| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.656847 | 4.5508 | 1.8e-05 |
| 2 | 0.566059 | 3.9218 | 0.000139 |
| 3 | 0.551059 | 3.8178 | 0.000193 |
| 4 | 0.294666 | 2.0415 | 0.023359 |
| 5 | 0.195942 | 1.3575 | 0.090482 |
| 6 | 0.155668 | 1.0785 | 0.143101 |
| 7 | 0.076742 | 0.5317 | 0.298699 |
| 8 | 0.04375 | 0.3031 | 0.381559 |
| 9 | 0.002647 | 0.0183 | 0.492722 |
| 10 | -0.048731 | -0.3376 | 0.368561 |
| 11 | -0.007202 | -0.0499 | 0.480205 |
| 12 | -0.085983 | -0.5957 | 0.277084 |
| 13 | -0.14695 | -1.0181 | 0.156867 |
| 14 | -0.04437 | -0.3074 | 0.379933 |
| 15 | -0.097753 | -0.6773 | 0.250749 |
| 16 | -0.160682 | -1.1132 | 0.135575 |
| 17 | -0.052581 | -0.3643 | 0.35862 |
| 18 | -0.041522 | -0.2877 | 0.387419 |
| 19 | -0.050931 | -0.3529 | 0.362868 |
| 20 | 0.0195 | 0.1351 | 0.446548 |
| 21 | 0.082792 | 0.5736 | 0.284459 |
| 22 | 0.03574 | 0.2476 | 0.402744 |
| 23 | 0.086843 | 0.6017 | 0.275114 |
| 24 | 0.037654 | 0.2609 | 0.397652 |
| 25 | 0.067041 | 0.4645 | 0.322204 |
| 26 | 0.047156 | 0.3267 | 0.372655 |
| 27 | -0.036169 | -0.2506 | 0.401601 |
| 28 | -0.020414 | -0.1414 | 0.444059 |
| 29 | -0.058067 | -0.4023 | 0.344625 |
| 30 | -0.144821 | -1.0034 | 0.160362 |
| 31 | -0.165813 | -1.1488 | 0.128169 |
| 32 | -0.162386 | -1.125 | 0.133083 |
| 33 | -0.249909 | -1.7314 | 0.0449 |
| 34 | -0.244522 | -1.6941 | 0.048364 |
| 35 | -0.216172 | -1.4977 | 0.070381 |
| 36 | -0.272132 | -1.8854 | 0.032719 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.656847 | 4.5508 | 1.8e-05 |
| 2 | 0.236761 | 1.6403 | 0.053737 |
| 3 | 0.208243 | 1.4427 | 0.077793 |
| 4 | -0.323596 | -2.2419 | 0.014811 |
| 5 | -0.090894 | -0.6297 | 0.265929 |
| 6 | 0.023156 | 0.1604 | 0.436609 |
| 7 | 0.108048 | 0.7486 | 0.228881 |
| 8 | 0.008403 | 0.0582 | 0.47691 |
| 9 | -0.09743 | -0.675 | 0.251453 |
| 10 | -0.104413 | -0.7234 | 0.236474 |
| 11 | 0.13011 | 0.9014 | 0.185932 |
| 12 | -0.091308 | -0.6326 | 0.264998 |
| 13 | -0.120334 | -0.8337 | 0.20429 |
| 14 | 0.125936 | 0.8725 | 0.193637 |
| 15 | 0.015244 | 0.1056 | 0.458166 |
| 16 | -0.12205 | -0.8456 | 0.200989 |
| 17 | 0.041696 | 0.2889 | 0.386959 |
| 18 | 0.092948 | 0.644 | 0.261332 |
| 19 | 0.052042 | 0.3606 | 0.360006 |
| 20 | -0.016817 | -0.1165 | 0.453867 |
| 21 | 0.084483 | 0.5853 | 0.280539 |
| 22 | -0.132952 | -0.9211 | 0.180798 |
| 23 | 0.089354 | 0.6191 | 0.269402 |
| 24 | -0.127535 | -0.8836 | 0.190661 |
| 25 | 0.128732 | 0.8919 | 0.188454 |
| 26 | -0.093853 | -0.6502 | 0.259321 |
| 27 | -0.01849 | -0.1281 | 0.449301 |
| 28 | -0.13358 | -0.9255 | 0.179677 |
| 29 | -0.004912 | -0.034 | 0.486496 |
| 30 | -0.048199 | -0.3339 | 0.369943 |
| 31 | -0.044333 | -0.3071 | 0.380031 |
| 32 | -0.05558 | -0.3851 | 0.350944 |
| 33 | -0.062984 | -0.4364 | 0.332263 |
| 34 | -0.003594 | -0.0249 | 0.490119 |
| 35 | 0.003677 | 0.0255 | 0.489892 |
| 36 | -0.10026 | -0.6946 | 0.24532 |
