| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.860096 | 6.6623 | 0 |
| 2 | 0.674123 | 5.2217 | 1e-06 |
| 3 | 0.424552 | 3.2886 | 0.000844 |
| 4 | 0.289644 | 2.2436 | 0.014282 |
| 5 | 0.210164 | 1.6279 | 0.05439 |
| 6 | 0.18596 | 1.4404 | 0.07747 |
| 7 | 0.128191 | 0.993 | 0.162358 |
| 8 | 0.036333 | 0.2814 | 0.389671 |
| 9 | -0.115435 | -0.8942 | 0.187405 |
| 10 | -0.278605 | -2.1581 | 0.017467 |
| 11 | -0.418153 | -3.239 | 0.000979 |
| 12 | -0.48201 | -3.7336 | 0.000211 |
| 13 | -0.473253 | -3.6658 | 0.000262 |
| 14 | -0.397888 | -3.082 | 0.001552 |
| 15 | -0.299048 | -2.3164 | 0.011984 |
| 16 | -0.223066 | -1.7279 | 0.044579 |
| 17 | -0.173174 | -1.3414 | 0.092424 |
| 18 | -0.144151 | -1.1166 | 0.134311 |
| 19 | -0.09369 | -0.7257 | 0.235416 |
| 20 | -0.046865 | -0.363 | 0.358936 |
| 21 | 0.033021 | 0.2558 | 0.399498 |
| 22 | 0.069385 | 0.5375 | 0.296472 |
| 23 | 0.134355 | 1.0407 | 0.151092 |
| 24 | 0.151987 | 1.1773 | 0.121865 |
| 25 | 0.181268 | 1.4041 | 0.082723 |
| 26 | 0.155036 | 1.2009 | 0.117253 |
| 27 | 0.118427 | 0.9173 | 0.18132 |
| 28 | 0.04757 | 0.3685 | 0.356909 |
| 29 | -0.018944 | -0.1467 | 0.441916 |
| 30 | -0.101232 | -0.7841 | 0.218021 |
| 31 | -0.159751 | -1.2374 | 0.110374 |
| 32 | -0.195774 | -1.5165 | 0.067327 |
| 33 | -0.200159 | -1.5504 | 0.063149 |
| 34 | -0.190514 | -1.4757 | 0.072625 |
| 35 | -0.188116 | -1.4571 | 0.075145 |
| 36 | -0.203047 | -1.5728 | 0.060513 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.860096 | 6.6623 | 0 |
| 2 | -0.252239 | -1.9538 | 0.027693 |
| 3 | -0.347016 | -2.688 | 0.004645 |
| 4 | 0.401692 | 3.1115 | 0.001424 |
| 5 | 0.048432 | 0.3752 | 0.354435 |
| 6 | -0.204793 | -1.5863 | 0.058962 |
| 7 | -0.134967 | -1.0455 | 0.150004 |
| 8 | -0.070036 | -0.5425 | 0.294742 |
| 9 | -0.220104 | -1.7049 | 0.046692 |
| 10 | -0.201184 | -1.5584 | 0.062203 |
| 11 | -0.025441 | -0.1971 | 0.422223 |
| 12 | 0.042477 | 0.329 | 0.371641 |
| 13 | -0.019677 | -0.1524 | 0.439683 |
| 14 | 0.077042 | 0.5968 | 0.276456 |
| 15 | 0.140773 | 1.0904 | 0.139943 |
| 16 | -0.074771 | -0.5792 | 0.28232 |
| 17 | 0.023455 | 0.1817 | 0.428224 |
| 18 | 0.108139 | 0.8376 | 0.202779 |
| 19 | 0.050506 | 0.3912 | 0.348512 |
| 20 | -0.241979 | -1.8744 | 0.032876 |
| 21 | 0.050577 | 0.3918 | 0.348309 |
| 22 | -0.138796 | -1.0751 | 0.143315 |
| 23 | 0.067416 | 0.5222 | 0.301726 |
| 24 | -0.03367 | -0.2608 | 0.397566 |
| 25 | -0.009143 | -0.0708 | 0.471888 |
| 26 | -0.0558 | -0.4322 | 0.333565 |
| 27 | -0.071206 | -0.5516 | 0.29165 |
| 28 | 0.014118 | 0.1094 | 0.456643 |
| 29 | -0.093892 | -0.7273 | 0.234939 |
| 30 | -0.186448 | -1.4442 | 0.076939 |
| 31 | 0.020527 | 0.159 | 0.437101 |
| 32 | 0.145148 | 1.1243 | 0.13268 |
| 33 | -0.121823 | -0.9436 | 0.17457 |
| 34 | -0.015917 | -0.1233 | 0.451144 |
| 35 | 0.045953 | 0.356 | 0.361562 |
| 36 | -0.054277 | -0.4204 | 0.337838 |
