| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.826773 | 7.0154 | 0 |
| 2 | 0.602034 | 5.1084 | 1e-06 |
| 3 | 0.42876 | 3.6382 | 0.000257 |
| 4 | 0.302189 | 2.5642 | 0.006215 |
| 5 | 0.239037 | 2.0283 | 0.023115 |
| 6 | 0.200028 | 1.6973 | 0.04698 |
| 7 | 0.174622 | 1.4817 | 0.071389 |
| 8 | 0.162243 | 1.3767 | 0.086439 |
| 9 | 0.198404 | 1.6835 | 0.048304 |
| 10 | 0.237255 | 2.0132 | 0.023918 |
| 11 | 0.323655 | 2.7463 | 0.003804 |
| 12 | 0.409986 | 3.4788 | 0.000429 |
| 13 | 0.320171 | 2.7167 | 0.004125 |
| 14 | 0.176229 | 1.4953 | 0.069597 |
| 15 | 0.048747 | 0.4136 | 0.340187 |
| 16 | -0.032867 | -0.2789 | 0.390564 |
| 17 | -0.075006 | -0.6365 | 0.26325 |
| 18 | -0.112717 | -0.9564 | 0.171025 |
| 19 | -0.134649 | -1.1425 | 0.128509 |
| 20 | -0.145413 | -1.2339 | 0.110632 |
| 21 | -0.109739 | -0.9312 | 0.17744 |
| 22 | -0.076045 | -0.6453 | 0.260405 |
| 23 | -0.037416 | -0.3175 | 0.375896 |
| 24 | -0.034753 | -0.2949 | 0.384462 |
| 25 | -0.115123 | -0.9769 | 0.165956 |
| 26 | -0.184286 | -1.5637 | 0.061134 |
| 27 | -0.240541 | -2.0411 | 0.022456 |
| 28 | -0.262328 | -2.2259 | 0.014575 |
| 29 | -0.259664 | -2.2033 | 0.015386 |
| 30 | -0.253034 | -2.1471 | 0.017578 |
| 31 | -0.237602 | -2.0161 | 0.02376 |
| 32 | -0.230221 | -1.9535 | 0.027324 |
| 33 | -0.192688 | -1.635 | 0.053206 |
| 34 | -0.152185 | -1.2913 | 0.10036 |
| 35 | -0.100655 | -0.8541 | 0.197945 |
| 36 | -0.101091 | -0.8578 | 0.196928 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.826773 | 7.0154 | 0 |
| 2 | -0.257611 | -2.1859 | 0.016038 |
| 3 | 0.053398 | 0.4531 | 0.325922 |
| 4 | -0.017474 | -0.1483 | 0.441272 |
| 5 | 0.095805 | 0.8129 | 0.209468 |
| 6 | -0.019922 | -0.169 | 0.433118 |
| 7 | 0.032661 | 0.2771 | 0.391234 |
| 8 | 0.026402 | 0.224 | 0.411685 |
| 9 | 0.173652 | 1.4735 | 0.072489 |
| 10 | 0.001594 | 0.0135 | 0.494624 |
| 11 | 0.270534 | 2.2956 | 0.012308 |
| 12 | 0.052521 | 0.4457 | 0.328592 |
| 13 | -0.430629 | -3.654 | 0.000244 |
| 14 | 0.006559 | 0.0557 | 0.477886 |
| 15 | -0.042894 | -0.364 | 0.358474 |
| 16 | 0.015626 | 0.1326 | 0.447443 |
| 17 | -0.072082 | -0.6116 | 0.271353 |
| 18 | -0.098843 | -0.8387 | 0.202204 |
| 19 | 0.039688 | 0.3368 | 0.368638 |
| 20 | -0.037936 | -0.3219 | 0.374232 |
| 21 | 0.035526 | 0.3015 | 0.38197 |
| 22 | -0.002983 | -0.0253 | 0.489939 |
| 23 | -0.108975 | -0.9247 | 0.17911 |
| 24 | -0.201786 | -1.7122 | 0.045581 |
| 25 | -0.004317 | -0.0366 | 0.48544 |
| 26 | 0.134841 | 1.1442 | 0.128173 |
| 27 | -0.048213 | -0.4091 | 0.341839 |
| 28 | -0.05574 | -0.473 | 0.318834 |
| 29 | 0.000682 | 0.0058 | 0.4977 |
| 30 | 0.04836 | 0.4103 | 0.341385 |
| 31 | 0.014876 | 0.1262 | 0.449954 |
| 32 | -0.071465 | -0.6064 | 0.273078 |
| 33 | 0.016306 | 0.1384 | 0.44517 |
| 34 | -0.023032 | -0.1954 | 0.422802 |
| 35 | 0.021773 | 0.1847 | 0.426972 |
| 36 | -0.027141 | -0.2303 | 0.409257 |
