| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.84089 | 6.5135 | 0 |
| 2 | 0.597075 | 4.6249 | 1e-05 |
| 3 | 0.42092 | 3.2604 | 0.000918 |
| 4 | 0.375908 | 2.9118 | 0.00252 |
| 5 | 0.41482 | 3.2132 | 0.001057 |
| 6 | 0.430955 | 3.3382 | 0.000726 |
| 7 | 0.347676 | 2.6931 | 0.004582 |
| 8 | 0.218634 | 1.6935 | 0.04777 |
| 9 | 0.135666 | 1.0509 | 0.148767 |
| 10 | 0.151594 | 1.1742 | 0.122469 |
| 11 | 0.211546 | 1.6386 | 0.053262 |
| 12 | 0.241872 | 1.8735 | 0.032934 |
| 13 | 0.179062 | 1.387 | 0.085285 |
| 14 | 0.083175 | 0.6443 | 0.260927 |
| 15 | 0.016059 | 0.1244 | 0.450711 |
| 16 | -0.041225 | -0.3193 | 0.375293 |
| 17 | -0.088521 | -0.6857 | 0.247778 |
| 18 | -0.126503 | -0.9799 | 0.165537 |
| 19 | -0.173073 | -1.3406 | 0.092549 |
| 20 | -0.222755 | -1.7255 | 0.044796 |
| 21 | -0.26053 | -2.0181 | 0.024032 |
| 22 | -0.289199 | -2.2401 | 0.014399 |
| 23 | -0.308606 | -2.3905 | 0.009992 |
| 24 | -0.304457 | -2.3583 | 0.010817 |
| 25 | -0.297506 | -2.3045 | 0.012337 |
| 26 | -0.262848 | -2.036 | 0.023086 |
| 27 | -0.223312 | -1.7298 | 0.044406 |
| 28 | -0.231382 | -1.7923 | 0.039065 |
| 29 | -0.277511 | -2.1496 | 0.017815 |
| 30 | -0.325377 | -2.5204 | 0.007201 |
| 31 | -0.3569 | -2.7645 | 0.003781 |
| 32 | -0.366449 | -2.8385 | 0.003088 |
| 33 | -0.3286 | -2.5453 | 0.006753 |
| 34 | -0.259878 | -2.013 | 0.024304 |
| 35 | -0.206541 | -1.5999 | 0.057441 |
| 36 | -0.16768 | -1.2988 | 0.099483 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.84089 | 6.5135 | 0 |
| 2 | -0.375618 | -2.9095 | 0.002535 |
| 3 | 0.183286 | 1.4197 | 0.080431 |
| 4 | 0.233499 | 1.8087 | 0.037757 |
| 5 | 0.108219 | 0.8383 | 0.202606 |
| 6 | -0.067251 | -0.5209 | 0.302169 |
| 7 | -0.176038 | -1.3636 | 0.088897 |
| 8 | 0.014012 | 0.1085 | 0.456967 |
| 9 | 0.075454 | 0.5845 | 0.280551 |
| 10 | 0.111462 | 0.8634 | 0.195683 |
| 11 | -0.027402 | -0.2123 | 0.416313 |
| 12 | -0.006708 | -0.052 | 0.479367 |
| 13 | -0.126419 | -0.9792 | 0.165698 |
| 14 | 0.054957 | 0.4257 | 0.335927 |
| 15 | -0.036769 | -0.2848 | 0.388385 |
| 16 | -0.271049 | -2.0995 | 0.019992 |
| 17 | -0.06467 | -0.5009 | 0.309125 |
| 18 | 0.032359 | 0.2507 | 0.401469 |
| 19 | -0.031154 | -0.2413 | 0.405065 |
| 20 | -0.095916 | -0.743 | 0.230202 |
| 21 | -0.070958 | -0.5496 | 0.292304 |
| 22 | -0.056718 | -0.4393 | 0.330999 |
| 23 | 0.001359 | 0.0105 | 0.495817 |
| 24 | 0.037259 | 0.2886 | 0.386939 |
| 25 | -0.099252 | -0.7688 | 0.222513 |
| 26 | 0.129462 | 1.0028 | 0.159991 |
| 27 | 0.018179 | 0.1408 | 0.444243 |
| 28 | -0.102127 | -0.7911 | 0.216008 |
| 29 | -0.06646 | -0.5148 | 0.304294 |
| 30 | -0.080696 | -0.6251 | 0.267147 |
| 31 | -0.04771 | -0.3696 | 0.356507 |
| 32 | -0.06856 | -0.5311 | 0.298668 |
| 33 | 0.122591 | 0.9496 | 0.173066 |
| 34 | 0.10818 | 0.838 | 0.202689 |
| 35 | 0.020151 | 0.1561 | 0.438244 |
| 36 | 0.043678 | 0.3383 | 0.368149 |
