| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.250591 | 4.668 | 2e-06 |
| 2 | 0.334845 | 6.2375 | 0 |
| 3 | 0.173665 | 3.235 | 0.000667 |
| 4 | 0.182601 | 3.4015 | 0.000374 |
| 5 | 0.118137 | 2.2007 | 0.01421 |
| 6 | 0.052459 | 0.9772 | 0.164573 |
| 7 | -0.07928 | -1.4768 | 0.070316 |
| 8 | -0.078108 | -1.455 | 0.073289 |
| 9 | -0.111342 | -2.0741 | 0.019404 |
| 10 | -0.211647 | -3.9425 | 4.9e-05 |
| 11 | -0.14617 | -2.7228 | 0.0034 |
| 12 | -0.615828 | -11.4716 | 0 |
| 13 | -0.243858 | -4.5426 | 4e-06 |
| 14 | -0.209491 | -3.9024 | 5.7e-05 |
| 15 | -0.107098 | -1.995 | 0.023412 |
| 16 | -0.177169 | -3.3003 | 0.000533 |
| 17 | -0.125516 | -2.3381 | 0.009975 |
| 18 | -0.087479 | -1.6296 | 0.052052 |
| 19 | 0.026566 | 0.4949 | 0.310503 |
| 20 | 0.034954 | 0.6511 | 0.257698 |
| 21 | 0.033985 | 0.6331 | 0.263554 |
| 22 | 0.028596 | 0.5327 | 0.297298 |
| 23 | 0.056884 | 1.0596 | 0.145025 |
| 24 | 0.133427 | 2.4855 | 0.006704 |
| 25 | 0.156374 | 2.9129 | 0.001906 |
| 26 | 0.032647 | 0.6081 | 0.271745 |
| 27 | 0.013703 | 0.2553 | 0.399339 |
| 28 | 0.090223 | 1.6807 | 0.046863 |
| 29 | 0.11923 | 2.221 | 0.013497 |
| 30 | 0.049274 | 0.9179 | 0.179659 |
| 31 | 0.053879 | 1.0037 | 0.158121 |
| 32 | -0.035193 | -0.6556 | 0.256268 |
| 33 | 0.017027 | 0.3172 | 0.375649 |
| 34 | 0.019875 | 0.3702 | 0.355718 |
| 35 | -0.041613 | -0.7752 | 0.219387 |
| 36 | -0.048988 | -0.9125 | 0.18106 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.250591 | 4.668 | 2e-06 |
| 2 | 0.290277 | 5.4073 | 0 |
| 3 | 0.048206 | 0.898 | 0.18491 |
| 4 | 0.055753 | 1.0386 | 0.149867 |
| 5 | 0.018111 | 0.3374 | 0.36802 |
| 6 | -0.050489 | -0.9405 | 0.173808 |
| 7 | -0.156942 | -2.9235 | 0.001844 |
| 8 | -0.075799 | -1.412 | 0.079427 |
| 9 | -0.042864 | -0.7985 | 0.212571 |
| 10 | -0.154059 | -2.8698 | 0.002179 |
| 11 | -0.016512 | -0.3076 | 0.379288 |
| 12 | -0.55937 | -10.4199 | 0 |
| 13 | -0.010813 | -0.2014 | 0.420241 |
| 14 | 0.209914 | 3.9103 | 5.5e-05 |
| 15 | 0.109979 | 2.0487 | 0.020622 |
| 16 | -0.058139 | -1.083 | 0.139779 |
| 17 | -0.068556 | -1.2771 | 0.101218 |
| 18 | 0.004054 | 0.0755 | 0.469923 |
| 19 | -0.017063 | -0.3178 | 0.375396 |
| 20 | 0.023984 | 0.4468 | 0.32766 |
| 21 | -0.031935 | -0.5949 | 0.276154 |
| 22 | -0.183299 | -3.4145 | 0.000357 |
| 23 | 0.00295 | 0.0549 | 0.478105 |
| 24 | -0.342093 | -6.3725 | 0 |
| 25 | 0.056598 | 1.0543 | 0.146239 |
| 26 | 0.059853 | 1.1149 | 0.132826 |
| 27 | 0.033626 | 0.6264 | 0.265735 |
| 28 | 0.028847 | 0.5374 | 0.295679 |
| 29 | 0.030538 | 0.5689 | 0.284911 |
| 30 | -0.027478 | -0.5119 | 0.30454 |
| 31 | 0.065371 | 1.2177 | 0.112079 |
| 32 | -0.013561 | -0.2526 | 0.400358 |
| 33 | -0.028555 | -0.5319 | 0.297562 |
| 34 | -0.14998 | -2.7938 | 0.002749 |
| 35 | -0.085993 | -1.6019 | 0.055047 |
| 36 | -0.294407 | -5.4842 | 0 |
