| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.856954 | 7.3218 | 0 |
| 2 | 0.592055 | 5.0585 | 2e-06 |
| 3 | 0.361325 | 3.0872 | 0.001428 |
| 4 | 0.279864 | 2.3912 | 0.009687 |
| 5 | 0.331171 | 2.8295 | 0.003008 |
| 6 | 0.39732 | 3.3947 | 0.000557 |
| 7 | 0.385883 | 3.297 | 0.000756 |
| 8 | 0.308856 | 2.6389 | 0.005081 |
| 9 | 0.239579 | 2.047 | 0.022131 |
| 10 | 0.222556 | 1.9015 | 0.03059 |
| 11 | 0.261961 | 2.2382 | 0.014129 |
| 12 | 0.31004 | 2.649 | 0.004945 |
| 13 | 0.29662 | 2.5343 | 0.006705 |
| 14 | 0.250104 | 2.1369 | 0.017979 |
| 15 | 0.171826 | 1.4681 | 0.073189 |
| 16 | 0.090209 | 0.7708 | 0.221671 |
| 17 | 0.027262 | 0.2329 | 0.408234 |
| 18 | -0.018847 | -0.161 | 0.436258 |
| 19 | -0.054786 | -0.4681 | 0.320557 |
| 20 | -0.086473 | -0.7388 | 0.231192 |
| 21 | -0.117411 | -1.0032 | 0.159549 |
| 22 | -0.156935 | -1.3408 | 0.092063 |
| 23 | -0.179538 | -1.534 | 0.064679 |
| 24 | -0.157386 | -1.3447 | 0.091442 |
| 25 | -0.105805 | -0.904 | 0.184484 |
| 26 | -0.036898 | -0.3153 | 0.376734 |
| 27 | -0.008165 | -0.0698 | 0.472288 |
| 28 | -0.039774 | -0.3398 | 0.36748 |
| 29 | -0.122144 | -1.0436 | 0.150057 |
| 30 | -0.221101 | -1.8891 | 0.031426 |
| 31 | -0.296973 | -2.5373 | 0.006653 |
| 32 | -0.327089 | -2.7946 | 0.003317 |
| 33 | -0.301864 | -2.5791 | 0.005959 |
| 34 | -0.251466 | -2.1485 | 0.017495 |
| 35 | -0.192482 | -1.6446 | 0.05218 |
| 36 | -0.152501 | -1.303 | 0.098341 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.856954 | 7.3218 | 0 |
| 2 | -0.535767 | -4.5776 | 9e-06 |
| 3 | 0.217868 | 1.8615 | 0.033352 |
| 4 | 0.346002 | 2.9562 | 0.002096 |
| 5 | 0.085986 | 0.7347 | 0.232447 |
| 6 | -0.153852 | -1.3145 | 0.096394 |
| 7 | -0.050761 | -0.4337 | 0.332891 |
| 8 | 0.161196 | 1.3773 | 0.08632 |
| 9 | 0.122041 | 1.0427 | 0.150259 |
| 10 | -0.074477 | -0.6363 | 0.263274 |
| 11 | 0.055261 | 0.4722 | 0.319113 |
| 12 | 0.081008 | 0.6921 | 0.245524 |
| 13 | -0.15401 | -1.3159 | 0.096169 |
| 14 | 0.160642 | 1.3725 | 0.087051 |
| 15 | -0.210384 | -1.7975 | 0.038194 |
| 16 | -0.13148 | -1.1234 | 0.132482 |
| 17 | 0.002237 | 0.0191 | 0.492401 |
| 18 | -0.050585 | -0.4322 | 0.333436 |
| 19 | -0.092264 | -0.7883 | 0.216536 |
| 20 | -0.110786 | -0.9466 | 0.173493 |
| 21 | -0.034772 | -0.2971 | 0.383618 |
| 22 | -0.061221 | -0.5231 | 0.301255 |
| 23 | 0.024427 | 0.2087 | 0.417632 |
| 24 | 0.158919 | 1.3578 | 0.089354 |
| 25 | -0.016203 | -0.1384 | 0.445136 |
| 26 | 0.025884 | 0.2212 | 0.412794 |
| 27 | 0.022137 | 0.1891 | 0.425256 |
| 28 | -0.010935 | -0.0934 | 0.462911 |
| 29 | -0.120576 | -1.0302 | 0.153158 |
| 30 | -0.118441 | -1.012 | 0.15745 |
| 31 | -0.04417 | -0.3774 | 0.35349 |
| 32 | -0.020531 | -0.1754 | 0.430618 |
| 33 | 0.090394 | 0.7723 | 0.221207 |
| 34 | 0.031865 | 0.2723 | 0.393097 |
| 35 | 0.039282 | 0.3356 | 0.369058 |
| 36 | -0.032193 | -0.2751 | 0.392025 |
