| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.63305 | 4.9036 | 4e-06 |
| 2 | 0.547821 | 4.2434 | 3.9e-05 |
| 3 | 0.564193 | 4.3702 | 2.5e-05 |
| 4 | 0.400008 | 3.0984 | 0.00148 |
| 5 | 0.323395 | 2.505 | 0.007489 |
| 6 | 0.300472 | 2.3274 | 0.011666 |
| 7 | 0.059986 | 0.4646 | 0.321933 |
| 8 | 0.029242 | 0.2265 | 0.410787 |
| 9 | -0.085285 | -0.6606 | 0.255693 |
| 10 | -0.230076 | -1.7822 | 0.039892 |
| 11 | -0.219564 | -1.7007 | 0.047085 |
| 12 | -0.146859 | -1.1376 | 0.129912 |
| 13 | -0.348646 | -2.7006 | 0.004491 |
| 14 | -0.381116 | -2.9521 | 0.002249 |
| 15 | -0.340347 | -2.6363 | 0.005327 |
| 16 | -0.32285 | -2.5008 | 0.00757 |
| 17 | -0.310779 | -2.4073 | 0.009582 |
| 18 | -0.239307 | -1.8537 | 0.034353 |
| 19 | -0.255087 | -1.9759 | 0.026385 |
| 20 | -0.183987 | -1.4252 | 0.079646 |
| 21 | -0.215719 | -1.671 | 0.04997 |
| 22 | -0.175761 | -1.3614 | 0.089233 |
| 23 | -0.09687 | -0.7504 | 0.227987 |
| 24 | -0.045 | -0.3486 | 0.364316 |
| 25 | -0.08909 | -0.6901 | 0.246401 |
| 26 | -0.126123 | -0.9769 | 0.16626 |
| 27 | -0.073689 | -0.5708 | 0.285135 |
| 28 | 0.004245 | 0.0329 | 0.48694 |
| 29 | -0.021928 | -0.1699 | 0.43285 |
| 30 | 0.008463 | 0.0656 | 0.473976 |
| 31 | 0.012217 | 0.0946 | 0.462462 |
| 32 | -0.042174 | -0.3267 | 0.372523 |
| 33 | -0.006004 | -0.0465 | 0.481531 |
| 34 | -0.015672 | -0.1214 | 0.451891 |
| 35 | -0.039796 | -0.3083 | 0.379476 |
| 36 | 0.034967 | 0.2709 | 0.393717 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.63305 | 4.9036 | 4e-06 |
| 2 | 0.245422 | 1.901 | 0.031052 |
| 3 | 0.261282 | 2.0239 | 0.023721 |
| 4 | -0.123494 | -0.9566 | 0.171309 |
| 5 | -0.047082 | -0.3647 | 0.358312 |
| 6 | 0.008183 | 0.0634 | 0.474835 |
| 7 | -0.323038 | -2.5022 | 0.007542 |
| 8 | -0.011713 | -0.0907 | 0.464007 |
| 9 | -0.206863 | -1.6024 | 0.057164 |
| 10 | -0.106071 | -0.8216 | 0.207273 |
| 11 | 0.030752 | 0.2382 | 0.406268 |
| 12 | 0.26114 | 2.0228 | 0.023779 |
| 13 | -0.230067 | -1.7821 | 0.039897 |
| 14 | -0.195942 | -1.5178 | 0.067164 |
| 15 | 0.008334 | 0.0646 | 0.474372 |
| 16 | 0.136094 | 1.0542 | 0.148014 |
| 17 | -0.057882 | -0.4483 | 0.327758 |
| 18 | -0.011548 | -0.0895 | 0.464511 |
| 19 | 0.03447 | 0.267 | 0.395191 |
| 20 | -0.020806 | -0.1612 | 0.436254 |
| 21 | -0.201587 | -1.5615 | 0.061834 |
| 22 | 0.021411 | 0.1659 | 0.434415 |
| 23 | 0.003263 | 0.0253 | 0.489959 |
| 24 | -0.097591 | -0.7559 | 0.226322 |
| 25 | -0.031026 | -0.2403 | 0.405449 |
| 26 | -0.130016 | -1.0071 | 0.158965 |
| 27 | 0.044143 | 0.3419 | 0.366799 |
| 28 | 0.030744 | 0.2381 | 0.406291 |
| 29 | 0.044837 | 0.3473 | 0.364787 |
| 30 | -0.046316 | -0.3588 | 0.360517 |
| 31 | -0.080899 | -0.6266 | 0.266636 |
| 32 | -0.158507 | -1.2278 | 0.11216 |
| 33 | 0.117123 | 0.9072 | 0.183957 |
| 34 | -0.111238 | -0.8616 | 0.196157 |
| 35 | -0.15834 | -1.2265 | 0.112401 |
| 36 | 0.033578 | 0.2601 | 0.397841 |
