| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.848975 | 6.6307 | 0 |
| 2 | 0.59973 | 4.684 | 8e-06 |
| 3 | 0.422227 | 3.2977 | 0.000815 |
| 4 | 0.381774 | 2.9817 | 0.002057 |
| 5 | 0.426447 | 3.3307 | 0.000737 |
| 6 | 0.442859 | 3.4588 | 0.000498 |
| 7 | 0.362289 | 2.8296 | 0.003151 |
| 8 | 0.227409 | 1.7761 | 0.04035 |
| 9 | 0.146217 | 1.142 | 0.128961 |
| 10 | 0.148653 | 1.161 | 0.125078 |
| 11 | 0.219021 | 1.7106 | 0.046117 |
| 12 | 0.248594 | 1.9416 | 0.028405 |
| 13 | 0.190747 | 1.4898 | 0.070718 |
| 14 | 0.100665 | 0.7862 | 0.217392 |
| 15 | 0.034971 | 0.2731 | 0.392836 |
| 16 | -0.015025 | -0.1173 | 0.453485 |
| 17 | -0.05503 | -0.4298 | 0.334428 |
| 18 | -0.088838 | -0.6938 | 0.245207 |
| 19 | -0.133891 | -1.0457 | 0.149907 |
| 20 | -0.181979 | -1.4213 | 0.080161 |
| 21 | -0.228021 | -1.7809 | 0.039954 |
| 22 | -0.274902 | -2.1471 | 0.017886 |
| 23 | -0.306745 | -2.3958 | 0.009835 |
| 24 | -0.312651 | -2.4419 | 0.008763 |
| 25 | -0.303339 | -2.3692 | 0.010505 |
| 26 | -0.263788 | -2.0602 | 0.021824 |
| 27 | -0.22267 | -1.7391 | 0.04353 |
| 28 | -0.227687 | -1.7783 | 0.04017 |
| 29 | -0.269638 | -2.1059 | 0.019666 |
| 30 | -0.319554 | -2.4958 | 0.007644 |
| 31 | -0.356625 | -2.7853 | 0.003557 |
| 32 | -0.362929 | -2.8346 | 0.003107 |
| 33 | -0.332448 | -2.5965 | 0.005893 |
| 34 | -0.278306 | -2.1736 | 0.016812 |
| 35 | -0.217469 | -1.6985 | 0.047256 |
| 36 | -0.183227 | -1.431 | 0.07876 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.848975 | 6.6307 | 0 |
| 2 | -0.433417 | -3.3851 | 0.000625 |
| 3 | 0.266131 | 2.0785 | 0.020936 |
| 4 | 0.225292 | 1.7596 | 0.041746 |
| 5 | 0.08775 | 0.6854 | 0.247859 |
| 6 | -0.093098 | -0.7271 | 0.234967 |
| 7 | -0.139677 | -1.0909 | 0.139801 |
| 8 | -0.012816 | -0.1001 | 0.460298 |
| 9 | 0.13252 | 1.035 | 0.152373 |
| 10 | -0.012563 | -0.0981 | 0.46108 |
| 11 | 0.135221 | 1.0561 | 0.147541 |
| 12 | -0.157698 | -1.2317 | 0.111401 |
| 13 | -0.02804 | -0.219 | 0.413691 |
| 14 | 0.064694 | 0.5053 | 0.307593 |
| 15 | -0.076943 | -0.6009 | 0.275052 |
| 16 | -0.241712 | -1.8878 | 0.031904 |
| 17 | -0.035781 | -0.2795 | 0.390419 |
| 18 | 0.027613 | 0.2157 | 0.414984 |
| 19 | -0.033933 | -0.265 | 0.395941 |
| 20 | -0.09754 | -0.7618 | 0.224554 |
| 21 | -0.086333 | -0.6743 | 0.251339 |
| 22 | -0.096896 | -0.7568 | 0.226048 |
| 23 | 0.024083 | 0.1881 | 0.425715 |
| 24 | 0.010145 | 0.0792 | 0.468552 |
| 25 | -0.051522 | -0.4024 | 0.344397 |
| 26 | 0.093099 | 0.7271 | 0.234964 |
| 27 | 0.021543 | 0.1683 | 0.433469 |
| 28 | -0.070392 | -0.5498 | 0.292239 |
| 29 | -0.059532 | -0.465 | 0.321809 |
| 30 | -0.118208 | -0.9232 | 0.179761 |
| 31 | -0.074272 | -0.5801 | 0.281997 |
| 32 | -0.00723 | -0.0565 | 0.477577 |
| 33 | 0.0708 | 0.553 | 0.291154 |
| 34 | 0.140402 | 1.0966 | 0.13857 |
| 35 | 0.070026 | 0.5469 | 0.293214 |
| 36 | -0.041533 | -0.3244 | 0.373379 |
