| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.77807 | 6.0269 | 0 |
| 2 | 0.480086 | 3.7187 | 0.000221 |
| 3 | 0.268207 | 2.0775 | 0.02102 |
| 4 | 0.154658 | 1.198 | 0.117819 |
| 5 | 0.120124 | 0.9305 | 0.177927 |
| 6 | 0.105185 | 0.8148 | 0.209216 |
| 7 | 0.088793 | 0.6878 | 0.247118 |
| 8 | 0.098169 | 0.7604 | 0.224994 |
| 9 | 0.206498 | 1.5995 | 0.057478 |
| 10 | 0.413637 | 3.204 | 0.001086 |
| 11 | 0.584965 | 4.5311 | 1.4e-05 |
| 12 | 0.641523 | 4.9692 | 3e-06 |
| 13 | 0.431549 | 3.3428 | 0.000716 |
| 14 | 0.16997 | 1.3166 | 0.096493 |
| 15 | -0.009478 | -0.0734 | 0.47086 |
| 16 | -0.106195 | -0.8226 | 0.207001 |
| 17 | -0.136721 | -1.059 | 0.146915 |
| 18 | -0.157948 | -1.2235 | 0.11297 |
| 19 | -0.184574 | -1.4297 | 0.078995 |
| 20 | -0.187027 | -1.4487 | 0.076313 |
| 21 | -0.108521 | -0.8406 | 0.201955 |
| 22 | 0.050875 | 0.3941 | 0.34746 |
| 23 | 0.172986 | 1.3399 | 0.092658 |
| 24 | 0.203698 | 1.5778 | 0.05993 |
| 25 | 0.035969 | 0.2786 | 0.390748 |
| 26 | -0.1446 | -1.1201 | 0.133574 |
| 27 | -0.246467 | -1.9091 | 0.030516 |
| 28 | -0.290821 | -2.2527 | 0.013974 |
| 29 | -0.311022 | -2.4092 | 0.009537 |
| 30 | -0.324202 | -2.5113 | 0.00737 |
| 31 | -0.335182 | -2.5963 | 0.005916 |
| 32 | -0.330237 | -2.558 | 0.006535 |
| 33 | -0.25141 | -1.9474 | 0.028085 |
| 34 | -0.109512 | -0.8483 | 0.199827 |
| 35 | -0.017223 | -0.1334 | 0.447159 |
| 36 | -0.00018 | -0.0014 | 0.499447 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.77807 | 6.0269 | 0 |
| 2 | -0.317548 | -2.4597 | 0.008402 |
| 3 | 0.065173 | 0.5048 | 0.307764 |
| 4 | 0.022564 | 0.1748 | 0.430921 |
| 5 | 0.061876 | 0.4793 | 0.316738 |
| 6 | -0.019723 | -0.1528 | 0.439546 |
| 7 | 0.009441 | 0.0731 | 0.470972 |
| 8 | 0.082286 | 0.6374 | 0.26315 |
| 9 | 0.276686 | 2.1432 | 0.018081 |
| 10 | 0.332357 | 2.5744 | 0.006263 |
| 11 | 0.164447 | 1.2738 | 0.103823 |
| 12 | 0.126617 | 0.9808 | 0.165321 |
| 13 | -0.478228 | -3.7043 | 0.000232 |
| 14 | -0.056326 | -0.4363 | 0.332093 |
| 15 | -0.163035 | -1.2629 | 0.105762 |
| 16 | -0.094941 | -0.7354 | 0.232476 |
| 17 | -0.045502 | -0.3525 | 0.362866 |
| 18 | -0.068552 | -0.531 | 0.298688 |
| 19 | -0.101931 | -0.7896 | 0.216448 |
| 20 | -0.174252 | -1.3497 | 0.091084 |
| 21 | -0.145798 | -1.1293 | 0.131624 |
| 22 | -0.111617 | -0.8646 | 0.195356 |
| 23 | 0.044494 | 0.3446 | 0.365783 |
| 24 | 0.098937 | 0.7664 | 0.223233 |
| 25 | -0.081968 | -0.6349 | 0.263946 |
| 26 | 0.171981 | 1.3322 | 0.093923 |
| 27 | 0.006546 | 0.0507 | 0.479865 |
| 28 | 0.060483 | 0.4685 | 0.320561 |
| 29 | -0.056669 | -0.439 | 0.331135 |
| 30 | 0.086187 | 0.6676 | 0.253475 |
| 31 | 0.052684 | 0.4081 | 0.342331 |
| 32 | 0.001416 | 0.011 | 0.495644 |
| 33 | 0.035514 | 0.2751 | 0.392096 |
| 34 | -0.085126 | -0.6594 | 0.256087 |
| 35 | -0.02587 | -0.2004 | 0.420928 |
| 36 | -0.108637 | -0.8415 | 0.201705 |
