| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.580132 | 4.0609 | 8.8e-05 |
| 2 | 0.54944 | 3.8461 | 0.000173 |
| 3 | 0.461096 | 3.2277 | 0.001114 |
| 4 | 0.401032 | 2.8072 | 0.003576 |
| 5 | 0.321745 | 2.2522 | 0.014411 |
| 6 | 0.214676 | 1.5027 | 0.069663 |
| 7 | 0.102292 | 0.716 | 0.238682 |
| 8 | 0.023102 | 0.1617 | 0.436099 |
| 9 | -0.026042 | -0.1823 | 0.428051 |
| 10 | -0.152992 | -1.0709 | 0.14472 |
| 11 | -0.161699 | -1.1319 | 0.131594 |
| 12 | -0.352533 | -2.4677 | 0.008569 |
| 13 | -0.259634 | -1.8174 | 0.037634 |
| 14 | -0.275921 | -1.9314 | 0.029611 |
| 15 | -0.391148 | -2.738 | 0.004296 |
| 16 | -0.358583 | -2.5101 | 0.007711 |
| 17 | -0.385629 | -2.6994 | 0.004753 |
| 18 | -0.363888 | -2.5472 | 0.007024 |
| 19 | -0.374651 | -2.6226 | 0.005799 |
| 20 | -0.304812 | -2.1337 | 0.01895 |
| 21 | -0.254197 | -1.7794 | 0.04069 |
| 22 | -0.173535 | -1.2147 | 0.115142 |
| 23 | -0.129665 | -0.9077 | 0.184252 |
| 24 | -0.103893 | -0.7272 | 0.235267 |
| 25 | -0.095336 | -0.6674 | 0.253838 |
| 26 | -0.067991 | -0.4759 | 0.318118 |
| 27 | 0.029389 | 0.2057 | 0.41893 |
| 28 | 0.07464 | 0.5225 | 0.301844 |
| 29 | 0.07096 | 0.4967 | 0.310804 |
| 30 | 0.025124 | 0.1759 | 0.43056 |
| 31 | 0.063936 | 0.4476 | 0.328224 |
| 32 | 0.121088 | 0.8476 | 0.200387 |
| 33 | 0.088533 | 0.6197 | 0.269154 |
| 34 | 0.096704 | 0.6769 | 0.250818 |
| 35 | 0.105807 | 0.7406 | 0.231221 |
| 36 | 0.128864 | 0.9021 | 0.185721 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.580132 | 4.0609 | 8.8e-05 |
| 2 | 0.32088 | 2.2462 | 0.014618 |
| 3 | 0.098255 | 0.6878 | 0.247415 |
| 4 | 0.037108 | 0.2598 | 0.398071 |
| 5 | -0.026418 | -0.1849 | 0.427024 |
| 6 | -0.108175 | -0.7572 | 0.226271 |
| 7 | -0.144901 | -1.0143 | 0.15771 |
| 8 | -0.095326 | -0.6673 | 0.253861 |
| 9 | -0.024816 | -0.1737 | 0.431405 |
| 10 | -0.149309 | -1.0452 | 0.150539 |
| 11 | -0.00058 | -0.0041 | 0.49839 |
| 12 | -0.267811 | -1.8747 | 0.033402 |
| 13 | 0.105216 | 0.7365 | 0.232465 |
| 14 | 0.064747 | 0.4532 | 0.326192 |
| 15 | -0.215705 | -1.5099 | 0.068741 |
| 16 | -0.010197 | -0.0714 | 0.471694 |
| 17 | -0.071348 | -0.4994 | 0.309854 |
| 18 | -0.058913 | -0.4124 | 0.340927 |
| 19 | -0.100295 | -0.7021 | 0.24298 |
| 20 | 0.035288 | 0.247 | 0.402964 |
| 21 | 0.09623 | 0.6736 | 0.251862 |
| 22 | -0.004372 | -0.0306 | 0.487855 |
| 23 | 0.048711 | 0.341 | 0.367288 |
| 24 | -0.125976 | -0.8818 | 0.191087 |
| 25 | -0.111561 | -0.7809 | 0.219302 |
| 26 | -0.024593 | -0.1721 | 0.432014 |
| 27 | -0.049271 | -0.3449 | 0.365823 |
| 28 | 0.103636 | 0.7255 | 0.235813 |
| 29 | -0.061477 | -0.4303 | 0.334417 |
| 30 | -0.196372 | -1.3746 | 0.087754 |
| 31 | -0.060109 | -0.4208 | 0.337884 |
| 32 | 0.094898 | 0.6643 | 0.254811 |
| 33 | -0.022268 | -0.1559 | 0.438387 |
| 34 | -0.060716 | -0.425 | 0.336344 |
| 35 | 0.05647 | 0.3953 | 0.347171 |
| 36 | -0.009979 | -0.0698 | 0.472299 |
