| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.876749 | 6.8476 | 0 |
| 2 | 0.6429 | 5.0212 | 2e-06 |
| 3 | 0.414244 | 3.2353 | 0.000982 |
| 4 | 0.277077 | 2.164 | 0.017193 |
| 5 | 0.230839 | 1.8029 | 0.038171 |
| 6 | 0.201421 | 1.5731 | 0.060429 |
| 7 | 0.135533 | 1.0585 | 0.14699 |
| 8 | 0.062061 | 0.4847 | 0.314809 |
| 9 | 0.021556 | 0.1684 | 0.433429 |
| 10 | 0.060855 | 0.4753 | 0.318138 |
| 11 | 0.149933 | 1.171 | 0.123074 |
| 12 | 0.216437 | 1.6904 | 0.048025 |
| 13 | 0.198449 | 1.5499 | 0.063165 |
| 14 | 0.110424 | 0.8624 | 0.195911 |
| 15 | -0.014659 | -0.1145 | 0.454613 |
| 16 | -0.130506 | -1.0193 | 0.156047 |
| 17 | -0.219698 | -1.7159 | 0.045628 |
| 18 | -0.270056 | -2.1092 | 0.01952 |
| 19 | -0.290854 | -2.2716 | 0.013324 |
| 20 | -0.291936 | -2.2801 | 0.013055 |
| 21 | -0.286668 | -2.2389 | 0.014409 |
| 22 | -0.268727 | -2.0988 | 0.01999 |
| 23 | -0.239861 | -1.8734 | 0.032905 |
| 24 | -0.202346 | -1.5804 | 0.059596 |
| 25 | -0.174676 | -1.3643 | 0.088749 |
| 26 | -0.1574 | -1.2293 | 0.111834 |
| 27 | -0.175407 | -1.37 | 0.087858 |
| 28 | -0.216576 | -1.6915 | 0.047921 |
| 29 | -0.283167 | -2.2116 | 0.015375 |
| 30 | -0.337587 | -2.6366 | 0.005303 |
| 31 | -0.354959 | -2.7723 | 0.003686 |
| 32 | -0.334683 | -2.614 | 0.005629 |
| 33 | -0.268672 | -2.0984 | 0.020009 |
| 34 | -0.170871 | -1.3345 | 0.093493 |
| 35 | -0.080018 | -0.625 | 0.267164 |
| 36 | -0.013523 | -0.1056 | 0.458116 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.876749 | 6.8476 | 0 |
| 2 | -0.543805 | -4.2473 | 3.8e-05 |
| 3 | 0.127926 | 0.9991 | 0.160838 |
| 4 | 0.226785 | 1.7712 | 0.040758 |
| 5 | 0.004089 | 0.0319 | 0.487315 |
| 6 | -0.215486 | -1.683 | 0.048743 |
| 7 | -0.086219 | -0.6734 | 0.25162 |
| 8 | 0.212124 | 1.6567 | 0.051353 |
| 9 | 0.057383 | 0.4482 | 0.327808 |
| 10 | 0.151287 | 1.1816 | 0.120977 |
| 11 | -0.021156 | -0.1652 | 0.434654 |
| 12 | -0.087201 | -0.6811 | 0.249206 |
| 13 | -0.145823 | -1.1389 | 0.129596 |
| 14 | 0.026812 | 0.2094 | 0.417414 |
| 15 | -0.173892 | -1.3581 | 0.08971 |
| 16 | -0.178663 | -1.3954 | 0.083976 |
| 17 | -0.073048 | -0.5705 | 0.285209 |
| 18 | 0.12948 | 1.0113 | 0.15794 |
| 19 | 0.017877 | 0.1396 | 0.444708 |
| 20 | -0.083385 | -0.6513 | 0.258664 |
| 21 | -0.078554 | -0.6135 | 0.270906 |
| 22 | 0.012905 | 0.1008 | 0.460025 |
| 23 | -0.010214 | -0.0798 | 0.468338 |
| 24 | -0.049511 | -0.3867 | 0.350166 |
| 25 | -0.094719 | -0.7398 | 0.231135 |
| 26 | 0.041631 | 0.3251 | 0.373091 |
| 27 | -0.094763 | -0.7401 | 0.231033 |
| 28 | 0.03997 | 0.3122 | 0.377985 |
| 29 | -0.178838 | -1.3968 | 0.083772 |
| 30 | 0.001075 | 0.0084 | 0.496663 |
| 31 | 0.01728 | 0.135 | 0.446543 |
| 32 | -0.030366 | -0.2372 | 0.40666 |
| 33 | 0.1794 | 1.4012 | 0.083117 |
| 34 | 0.031213 | 0.2438 | 0.40411 |
| 35 | -0.06705 | -0.5237 | 0.3012 |
| 36 | -0.060314 | -0.4711 | 0.319638 |
