| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.882782 | 6.8947 | 0 |
| 2 | 0.702063 | 5.4833 | 0 |
| 3 | 0.544452 | 4.2523 | 3.7e-05 |
| 4 | 0.469318 | 3.6655 | 0.00026 |
| 5 | 0.455216 | 3.5553 | 0.000368 |
| 6 | 0.430749 | 3.3643 | 0.000666 |
| 7 | 0.371691 | 2.903 | 0.002569 |
| 8 | 0.314956 | 2.4599 | 0.008374 |
| 9 | 0.298011 | 2.3275 | 0.011635 |
| 10 | 0.341011 | 2.6634 | 0.00494 |
| 11 | 0.392997 | 3.0694 | 0.0016 |
| 12 | 0.41645 | 3.2526 | 0.000933 |
| 13 | 0.35002 | 2.7337 | 0.004092 |
| 14 | 0.249485 | 1.9485 | 0.027977 |
| 15 | 0.158881 | 1.2409 | 0.109697 |
| 16 | 0.089895 | 0.7021 | 0.242644 |
| 17 | 0.037101 | 0.2898 | 0.386488 |
| 18 | -0.010497 | -0.082 | 0.467464 |
| 19 | -0.042535 | -0.3322 | 0.370437 |
| 20 | -0.044924 | -0.3509 | 0.363448 |
| 21 | -0.0232 | -0.1812 | 0.428408 |
| 22 | 0.006996 | 0.0546 | 0.478302 |
| 23 | 0.020517 | 0.1602 | 0.43661 |
| 24 | 0.011362 | 0.0887 | 0.46479 |
| 25 | -0.041944 | -0.3276 | 0.372172 |
| 26 | -0.099729 | -0.7789 | 0.219522 |
| 27 | -0.152809 | -1.1935 | 0.118652 |
| 28 | -0.197018 | -1.5388 | 0.064517 |
| 29 | -0.235517 | -1.8394 | 0.035359 |
| 30 | -0.261843 | -2.0451 | 0.022585 |
| 31 | -0.252742 | -1.974 | 0.026459 |
| 32 | -0.216602 | -1.6917 | 0.047902 |
| 33 | -0.177476 | -1.3861 | 0.085376 |
| 34 | -0.16565 | -1.2938 | 0.100312 |
| 35 | -0.178539 | -1.3944 | 0.084122 |
| 36 | -0.196365 | -1.5337 | 0.065142 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.882782 | 6.8947 | 0 |
| 2 | -0.349993 | -2.7335 | 0.004094 |
| 3 | 0.086421 | 0.675 | 0.251124 |
| 4 | 0.237925 | 1.8583 | 0.03398 |
| 5 | 0.070158 | 0.548 | 0.292862 |
| 6 | -0.138644 | -1.0828 | 0.14157 |
| 7 | -0.036791 | -0.2873 | 0.387412 |
| 8 | 0.138978 | 1.0855 | 0.140996 |
| 9 | 0.11343 | 0.8859 | 0.189571 |
| 10 | 0.143979 | 1.1245 | 0.1326 |
| 11 | -0.016445 | -0.1284 | 0.449113 |
| 12 | 0.02779 | 0.217 | 0.41445 |
| 13 | -0.273684 | -2.1375 | 0.018285 |
| 14 | 0.017469 | 0.1364 | 0.445961 |
| 15 | -0.049578 | -0.3872 | 0.349971 |
| 16 | -0.160388 | -1.2527 | 0.107553 |
| 17 | -0.087893 | -0.6865 | 0.247509 |
| 18 | 0.04315 | 0.337 | 0.368631 |
| 19 | 0.104238 | 0.8141 | 0.209371 |
| 20 | 0.006763 | 0.0528 | 0.479024 |
| 21 | 0.003326 | 0.026 | 0.489679 |
| 22 | -0.030601 | -0.239 | 0.405952 |
| 23 | -0.012875 | -0.1006 | 0.460116 |
| 24 | -0.055878 | -0.4364 | 0.332036 |
| 25 | -0.153929 | -1.2022 | 0.116961 |
| 26 | 0.030392 | 0.2374 | 0.406583 |
| 27 | -0.052378 | -0.4091 | 0.341954 |
| 28 | -0.004764 | -0.0372 | 0.485221 |
| 29 | -0.015453 | -0.1207 | 0.452166 |
| 30 | 0.053548 | 0.4182 | 0.338627 |
| 31 | 0.094714 | 0.7397 | 0.231147 |
| 32 | -0.040951 | -0.3198 | 0.375093 |
| 33 | -0.053475 | -0.4177 | 0.338834 |
| 34 | -0.13431 | -1.049 | 0.14916 |
| 35 | -0.000124 | -0.001 | 0.499614 |
| 36 | -0.036259 | -0.2832 | 0.388993 |
