| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.82377 | 6.793 | 0 |
| 2 | 0.528689 | 4.3597 | 2.3e-05 |
| 3 | 0.307377 | 2.5347 | 0.006781 |
| 4 | 0.271516 | 2.239 | 0.014216 |
| 5 | 0.360656 | 2.974 | 0.002032 |
| 6 | 0.43306 | 3.5711 | 0.000329 |
| 7 | 0.369536 | 3.0473 | 0.001643 |
| 8 | 0.232582 | 1.9179 | 0.029661 |
| 9 | 0.134221 | 1.1068 | 0.136137 |
| 10 | 0.140027 | 1.1547 | 0.126129 |
| 11 | 0.213456 | 1.7602 | 0.041435 |
| 12 | 0.264686 | 2.1827 | 0.016259 |
| 13 | 0.211066 | 1.7405 | 0.043148 |
| 14 | 0.119194 | 0.9829 | 0.164571 |
| 15 | 0.039276 | 0.3239 | 0.373512 |
| 16 | -0.017418 | -0.1436 | 0.443108 |
| 17 | -0.057377 | -0.4731 | 0.318813 |
| 18 | -0.07582 | -0.6252 | 0.266958 |
| 19 | -0.119877 | -0.9885 | 0.163198 |
| 20 | -0.166325 | -1.3716 | 0.087356 |
| 21 | -0.207309 | -1.7095 | 0.045958 |
| 22 | -0.247609 | -2.0418 | 0.022525 |
| 23 | -0.265369 | -2.1883 | 0.016044 |
| 24 | -0.247609 | -2.0418 | 0.022525 |
| 25 | -0.213798 | -1.763 | 0.041195 |
| 26 | -0.156421 | -1.2899 | 0.100731 |
| 27 | -0.120902 | -0.997 | 0.161154 |
| 28 | -0.157445 | -1.2983 | 0.09928 |
| 29 | -0.23668 | -1.9517 | 0.027546 |
| 30 | -0.308402 | -2.5431 | 0.006633 |
| 31 | -0.354508 | -2.9233 | 0.00235 |
| 32 | -0.35485 | -2.9262 | 0.002331 |
| 33 | -0.310451 | -2.56 | 0.006346 |
| 34 | -0.253415 | -2.0897 | 0.020193 |
| 35 | -0.195014 | -1.6081 | 0.056221 |
| 36 | -0.150273 | -1.2392 | 0.109769 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.82377 | 6.793 | 0 |
| 2 | -0.466423 | -3.8462 | 0.000134 |
| 3 | 0.210548 | 1.7362 | 0.043527 |
| 4 | 0.323039 | 2.6638 | 0.004819 |
| 5 | 0.093398 | 0.7702 | 0.22193 |
| 6 | -0.052066 | -0.4293 | 0.334515 |
| 7 | -0.185057 | -1.526 | 0.065822 |
| 8 | 0.109753 | 0.9051 | 0.184317 |
| 9 | 0.083851 | 0.6915 | 0.245818 |
| 10 | 0.02182 | 0.1799 | 0.42887 |
| 11 | -0.002956 | -0.0244 | 0.490311 |
| 12 | -0.009528 | -0.0786 | 0.468803 |
| 13 | -0.106595 | -0.879 | 0.191247 |
| 14 | 0.127504 | 1.0514 | 0.148394 |
| 15 | -0.116521 | -0.9609 | 0.170013 |
| 16 | -0.224998 | -1.8554 | 0.033938 |
| 17 | -0.062521 | -0.5156 | 0.303915 |
| 18 | 0.098833 | 0.815 | 0.208959 |
| 19 | -0.160055 | -1.3198 | 0.095656 |
| 20 | -0.077205 | -0.6366 | 0.263245 |
| 21 | -0.068084 | -0.5614 | 0.288175 |
| 22 | -0.08081 | -0.6664 | 0.253712 |
| 23 | 0.068396 | 0.564 | 0.287303 |
| 24 | 0.015704 | 0.1295 | 0.448674 |
| 25 | -0.008747 | -0.0721 | 0.471354 |
| 26 | 0.109394 | 0.9021 | 0.185097 |
| 27 | -0.006831 | -0.0563 | 0.477622 |
| 28 | -0.127895 | -1.0546 | 0.14766 |
| 29 | -0.028957 | -0.2388 | 0.405994 |
| 30 | -0.102976 | -0.8492 | 0.199385 |
| 31 | -0.093081 | -0.7676 | 0.222701 |
| 32 | -0.039033 | -0.3219 | 0.374269 |
| 33 | 0.081534 | 0.6723 | 0.251821 |
| 34 | 0.099891 | 0.8237 | 0.206489 |
| 35 | 0.092763 | 0.7649 | 0.223475 |
| 36 | -0.020479 | -0.1689 | 0.433198 |
