| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.703374 | 5.7142 | 0 |
| 2 | 0.641449 | 5.2112 | 1e-06 |
| 3 | 0.533265 | 4.3323 | 2.6e-05 |
| 4 | 0.289419 | 2.3512 | 0.010853 |
| 5 | 0.198068 | 1.6091 | 0.056183 |
| 6 | 0.051782 | 0.4207 | 0.337679 |
| 7 | -0.147113 | -1.1952 | 0.118152 |
| 8 | -0.167415 | -1.3601 | 0.089215 |
| 9 | -0.241581 | -1.9626 | 0.026954 |
| 10 | -0.278996 | -2.2666 | 0.01335 |
| 11 | -0.235556 | -1.9137 | 0.030001 |
| 12 | -0.275748 | -2.2402 | 0.014226 |
| 13 | -0.246638 | -2.0037 | 0.024605 |
| 14 | -0.197235 | -1.6023 | 0.056928 |
| 15 | -0.17067 | -1.3865 | 0.085126 |
| 16 | -0.181639 | -1.4756 | 0.072397 |
| 17 | -0.096594 | -0.7847 | 0.217708 |
| 18 | -0.096105 | -0.7808 | 0.218867 |
| 19 | -0.073546 | -0.5975 | 0.276112 |
| 20 | -0.010842 | -0.0881 | 0.46504 |
| 21 | -3.8e-05 | -3e-04 | 0.499879 |
| 22 | 0.011348 | 0.0922 | 0.463412 |
| 23 | 0.086935 | 0.7063 | 0.241255 |
| 24 | 0.057701 | 0.4688 | 0.32039 |
| 25 | 0.1273 | 1.0342 | 0.15241 |
| 26 | 0.124588 | 1.0122 | 0.15758 |
| 27 | 0.095909 | 0.7792 | 0.219332 |
| 28 | 0.094165 | 0.765 | 0.223499 |
| 29 | 0.082254 | 0.6682 | 0.253158 |
| 30 | 0.026233 | 0.2131 | 0.415947 |
| 31 | 0.023634 | 0.192 | 0.424165 |
| 32 | -0.016339 | -0.1327 | 0.447401 |
| 33 | -0.018057 | -0.1467 | 0.441908 |
| 34 | -0.017978 | -0.1461 | 0.442161 |
| 35 | -0.030451 | -0.2474 | 0.402689 |
| 36 | -0.052518 | -0.4267 | 0.335508 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.703374 | 5.7142 | 0 |
| 2 | 0.29037 | 2.359 | 0.010647 |
| 3 | 0.019142 | 0.1555 | 0.438447 |
| 4 | -0.36191 | -2.9402 | 0.002259 |
| 5 | -0.057314 | -0.4656 | 0.321511 |
| 6 | -0.050689 | -0.4118 | 0.340912 |
| 7 | -0.223719 | -1.8175 | 0.03684 |
| 8 | 0.052397 | 0.4257 | 0.335864 |
| 9 | 0.062105 | 0.5045 | 0.30778 |
| 10 | 0.005868 | 0.0477 | 0.481062 |
| 11 | -0.012661 | -0.1029 | 0.459194 |
| 12 | -0.105547 | -0.8575 | 0.197145 |
| 13 | -0.04691 | -0.3811 | 0.352178 |
| 14 | -0.022701 | -0.1844 | 0.427122 |
| 15 | 0.050781 | 0.4125 | 0.340638 |
| 16 | -0.173481 | -1.4094 | 0.081711 |
| 17 | 0.098333 | 0.7989 | 0.213618 |
| 18 | 0.022546 | 0.1832 | 0.427615 |
| 19 | -0.062123 | -0.5047 | 0.30773 |
| 20 | -0.00035 | -0.0028 | 0.49887 |
| 21 | 0.051725 | 0.4202 | 0.337845 |
| 22 | -0.044929 | -0.365 | 0.358139 |
| 23 | 0.051077 | 0.415 | 0.339762 |
| 24 | -0.029274 | -0.2378 | 0.406377 |
| 25 | 0.107562 | 0.8738 | 0.192688 |
| 26 | -0.074521 | -0.6054 | 0.273491 |
| 27 | -0.014416 | -0.1171 | 0.453562 |
| 28 | -0.102258 | -0.8307 | 0.204555 |
| 29 | 0.073017 | 0.5932 | 0.277541 |
| 30 | -0.038544 | -0.3131 | 0.377582 |
| 31 | -0.002161 | -0.0176 | 0.493023 |
| 32 | -0.014032 | -0.114 | 0.454793 |
| 33 | 0.135861 | 1.1037 | 0.136858 |
| 34 | -0.040469 | -0.3288 | 0.371684 |
| 35 | -0.035115 | -0.2853 | 0.388163 |
| 36 | -0.110112 | -0.8946 | 0.187137 |
