| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.816995 | 6.3809 | 0 |
| 2 | 0.525228 | 4.1022 | 6.2e-05 |
| 3 | 0.279036 | 2.1793 | 0.016589 |
| 4 | 0.152706 | 1.1927 | 0.118808 |
| 5 | 0.137142 | 1.0711 | 0.144168 |
| 6 | 0.149357 | 1.1665 | 0.123973 |
| 7 | 0.134622 | 1.0514 | 0.148604 |
| 8 | 0.115793 | 0.9044 | 0.184678 |
| 9 | 0.173052 | 1.3516 | 0.090751 |
| 10 | 0.326641 | 2.5511 | 0.00663 |
| 11 | 0.517231 | 4.0397 | 7.6e-05 |
| 12 | 0.618305 | 4.8291 | 5e-06 |
| 13 | 0.4535 | 3.5419 | 0.000384 |
| 14 | 0.210918 | 1.6473 | 0.052317 |
| 15 | 0.007732 | 0.0604 | 0.476023 |
| 16 | -0.093916 | -0.7335 | 0.233029 |
| 17 | -0.106488 | -0.8317 | 0.204413 |
| 18 | -0.098237 | -0.7673 | 0.222943 |
| 19 | -0.117436 | -0.9172 | 0.181325 |
| 20 | -0.141133 | -1.1023 | 0.137334 |
| 21 | -0.103869 | -0.8112 | 0.210191 |
| 22 | 0.00443 | 0.0346 | 0.486256 |
| 23 | 0.136337 | 1.0648 | 0.145576 |
| 24 | 0.203657 | 1.5906 | 0.058433 |
| 25 | 0.081309 | 0.635 | 0.263889 |
| 26 | -0.095419 | -0.7452 | 0.229492 |
| 27 | -0.230408 | -1.7995 | 0.038439 |
| 28 | -0.279301 | -2.1814 | 0.016508 |
| 29 | -0.261433 | -2.0419 | 0.022748 |
| 30 | -0.23741 | -1.8542 | 0.034271 |
| 31 | -0.244897 | -1.9127 | 0.030241 |
| 32 | -0.264563 | -2.0663 | 0.021526 |
| 33 | -0.245907 | -1.9206 | 0.02973 |
| 34 | -0.178514 | -1.3942 | 0.084152 |
| 35 | -0.085192 | -0.6654 | 0.254162 |
| 36 | -0.0293 | -0.2288 | 0.40988 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.816995 | 6.3809 | 0 |
| 2 | -0.427804 | -3.3413 | 0.000714 |
| 3 | 0.058409 | 0.4562 | 0.324938 |
| 4 | 0.121878 | 0.9519 | 0.172452 |
| 5 | 0.089308 | 0.6975 | 0.244065 |
| 6 | -0.054091 | -0.4225 | 0.337087 |
| 7 | -0.034895 | -0.2725 | 0.393063 |
| 8 | 0.09689 | 0.7567 | 0.226061 |
| 9 | 0.280192 | 2.1884 | 0.016241 |
| 10 | 0.263867 | 2.0609 | 0.021793 |
| 11 | 0.211821 | 1.6544 | 0.051594 |
| 12 | 0.002069 | 0.0162 | 0.49358 |
| 13 | -0.578533 | -4.5185 | 1.5e-05 |
| 14 | 0.21172 | 1.6536 | 0.051674 |
| 15 | -0.06162 | -0.4813 | 0.316024 |
| 16 | -0.088343 | -0.69 | 0.246412 |
| 17 | -0.144267 | -1.1268 | 0.132128 |
| 18 | -0.074946 | -0.5853 | 0.280236 |
| 19 | -0.024586 | -0.192 | 0.424182 |
| 20 | 0.021356 | 0.1668 | 0.434042 |
| 21 | -0.063647 | -0.4971 | 0.310453 |
| 22 | -0.099509 | -0.7772 | 0.220025 |
| 23 | -0.04169 | -0.3256 | 0.372917 |
| 24 | 0.058499 | 0.4569 | 0.324685 |
| 25 | -0.02751 | -0.2149 | 0.415296 |
| 26 | -0.034192 | -0.2671 | 0.395165 |
| 27 | 0.031342 | 0.2448 | 0.40372 |
| 28 | 0.0123 | 0.0961 | 0.461892 |
| 29 | 0.015378 | 0.1201 | 0.452398 |
| 30 | -0.029177 | -0.2279 | 0.410251 |
| 31 | -0.015343 | -0.1198 | 0.452506 |
| 32 | -0.042282 | -0.3302 | 0.371178 |
| 33 | -0.060799 | -0.4749 | 0.318293 |
| 34 | -0.054884 | -0.4287 | 0.334842 |
| 35 | 0.015999 | 0.125 | 0.450485 |
| 36 | -0.021261 | -0.1661 | 0.434332 |
