| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.793832 | 6.7359 | 0 |
| 2 | 0.437614 | 3.7133 | 2e-04 |
| 3 | 0.129957 | 1.1027 | 0.136909 |
| 4 | -0.038519 | -0.3268 | 0.372367 |
| 5 | -0.079472 | -0.6743 | 0.251128 |
| 6 | -0.08053 | -0.6833 | 0.248299 |
| 7 | -0.068686 | -0.5828 | 0.280917 |
| 8 | -0.029462 | -0.25 | 0.401652 |
| 9 | 0.108721 | 0.9225 | 0.179667 |
| 10 | 0.353952 | 3.0034 | 0.001835 |
| 11 | 0.636683 | 5.4024 | 0 |
| 12 | 0.783779 | 6.6506 | 0 |
| 13 | 0.5927 | 5.0292 | 2e-06 |
| 14 | 0.286375 | 2.43 | 0.008797 |
| 15 | 0.016809 | 0.1426 | 0.443492 |
| 16 | -0.1357 | -1.1515 | 0.126678 |
| 17 | -0.178447 | -1.5142 | 0.06718 |
| 18 | -0.185241 | -1.5718 | 0.060188 |
| 19 | -0.177945 | -1.5099 | 0.067721 |
| 20 | -0.147966 | -1.2555 | 0.106673 |
| 21 | -0.034909 | -0.2962 | 0.383962 |
| 22 | 0.161772 | 1.3727 | 0.087056 |
| 23 | 0.383234 | 3.2518 | 0.000873 |
| 24 | 0.48217 | 4.0913 | 5.5e-05 |
| 25 | 0.314936 | 2.6723 | 0.004655 |
| 26 | 0.072155 | 0.6123 | 0.271148 |
| 27 | -0.135275 | -1.1478 | 0.127417 |
| 28 | -0.253611 | -2.152 | 0.017377 |
| 29 | -0.294489 | -2.4988 | 0.007372 |
| 30 | -0.306401 | -2.5999 | 0.005654 |
| 31 | -0.297201 | -2.5218 | 0.006944 |
| 32 | -0.264979 | -2.2484 | 0.013806 |
| 33 | -0.168089 | -1.4263 | 0.079055 |
| 34 | -0.009951 | -0.0844 | 0.466472 |
| 35 | 0.163612 | 1.3883 | 0.084663 |
| 36 | 0.233036 | 1.9774 | 0.025914 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.793832 | 6.7359 | 0 |
| 2 | -0.520656 | -4.4179 | 1.7e-05 |
| 3 | 0.055667 | 0.4724 | 0.319052 |
| 4 | 0.051722 | 0.4389 | 0.331033 |
| 5 | 0.011328 | 0.0961 | 0.461847 |
| 6 | -0.10932 | -0.9276 | 0.178354 |
| 7 | 0.047196 | 0.4005 | 0.344998 |
| 8 | 0.087225 | 0.7401 | 0.230813 |
| 9 | 0.320876 | 2.7227 | 0.004058 |
| 10 | 0.33222 | 2.819 | 0.003109 |
| 11 | 0.409238 | 3.4725 | 0.000438 |
| 12 | 0.117708 | 0.9988 | 0.160623 |
| 13 | -0.602203 | -5.1099 | 1e-06 |
| 14 | 0.36209 | 3.0724 | 0.001498 |
| 15 | -0.17023 | -1.4444 | 0.076475 |
| 16 | -0.124368 | -1.0553 | 0.147408 |
| 17 | -0.086868 | -0.7371 | 0.231729 |
| 18 | -0.054434 | -0.4619 | 0.322776 |
| 19 | -0.095803 | -0.8129 | 0.209472 |
| 20 | -0.088545 | -0.7513 | 0.227451 |
| 21 | -0.046021 | -0.3905 | 0.348661 |
| 22 | -0.102329 | -0.8683 | 0.194061 |
| 23 | -0.109592 | -0.9299 | 0.177761 |
| 24 | -0.061731 | -0.5238 | 0.301011 |
| 25 | 0.018953 | 0.1608 | 0.436341 |
| 26 | -0.007095 | -0.0602 | 0.47608 |
| 27 | 0.012667 | 0.1075 | 0.457353 |
| 28 | -0.080736 | -0.6851 | 0.24775 |
| 29 | -0.041327 | -0.3507 | 0.36343 |
| 30 | 0.050087 | 0.425 | 0.336051 |
| 31 | 0.015175 | 0.1288 | 0.448952 |
| 32 | -0.042673 | -0.3621 | 0.359171 |
| 33 | -0.062213 | -0.5279 | 0.299598 |
| 34 | 0.006488 | 0.0551 | 0.478125 |
| 35 | -0.019953 | -0.1693 | 0.433016 |
| 36 | -0.003165 | -0.0269 | 0.489324 |
