| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.853429 | 7.2917 | 0 |
| 2 | 0.595655 | 5.0893 | 1e-06 |
| 3 | 0.416789 | 3.561 | 0.000327 |
| 4 | 0.418374 | 3.5746 | 0.000313 |
| 5 | 0.542639 | 4.6363 | 8e-06 |
| 6 | 0.638982 | 5.4595 | 0 |
| 7 | 0.599416 | 5.1214 | 1e-06 |
| 8 | 0.469722 | 4.0133 | 7.2e-05 |
| 9 | 0.358775 | 3.0654 | 0.001523 |
| 10 | 0.339332 | 2.8993 | 0.002469 |
| 11 | 0.38267 | 3.2695 | 0.000822 |
| 12 | 0.414911 | 3.545 | 0.000345 |
| 13 | 0.333218 | 2.847 | 0.002863 |
| 14 | 0.222307 | 1.8994 | 0.030732 |
| 15 | 0.136095 | 1.1628 | 0.124349 |
| 16 | 0.098968 | 0.8456 | 0.200273 |
| 17 | 0.095027 | 0.8119 | 0.209742 |
| 18 | 0.083667 | 0.7148 | 0.238491 |
| 19 | 0.032594 | 0.2785 | 0.390713 |
| 20 | -0.031706 | -0.2709 | 0.393616 |
| 21 | -0.079816 | -0.682 | 0.248714 |
| 22 | -0.098279 | -0.8397 | 0.201911 |
| 23 | -0.097328 | -0.8316 | 0.204182 |
| 24 | -0.099166 | -0.8473 | 0.199805 |
| 25 | -0.145578 | -1.2438 | 0.108772 |
| 26 | -0.179826 | -1.5364 | 0.064378 |
| 27 | -0.192706 | -1.6465 | 0.051982 |
| 28 | -0.187067 | -1.5983 | 0.057148 |
| 29 | -0.179672 | -1.5351 | 0.064539 |
| 30 | -0.188983 | -1.6147 | 0.055348 |
| 31 | -0.228375 | -1.9512 | 0.027433 |
| 32 | -0.277832 | -2.3738 | 0.010119 |
| 33 | -0.299856 | -2.562 | 0.006236 |
| 34 | -0.281966 | -2.4091 | 0.009257 |
| 35 | -0.247223 | -2.1123 | 0.019042 |
| 36 | -0.227147 | -1.9407 | 0.028076 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.853429 | 7.2917 | 0 |
| 2 | -0.488435 | -4.1732 | 4.1e-05 |
| 3 | 0.3722 | 3.1801 | 0.001081 |
| 4 | 0.382071 | 3.2644 | 0.000836 |
| 5 | 0.163487 | 1.3968 | 0.083347 |
| 6 | -0.039243 | -0.3353 | 0.369183 |
| 7 | -0.107199 | -0.9159 | 0.181365 |
| 8 | 0.111334 | 0.9512 | 0.172311 |
| 9 | 0.034443 | 0.2943 | 0.384688 |
| 10 | -0.016052 | -0.1371 | 0.445646 |
| 11 | -0.085415 | -0.7298 | 0.233928 |
| 12 | -0.002185 | -0.0187 | 0.492577 |
| 13 | -0.36087 | -3.0833 | 0.001445 |
| 14 | 0.318044 | 2.7174 | 0.004107 |
| 15 | -0.308133 | -2.6327 | 0.005166 |
| 16 | -0.151802 | -1.297 | 0.099359 |
| 17 | -0.026229 | -0.2241 | 0.411652 |
| 18 | -0.00589 | -0.0503 | 0.48 |
| 19 | -0.069476 | -0.5936 | 0.277307 |
| 20 | -0.057101 | -0.4879 | 0.313553 |
| 21 | 0.000126 | 0.0011 | 0.499573 |
| 22 | -0.004374 | -0.0374 | 0.485146 |
| 23 | 0.109191 | 0.9329 | 0.176965 |
| 24 | -0.103553 | -0.8848 | 0.189597 |
| 25 | 0.083089 | 0.7099 | 0.240011 |
| 26 | 0.062872 | 0.5372 | 0.296388 |
| 27 | 0.047751 | 0.408 | 0.342241 |
| 28 | 0.048079 | 0.4108 | 0.341218 |
| 29 | -0.036406 | -0.3111 | 0.378324 |
| 30 | 0.005755 | 0.0492 | 0.48046 |
| 31 | -0.067319 | -0.5752 | 0.283472 |
| 32 | -0.114516 | -0.9784 | 0.165548 |
| 33 | 0.059172 | 0.5056 | 0.307342 |
| 34 | -0.041133 | -0.3514 | 0.363134 |
| 35 | -0.149251 | -1.2752 | 0.103141 |
| 36 | -0.005605 | -0.0479 | 0.480966 |
