| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.446266 | 5.9706 | 0 |
| 2 | -0.083656 | -1.1192 | 0.13227 |
| 3 | -0.358416 | -4.7953 | 2e-06 |
| 4 | -0.276055 | -3.6934 | 0.000147 |
| 5 | 0.001471 | 0.0197 | 0.492161 |
| 6 | 0.180291 | 2.4121 | 0.008435 |
| 7 | 0.077727 | 1.0399 | 0.14989 |
| 8 | -0.154345 | -2.065 | 0.020182 |
| 9 | -0.247634 | -3.3131 | 0.000558 |
| 10 | -0.123349 | -1.6503 | 0.050318 |
| 11 | 0.262001 | 3.5053 | 0.000288 |
| 12 | 0.659719 | 8.8264 | 0 |
| 13 | 0.29328 | 3.9238 | 6.2e-05 |
| 14 | -0.048663 | -0.6511 | 0.257917 |
| 15 | -0.230218 | -3.0801 | 0.001198 |
| 16 | -0.20709 | -2.7707 | 0.003092 |
| 17 | -0.056662 | -0.7581 | 0.224699 |
| 18 | 0.039958 | 0.5346 | 0.296796 |
| 19 | -0.031403 | -0.4201 | 0.33744 |
| 20 | -0.166535 | -2.2281 | 0.01356 |
| 21 | -0.208543 | -2.7901 | 0.00292 |
| 22 | -0.11028 | -1.4754 | 0.070925 |
| 23 | 0.199895 | 2.6744 | 0.00409 |
| 24 | 0.488425 | 6.5347 | 0 |
| 25 | 0.191378 | 2.5605 | 0.005639 |
| 26 | -0.052462 | -0.7019 | 0.241828 |
| 27 | -0.171292 | -2.2917 | 0.011543 |
| 28 | -0.189406 | -2.5341 | 0.006066 |
| 29 | -0.11118 | -1.4875 | 0.069323 |
| 30 | -0.058452 | -0.782 | 0.217615 |
| 31 | -0.061745 | -0.8261 | 0.204925 |
| 32 | -0.111744 | -1.495 | 0.068333 |
| 33 | -0.093316 | -1.2485 | 0.106742 |
| 34 | -0.054568 | -0.7301 | 0.233151 |
| 35 | 0.160031 | 2.1411 | 0.016811 |
| 36 | 0.332185 | 4.4443 | 8e-06 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.446266 | 5.9706 | 0 |
| 2 | -0.353137 | -4.7246 | 2e-06 |
| 3 | -0.214425 | -2.8688 | 0.002308 |
| 4 | -0.014627 | -0.1957 | 0.422533 |
| 5 | 0.081217 | 1.0866 | 0.139334 |
| 6 | 0.019563 | 0.2617 | 0.396912 |
| 7 | -0.134577 | -1.8005 | 0.036731 |
| 8 | -0.149826 | -2.0045 | 0.02326 |
| 9 | -0.052835 | -0.7069 | 0.240277 |
| 10 | 0.007962 | 0.1065 | 0.457643 |
| 11 | 0.290709 | 3.8894 | 7.1e-05 |
| 12 | 0.501798 | 6.7136 | 0 |
| 13 | -0.347312 | -4.6467 | 3e-06 |
| 14 | 0.227878 | 3.0488 | 0.001323 |
| 15 | 0.181798 | 2.4323 | 0.007994 |
| 16 | -0.107504 | -1.4383 | 0.076047 |
| 17 | -0.096821 | -1.2954 | 0.09843 |
| 18 | -0.085578 | -1.145 | 0.126879 |
| 19 | -0.077479 | -1.0366 | 0.150662 |
| 20 | -0.097403 | -1.3032 | 0.097097 |
| 21 | -0.126417 | -1.6913 | 0.046256 |
| 22 | 0.011755 | 0.1573 | 0.437605 |
| 23 | 0.015901 | 0.2127 | 0.415887 |
| 24 | 0.013579 | 0.1817 | 0.428023 |
| 25 | -0.061484 | -0.8226 | 0.205915 |
| 26 | 0.052683 | 0.7049 | 0.240908 |
| 27 | 0.042312 | 0.5661 | 0.286019 |
| 28 | -0.115204 | -1.5413 | 0.062503 |
| 29 | -0.052918 | -0.708 | 0.239934 |
| 30 | -0.038354 | -0.5131 | 0.304242 |
| 31 | 0.04012 | 0.5368 | 0.296049 |
| 32 | -0.031333 | -0.4192 | 0.337784 |
| 33 | 0.071909 | 0.9621 | 0.168653 |
| 34 | -0.008432 | -0.1128 | 0.455155 |
| 35 | 0.0302 | 0.4041 | 0.343329 |
| 36 | -0.017238 | -0.2306 | 0.408932 |
