| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.851493 | 7.2252 | 0 |
| 2 | 0.60123 | 5.1016 | 1e-06 |
| 3 | 0.426769 | 3.6213 | 0.000271 |
| 4 | 0.417111 | 3.5393 | 0.000354 |
| 5 | 0.527313 | 4.4744 | 1.4e-05 |
| 6 | 0.612289 | 5.1954 | 1e-06 |
| 7 | 0.563766 | 4.7837 | 4e-06 |
| 8 | 0.444651 | 3.773 | 0.000164 |
| 9 | 0.353809 | 3.0022 | 0.001842 |
| 10 | 0.341535 | 2.898 | 0.002486 |
| 11 | 0.38362 | 3.2551 | 0.000864 |
| 12 | 0.4092 | 3.4722 | 0.000439 |
| 13 | 0.315947 | 2.6809 | 0.004549 |
| 14 | 0.19413 | 1.6473 | 0.051932 |
| 15 | 0.102874 | 0.8729 | 0.192806 |
| 16 | 0.073035 | 0.6197 | 0.268699 |
| 17 | 0.090442 | 0.7674 | 0.222668 |
| 18 | 0.093373 | 0.7923 | 0.215395 |
| 19 | 0.033304 | 0.2826 | 0.389149 |
| 20 | -0.038608 | -0.3276 | 0.372081 |
| 21 | -0.089784 | -0.7618 | 0.224321 |
| 22 | -0.10664 | -0.9049 | 0.184276 |
| 23 | -0.091628 | -0.7775 | 0.219709 |
| 24 | -0.076177 | -0.6464 | 0.260043 |
| 25 | -0.117969 | -1.001 | 0.16009 |
| 26 | -0.16309 | -1.3839 | 0.085338 |
| 27 | -0.188501 | -1.5995 | 0.057047 |
| 28 | -0.186963 | -1.5864 | 0.058512 |
| 29 | -0.17311 | -1.4689 | 0.073109 |
| 30 | -0.17245 | -1.4633 | 0.07387 |
| 31 | -0.214524 | -1.8203 | 0.036435 |
| 32 | -0.263248 | -2.2337 | 0.014304 |
| 33 | -0.286746 | -2.4331 | 0.008727 |
| 34 | -0.273582 | -2.3214 | 0.011549 |
| 35 | -0.23462 | -1.9908 | 0.025148 |
| 36 | -0.203916 | -1.7303 | 0.043932 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.851493 | 7.2252 | 0 |
| 2 | -0.450284 | -3.8208 | 0.00014 |
| 3 | 0.308925 | 2.6213 | 0.00534 |
| 4 | 0.341764 | 2.9 | 0.002473 |
| 5 | 0.214014 | 1.816 | 0.036769 |
| 6 | -0.05932 | -0.5033 | 0.308128 |
| 7 | -0.156621 | -1.329 | 0.094026 |
| 8 | 0.173941 | 1.4759 | 0.07216 |
| 9 | 0.052414 | 0.4447 | 0.328918 |
| 10 | -0.051983 | -0.4411 | 0.330236 |
| 11 | -0.037043 | -0.3143 | 0.377093 |
| 12 | 0.012536 | 0.1064 | 0.457791 |
| 13 | -0.362046 | -3.0721 | 0.0015 |
| 14 | 0.20171 | 1.7116 | 0.045641 |
| 15 | -0.186535 | -1.5828 | 0.058925 |
| 16 | -0.102951 | -0.8736 | 0.19263 |
| 17 | -0.061069 | -0.5182 | 0.302957 |
| 18 | -0.038525 | -0.3269 | 0.372347 |
| 19 | -0.050574 | -0.4291 | 0.334555 |
| 20 | 0.024874 | 0.2111 | 0.416718 |
| 21 | -0.062948 | -0.5341 | 0.297449 |
| 22 | 0.00011 | 9e-04 | 0.499628 |
| 23 | 0.090589 | 0.7687 | 0.222302 |
| 24 | -0.005648 | -0.0479 | 0.480954 |
| 25 | -0.021766 | -0.1847 | 0.426995 |
| 26 | 0.065832 | 0.5586 | 0.289082 |
| 27 | 0.07116 | 0.6038 | 0.273933 |
| 28 | -0.009818 | -0.0833 | 0.466917 |
| 29 | -0.071405 | -0.6059 | 0.273245 |
| 30 | 0.035418 | 0.3005 | 0.382317 |
| 31 | -0.078509 | -0.6662 | 0.253717 |
| 32 | -0.12137 | -1.0299 | 0.153262 |
| 33 | 0.031099 | 0.2639 | 0.396311 |
| 34 | -0.006787 | -0.0576 | 0.477119 |
| 35 | -0.068252 | -0.5791 | 0.282152 |
| 36 | -0.047186 | -0.4004 | 0.345027 |
