| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.846734 | 6.5588 | 0 |
| 2 | 0.622569 | 4.8224 | 5e-06 |
| 3 | 0.48752 | 3.7763 | 0.000184 |
| 4 | 0.454735 | 3.5224 | 0.000412 |
| 5 | 0.48381 | 3.7476 | 0.000202 |
| 6 | 0.479801 | 3.7165 | 0.000223 |
| 7 | 0.393532 | 3.0483 | 0.00171 |
| 8 | 0.242284 | 1.8767 | 0.03271 |
| 9 | 0.128905 | 0.9985 | 0.161026 |
| 10 | 0.103322 | 0.8003 | 0.213339 |
| 11 | 0.180246 | 1.3962 | 0.083903 |
| 12 | 0.209127 | 1.6199 | 0.055251 |
| 13 | 0.045434 | 0.3519 | 0.363062 |
| 14 | -0.156331 | -1.2109 | 0.115335 |
| 15 | -0.268809 | -2.0822 | 0.020799 |
| 16 | -0.299792 | -2.3222 | 0.011817 |
| 17 | -0.280766 | -2.1748 | 0.016799 |
| 18 | -0.284505 | -2.2038 | 0.015695 |
| 19 | -0.33298 | -2.5793 | 0.006185 |
| 20 | -0.429183 | -3.3244 | 0.000757 |
| 21 | -0.487435 | -3.7757 | 0.000184 |
| 22 | -0.457291 | -3.5422 | 0.000387 |
| 23 | -0.3533 | -2.7367 | 0.004077 |
| 24 | -0.289529 | -2.2427 | 0.014312 |
| 25 | -0.366054 | -2.8354 | 0.003114 |
| 26 | -0.459373 | -3.5583 | 0.000368 |
| 27 | -0.48335 | -3.744 | 0.000204 |
| 28 | -0.437973 | -3.3925 | 0.000616 |
| 29 | -0.350783 | -2.7172 | 0.004296 |
| 30 | -0.271784 | -2.1052 | 0.019733 |
| 31 | -0.23291 | -1.8041 | 0.038117 |
| 32 | -0.236961 | -1.8355 | 0.035695 |
| 33 | -0.215506 | -1.6693 | 0.050134 |
| 34 | -0.134689 | -1.0433 | 0.150497 |
| 35 | -0.012327 | -0.0955 | 0.462125 |
| 36 | 0.067338 | 0.5216 | 0.301936 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.846734 | 6.5588 | 0 |
| 2 | -0.33348 | -2.5831 | 0.006123 |
| 3 | 0.266114 | 2.0613 | 0.021807 |
| 4 | 0.129888 | 1.0061 | 0.159203 |
| 5 | 0.163072 | 1.2632 | 0.10571 |
| 6 | -0.084393 | -0.6537 | 0.257899 |
| 7 | -0.122544 | -0.9492 | 0.173159 |
| 8 | -0.188036 | -1.4565 | 0.075231 |
| 9 | 0.057226 | 0.4433 | 0.329582 |
| 10 | 0.022039 | 0.1707 | 0.432511 |
| 11 | 0.268996 | 2.0836 | 0.020731 |
| 12 | -0.279328 | -2.1637 | 0.017241 |
| 13 | -0.491877 | -3.8101 | 0.000165 |
| 14 | 0.098466 | 0.7627 | 0.22431 |
| 15 | 0.061926 | 0.4797 | 0.316601 |
| 16 | -0.194966 | -1.5102 | 0.06812 |
| 17 | -0.085107 | -0.6592 | 0.256133 |
| 18 | -0.133482 | -1.0339 | 0.152655 |
| 19 | 0.182196 | 1.4113 | 0.081663 |
| 20 | -0.088176 | -0.683 | 0.248615 |
| 21 | 0.041787 | 0.3237 | 0.373654 |
| 22 | -0.022484 | -0.1742 | 0.431163 |
| 23 | -0.053737 | -0.4162 | 0.339357 |
| 24 | 0.006809 | 0.0527 | 0.479056 |
| 25 | -0.052866 | -0.4095 | 0.341817 |
| 26 | -0.054029 | -0.4185 | 0.338536 |
| 27 | -0.052104 | -0.4036 | 0.343972 |
| 28 | -0.036861 | -0.2855 | 0.388112 |
| 29 | 0.096937 | 0.7509 | 0.227832 |
| 30 | 0.006815 | 0.0528 | 0.479039 |
| 31 | -0.019153 | -0.1484 | 0.441278 |
| 32 | 0.058093 | 0.45 | 0.327172 |
| 33 | 0.046773 | 0.3623 | 0.359199 |
| 34 | -0.05583 | -0.4325 | 0.333479 |
| 35 | -0.013433 | -0.1041 | 0.458736 |
| 36 | -0.032962 | -0.2553 | 0.399673 |
