
| 17 | 0.078885 | 0.611 | 0.27174 |
| 18 | 0.091362 | 0.7077 | 0.240941 |
| 19 | 0.036861 | 0.2855 | 0.388112 |
| 20 | -0.043199 | -0.3346 | 0.36954 |
| 21 | -0.091221 | -0.7066 | 0.241277 |
| 22 | -0.075391 | -0.584 | 0.280714 |
| 23 | -0.004113 | -0.0319 | 0.487345 |
| 24 | 0.028848 | 0.2235 | 0.41197 |
| 25 | -0.052533 | -0.4069 | 0.342758 |
| 26 | -0.182005 | -1.4098 | 0.08188 |
| 27 | -0.271725 | -2.1048 | 0.019754 |
| 28 | -0.292452 | -2.2653 | 0.013558 |
| 29 | -0.259366 | -2.009 | 0.024519 |
| 30 | -0.232934 | -1.8043 | 0.038102 |
| 31 | -0.26536 | -2.0555 | 0.022097 |
| 32 | -0.320968 | -2.4862 | 0.007856 |
| 33 | -0.350624 | -2.7159 | 0.004311 |
| 34 | -0.335185 | -2.5963 | 0.005916 |
| 35 | -0.279709 | -2.1666 | 0.017123 |
| 36 | -0.242743 | -1.8803 | 0.032464 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.87438 | 6.7729 | 0 |
| 2 | -0.375483 | -2.9085 | 0.002543 |
| 3 | 0.325201 | 2.519 | 0.007226 |
| 4 | 0.111671 | 0.865 | 0.195242 |
| 5 | 0.212202 | 1.6437 | 0.052733 |
| 6 | -0.095844 | -0.7424 | 0.230369 |
| 7 | -0.117117 | -0.9072 | 0.18397 |
| 8 | 0.092332 | 0.7152 | 0.238629 |
| 9 | 0.042589 | 0.3299 | 0.371314 |
| 10 | 0.222525 | 1.7237 | 0.044958 |
| 11 | 0.194899 | 1.5097 | 0.068187 |
| 12 | -0.215908 | -1.6724 | 0.049825 |
| 13 | -0.420634 | -3.2582 | 0.000924 |
| 14 | -0.067886 | -0.5258 | 0.300468 |
| 15 | 0.007292 | 0.0565 | 0.477571 |
| 16 | -0.101506 | -0.7863 | 0.217404 |
| 17 | 0.010155 | 0.0787 | 0.468782 |
| 18 | -0.023498 | -0.182 | 0.428093 |
| 19 | -0.033112 | -0.2565 | 0.399227 |
| 20 | 0.010541 | 0.0816 | 0.4676 |
| 21 | 0.020842 | 0.1614 | 0.436144 |
| 22 | -0.022249 | -0.1723 | 0.431875 |
| 23 | -0.013238 | -0.1025 | 0.459334 |
| 24 | -0.009136 | -0.0708 | 0.471909 |
| 25 | -0.060951 | -0.4721 | 0.319276 |
| 26 | 0.032708 | 0.2534 | 0.40043 |
| 27 | -0.028831 | -0.2233 | 0.412021 |
| 28 | -0.045888 | -0.3554 | 0.36175 |
| 29 | -0.059107 | -0.4578 | 0.324362 |
| 30 | -0.001934 | -0.015 | 0.49405 |
| 31 | -0.056008 | -0.4338 | 0.332981 |
| 32 | 0.007015 | 0.0543 | 0.478423 |
| 33 | -0.016486 | -0.1277 | 0.449406 |
| 34 | -0.081499 | -0.6313 | 0.265124 |
| 35 | -0.040236 | -0.3117 | 0.378189 |
| 36 | 0.041209 | 0.3192 | 0.375339 |
