| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.82278 | 6.3732 | 0 |
| 2 | 0.48632 | 3.767 | 0.000189 |
| 3 | 0.109987 | 0.852 | 0.198813 |
| 4 | -0.14327 | -1.1098 | 0.135764 |
| 5 | -0.285914 | -2.2147 | 0.015296 |
| 6 | -0.321355 | -2.4892 | 0.007797 |
| 7 | -0.290273 | -2.2484 | 0.014117 |
| 8 | -0.190727 | -1.4774 | 0.072404 |
| 9 | -0.028052 | -0.2173 | 0.414359 |
| 10 | 0.209866 | 1.6256 | 0.054636 |
| 11 | 0.434885 | 3.3686 | 0.000662 |
| 12 | 0.565668 | 4.3816 | 2.4e-05 |
| 13 | 0.488115 | 3.7809 | 0.000181 |
| 14 | 0.279039 | 2.1614 | 0.017331 |
| 15 | 0.025863 | 0.2003 | 0.420949 |
| 16 | -0.135085 | -1.0464 | 0.149795 |
| 17 | -0.219219 | -1.6981 | 0.047339 |
| 18 | -0.227352 | -1.7611 | 0.041662 |
| 19 | -0.219335 | -1.699 | 0.047253 |
| 20 | -0.203252 | -1.5744 | 0.060328 |
| 21 | -0.184554 | -1.4295 | 0.079017 |
| 22 | -0.124779 | -0.9665 | 0.168828 |
| 23 | -0.0412 | -0.3191 | 0.375368 |
| 24 | 0.042833 | 0.3318 | 0.370604 |
| 25 | 0.057492 | 0.4453 | 0.328841 |
| 26 | 0.01461 | 0.1132 | 0.455138 |
| 27 | -0.069027 | -0.5347 | 0.297422 |
| 28 | -0.118152 | -0.9152 | 0.181874 |
| 29 | -0.137285 | -1.0634 | 0.14593 |
| 30 | -0.130355 | -1.0097 | 0.158341 |
| 31 | -0.110507 | -0.856 | 0.197707 |
| 32 | -0.103666 | -0.803 | 0.212574 |
| 33 | -0.115273 | -0.8929 | 0.187739 |
| 34 | -0.119551 | -0.926 | 0.179068 |
| 35 | -0.104537 | -0.8097 | 0.210644 |
| 36 | -0.063273 | -0.4901 | 0.31292 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.82278 | 6.3732 | 0 |
| 2 | -0.590174 | -4.5715 | 1.2e-05 |
| 3 | -0.193395 | -1.498 | 0.069684 |
| 4 | 0.239143 | 1.8524 | 0.034445 |
| 5 | -0.229244 | -1.7757 | 0.040425 |
| 6 | -0.057028 | -0.4417 | 0.330135 |
| 7 | 0.062812 | 0.4865 | 0.314178 |
| 8 | 0.072751 | 0.5635 | 0.287588 |
| 9 | 0.179252 | 1.3885 | 0.085062 |
| 10 | 0.344659 | 2.6697 | 0.004876 |
| 11 | 0.017355 | 0.1344 | 0.446755 |
| 12 | -0.015017 | -0.1163 | 0.453894 |
| 13 | -0.268075 | -2.0765 | 0.021069 |
| 14 | 0.099462 | 0.7704 | 0.222034 |
| 15 | 0.088297 | 0.6839 | 0.248321 |
| 16 | 0.089702 | 0.6948 | 0.244923 |
| 17 | -0.132019 | -1.0226 | 0.155297 |
| 18 | 0.000326 | 0.0025 | 0.498998 |
| 19 | -0.065919 | -0.5106 | 0.305751 |
| 20 | -0.192616 | -1.492 | 0.07047 |
| 21 | -0.13843 | -1.0723 | 0.143946 |
| 22 | -0.08813 | -0.6827 | 0.248727 |
| 23 | -0.108954 | -0.844 | 0.201025 |
| 24 | 0.003537 | 0.0274 | 0.489118 |
| 25 | 0.007393 | 0.0573 | 0.477263 |
| 26 | -0.044949 | -0.3482 | 0.364463 |
| 27 | -0.082155 | -0.6364 | 0.263479 |
| 28 | -0.042717 | -0.3309 | 0.370944 |
| 29 | -0.034936 | -0.2706 | 0.393807 |
| 30 | -0.072343 | -0.5604 | 0.288659 |
| 31 | 0.234631 | 1.8174 | 0.037072 |
| 32 | -0.046579 | -0.3608 | 0.359758 |
| 33 | 0.015101 | 0.117 | 0.453638 |
| 34 | 0.128283 | 0.9937 | 0.162185 |
| 35 | -0.046333 | -0.3589 | 0.360467 |
| 36 | -0.001233 | -0.0096 | 0.496204 |
