| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.733947 | 5.6851 | 0 |
| 2 | 0.381654 | 2.9563 | 0.002223 |
| 3 | -0.023005 | -0.1782 | 0.429585 |
| 4 | -0.428708 | -3.3208 | 0.000766 |
| 5 | -0.713094 | -5.5236 | 0 |
| 6 | -0.773547 | -5.9919 | 0 |
| 7 | -0.661514 | -5.1241 | 2e-06 |
| 8 | -0.343491 | -2.6607 | 0.004995 |
| 9 | 0.041661 | 0.3227 | 0.374022 |
| 10 | 0.362029 | 2.8043 | 0.003393 |
| 11 | 0.619111 | 4.7956 | 6e-06 |
| 12 | 0.760326 | 5.8895 | 0 |
| 13 | 0.573954 | 4.4458 | 1.9e-05 |
| 14 | 0.299826 | 2.3224 | 0.01181 |
| 15 | -0.038743 | -0.3001 | 0.382567 |
| 16 | -0.334578 | -2.5916 | 0.005989 |
| 17 | -0.552546 | -4.28 | 3.4e-05 |
| 18 | -0.604752 | -4.6844 | 8e-06 |
| 19 | -0.510183 | -3.9519 | 0.000103 |
| 20 | -0.261619 | -2.0265 | 0.023583 |
| 21 | 0.030494 | 0.2362 | 0.40704 |
| 22 | 0.277407 | 2.1488 | 0.017848 |
| 23 | 0.479471 | 3.714 | 0.000225 |
| 24 | 0.55525 | 4.3009 | 3.2e-05 |
| 25 | 0.437752 | 3.3908 | 0.000619 |
| 26 | 0.218863 | 1.6953 | 0.047601 |
| 27 | -0.040566 | -0.3142 | 0.377222 |
| 28 | -0.243809 | -1.8885 | 0.031895 |
| 29 | -0.413709 | -3.2046 | 0.001084 |
| 30 | -0.44493 | -3.4464 | 0.000522 |
| 31 | -0.351048 | -2.7192 | 0.004273 |
| 32 | -0.189257 | -1.466 | 0.073937 |
| 33 | 0.02683 | 0.2078 | 0.418035 |
| 34 | 0.1972 | 1.5275 | 0.065945 |
| 35 | 0.329412 | 2.5516 | 0.006644 |
| 36 | 0.381887 | 2.9581 | 0.002212 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.733947 | 5.6851 | 0 |
| 2 | -0.340377 | -2.6365 | 0.005324 |
| 3 | -0.364437 | -2.8229 | 0.003224 |
| 4 | -0.419498 | -3.2494 | 0.000949 |
| 5 | -0.34358 | -2.6614 | 0.004986 |
| 6 | -0.163771 | -1.2686 | 0.104748 |
| 7 | -0.232811 | -1.8033 | 0.038178 |
| 8 | 0.009502 | 0.0736 | 0.470786 |
| 9 | -0.039379 | -0.305 | 0.3807 |
| 10 | -0.149433 | -1.1575 | 0.125827 |
| 11 | 0.074485 | 0.577 | 0.283064 |
| 12 | 0.281566 | 2.181 | 0.016557 |
| 13 | -0.262307 | -2.0318 | 0.023303 |
| 14 | 0.041834 | 0.324 | 0.373517 |
| 15 | -0.00319 | -0.0247 | 0.490183 |
| 16 | 0.188937 | 1.4635 | 0.074275 |
| 17 | -0.006199 | -0.048 | 0.480931 |
| 18 | 0.008485 | 0.0657 | 0.473909 |
| 19 | 0.051842 | 0.4016 | 0.344716 |
| 20 | -0.007036 | -0.0545 | 0.47836 |
| 21 | -6.8e-05 | -5e-04 | 0.499791 |
| 22 | 0.00583 | 0.0452 | 0.482067 |
| 23 | 0.082309 | 0.6376 | 0.263092 |
| 24 | -0.05741 | -0.4447 | 0.329069 |
| 25 | 0.005364 | 0.0415 | 0.483498 |
| 26 | -0.072212 | -0.5594 | 0.289002 |
| 27 | 0.035324 | 0.2736 | 0.392658 |
| 28 | 0.065397 | 0.5066 | 0.307159 |
| 29 | -0.065869 | -0.5102 | 0.305884 |
| 30 | 0.062837 | 0.4867 | 0.314111 |
| 31 | 0.079788 | 0.618 | 0.269446 |
| 32 | -0.128936 | -0.9987 | 0.160968 |
| 33 | 0.075045 | 0.5813 | 0.28161 |
| 34 | -0.064591 | -0.5003 | 0.309341 |
| 35 | 0.025888 | 0.2005 | 0.420874 |
| 36 | 0.028252 | 0.2188 | 0.413759 |
