| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.830854 | 6.9016 | 0 |
| 2 | 0.539975 | 4.4854 | 1.4e-05 |
| 3 | 0.310379 | 2.5782 | 0.006035 |
| 4 | 0.272556 | 2.264 | 0.01336 |
| 5 | 0.367642 | 3.0539 | 0.001604 |
| 6 | 0.443825 | 3.6867 | 0.000224 |
| 7 | 0.376713 | 3.1292 | 0.001284 |
| 8 | 0.227099 | 1.8864 | 0.031723 |
| 9 | 0.107046 | 0.8892 | 0.188494 |
| 10 | 0.101833 | 0.8459 | 0.200269 |
| 11 | 0.181307 | 1.506 | 0.06831 |
| 12 | 0.252577 | 2.0981 | 0.019782 |
| 13 | 0.210898 | 1.7518 | 0.042121 |
| 14 | 0.118556 | 0.9848 | 0.164082 |
| 15 | 0.01113 | 0.0925 | 0.463303 |
| 16 | -0.052707 | -0.4378 | 0.331444 |
| 17 | -0.08423 | -0.6997 | 0.243243 |
| 18 | -0.09473 | -0.7869 | 0.217022 |
| 19 | -0.127358 | -1.0579 | 0.146892 |
| 20 | -0.17287 | -1.436 | 0.077765 |
| 21 | -0.221018 | -1.8359 | 0.03534 |
| 22 | -0.268574 | -2.2309 | 0.014469 |
| 23 | -0.283483 | -2.3548 | 0.010692 |
| 24 | -0.263505 | -2.1888 | 0.015998 |
| 25 | -0.225023 | -1.8692 | 0.032921 |
| 26 | -0.166031 | -1.3792 | 0.08615 |
| 27 | -0.139095 | -1.1554 | 0.125954 |
| 28 | -0.164097 | -1.3631 | 0.088643 |
| 29 | -0.2362 | -1.962 | 0.026897 |
| 30 | -0.309127 | -2.5678 | 0.006202 |
| 31 | -0.349149 | -2.9002 | 0.002499 |
| 32 | -0.347084 | -2.8831 | 0.002623 |
| 33 | -0.306495 | -2.5459 | 0.006568 |
| 34 | -0.253496 | -2.1057 | 0.019436 |
| 35 | -0.19916 | -1.6543 | 0.0513 |
| 36 | -0.160872 | -1.3363 | 0.09292 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.830854 | 6.9016 | 0 |
| 2 | -0.485482 | -4.0327 | 7e-05 |
| 3 | 0.199823 | 1.6599 | 0.050741 |
| 4 | 0.390188 | 3.2411 | 0.000917 |
| 5 | 0.067561 | 0.5612 | 0.288237 |
| 6 | -0.118398 | -0.9835 | 0.164401 |
| 7 | -0.190406 | -1.5816 | 0.059153 |
| 8 | 0.139262 | 1.1568 | 0.125673 |
| 9 | 0.062261 | 0.5172 | 0.303343 |
| 10 | 0.007941 | 0.066 | 0.4738 |
| 11 | -0.006541 | -0.0543 | 0.478413 |
| 12 | 0.025948 | 0.2155 | 0.414991 |
| 13 | -0.147395 | -1.2244 | 0.112491 |
| 14 | 0.167227 | 1.3891 | 0.084635 |
| 15 | -0.201885 | -1.677 | 0.049035 |
| 16 | -0.148121 | -1.2304 | 0.111365 |
| 17 | -0.096724 | -0.8035 | 0.212236 |
| 18 | 0.071687 | 0.5955 | 0.276738 |
| 19 | -0.079452 | -0.66 | 0.255734 |
| 20 | -0.12805 | -1.0637 | 0.145595 |
| 21 | -0.021105 | -0.1753 | 0.430675 |
| 22 | -0.120653 | -1.0022 | 0.15987 |
| 23 | 0.116418 | 0.967 | 0.16845 |
| 24 | -0.009149 | -0.076 | 0.469819 |
| 25 | 0.015937 | 0.1324 | 0.447532 |
| 26 | 0.063691 | 0.5291 | 0.299233 |
| 27 | -0.017628 | -0.1464 | 0.442006 |
| 28 | -0.065654 | -0.5454 | 0.293631 |
| 29 | -0.103439 | -0.8592 | 0.196594 |
| 30 | -0.096354 | -0.8004 | 0.213121 |
| 31 | -0.035094 | -0.2915 | 0.385767 |
| 32 | -0.117575 | -0.9766 | 0.166078 |
| 33 | 0.126645 | 1.052 | 0.148237 |
| 34 | 0.12501 | 1.0384 | 0.151352 |
| 35 | 0.025562 | 0.2123 | 0.416236 |
| 36 | 0.016244 | 0.1349 | 0.44653 |
