| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.75532 | 5.8017 | 0 |
| 2 | 0.621017 | 4.7701 | 6e-06 |
| 3 | 0.426521 | 3.2762 | 0.000882 |
| 4 | 0.262871 | 2.0192 | 0.024011 |
| 5 | 0.156962 | 1.2056 | 0.116384 |
| 6 | 0.173561 | 1.3331 | 0.093804 |
| 7 | 0.135789 | 1.043 | 0.150599 |
| 8 | 0.135514 | 1.0409 | 0.151084 |
| 9 | 0.071949 | 0.5527 | 0.291295 |
| 10 | 0.021556 | 0.1656 | 0.434528 |
| 11 | 0.004775 | 0.0367 | 0.485434 |
| 12 | 0.020598 | 0.1582 | 0.437414 |
| 13 | 0.07042 | 0.5409 | 0.295304 |
| 14 | 0.044783 | 0.344 | 0.366041 |
| 15 | 0.070018 | 0.5378 | 0.296362 |
| 16 | -0.002355 | -0.0181 | 0.492814 |
| 17 | -0.032603 | -0.2504 | 0.401562 |
| 18 | -0.079291 | -0.609 | 0.272417 |
| 19 | -0.053758 | -0.4129 | 0.340581 |
| 20 | -0.107281 | -0.824 | 0.206618 |
| 21 | -0.067681 | -0.5199 | 0.302551 |
| 22 | -0.112192 | -0.8618 | 0.196154 |
| 23 | -0.09181 | -0.7052 | 0.241729 |
| 24 | -0.157723 | -1.2115 | 0.115269 |
| 25 | -0.181797 | -1.3964 | 0.083911 |
| 26 | -0.170523 | -1.3098 | 0.097668 |
| 27 | -0.202828 | -1.5579 | 0.062297 |
| 28 | -0.206241 | -1.5842 | 0.059251 |
| 29 | -0.147008 | -1.1292 | 0.131694 |
| 30 | -0.157386 | -1.2089 | 0.115761 |
| 31 | -0.159089 | -1.222 | 0.113287 |
| 32 | -0.141862 | -1.0897 | 0.140146 |
| 33 | -0.161815 | -1.2429 | 0.109406 |
| 34 | -0.167612 | -1.2874 | 0.101483 |
| 35 | -0.169651 | -1.3031 | 0.0988 |
| 36 | -0.135686 | -1.0422 | 0.150779 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.75532 | 5.8017 | 0 |
| 2 | 0.1176 | 0.9033 | 0.18502 |
| 3 | -0.179928 | -1.3821 | 0.086083 |
| 4 | -0.10255 | -0.7877 | 0.217013 |
| 5 | 0.036382 | 0.2795 | 0.390436 |
| 6 | 0.247174 | 1.8986 | 0.031257 |
| 7 | -0.069438 | -0.5334 | 0.297894 |
| 8 | -0.057164 | -0.4391 | 0.331102 |
| 9 | -0.129908 | -0.9978 | 0.161216 |
| 10 | 0.002145 | 0.0165 | 0.493454 |
| 11 | 0.139 | 1.0677 | 0.145007 |
| 12 | 0.069258 | 0.532 | 0.29837 |
| 13 | 0.063744 | 0.4896 | 0.313106 |
| 14 | -0.244127 | -1.8752 | 0.03286 |
| 15 | 0.066149 | 0.5081 | 0.30664 |
| 16 | -0.072519 | -0.557 | 0.289807 |
| 17 | 0.07424 | 0.5702 | 0.285337 |
| 18 | -0.036428 | -0.2798 | 0.390303 |
| 19 | 0.013704 | 0.1053 | 0.458262 |
| 20 | -0.16959 | -1.3026 | 0.098879 |
| 21 | 0.033795 | 0.2596 | 0.398044 |
| 22 | -0.000959 | -0.0074 | 0.497074 |
| 23 | 0.088619 | 0.6807 | 0.249364 |
| 24 | -0.179251 | -1.3769 | 0.08688 |
| 25 | -0.15458 | -1.1874 | 0.119923 |
| 26 | 0.13334 | 1.0242 | 0.15496 |
| 27 | -0.102522 | -0.7875 | 0.217074 |
| 28 | 0.02587 | 0.1987 | 0.421586 |
| 29 | 0.101531 | 0.7799 | 0.219291 |
| 30 | -0.137733 | -1.0579 | 0.147196 |
| 31 | -0.097257 | -0.747 | 0.229001 |
| 32 | -0.014498 | -0.1114 | 0.455853 |
| 33 | 0.133094 | 1.0223 | 0.155402 |
| 34 | -0.126424 | -0.9711 | 0.167736 |
| 35 | -0.016365 | -0.1257 | 0.450197 |
| 36 | -0.009861 | -0.0757 | 0.469941 |
