| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.872386 | 6.0441 | 0 |
| 2 | 0.599051 | 4.1503 | 6.8e-05 |
| 3 | 0.325993 | 2.2585 | 0.014247 |
| 4 | 0.178007 | 1.2333 | 0.111741 |
| 5 | 0.182384 | 1.2636 | 0.106239 |
| 6 | 0.264897 | 1.8353 | 0.036334 |
| 7 | 0.310993 | 2.1546 | 0.018119 |
| 8 | 0.246587 | 1.7084 | 0.047011 |
| 9 | 0.073704 | 0.5106 | 0.305972 |
| 10 | -0.142354 | -0.9863 | 0.164476 |
| 11 | -0.310378 | -2.1504 | 0.018296 |
| 12 | -0.371414 | -2.5732 | 0.00661 |
| 13 | -0.312545 | -2.1654 | 0.01768 |
| 14 | -0.193944 | -1.3437 | 0.092684 |
| 15 | -0.093012 | -0.6444 | 0.261191 |
| 16 | -0.06577 | -0.4557 | 0.325343 |
| 17 | -0.102183 | -0.7079 | 0.241201 |
| 18 | -0.174757 | -1.2108 | 0.115959 |
| 19 | -0.230655 | -1.598 | 0.0583 |
| 20 | -0.223979 | -1.5518 | 0.063643 |
| 21 | -0.16583 | -1.1489 | 0.128144 |
| 22 | -0.078725 | -0.5454 | 0.293995 |
| 23 | -0.005624 | -0.039 | 0.48454 |
| 24 | 0.019232 | 0.1332 | 0.447279 |
| 25 | -0.01437 | -0.0996 | 0.460554 |
| 26 | -0.079082 | -0.5479 | 0.29315 |
| 27 | -0.145724 | -1.0096 | 0.158873 |
| 28 | -0.170082 | -1.1784 | 0.122231 |
| 29 | -0.147558 | -1.0223 | 0.155879 |
| 30 | -0.091969 | -0.6372 | 0.263518 |
| 31 | -0.030816 | -0.2135 | 0.41592 |
| 32 | -0.004336 | -0.03 | 0.488081 |
| 33 | -0.016523 | -0.1145 | 0.45467 |
| 34 | -0.048325 | -0.3348 | 0.369615 |
| 35 | -0.067566 | -0.4681 | 0.320913 |
| 36 | -0.062543 | -0.4333 | 0.333364 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.872386 | 6.0441 | 0 |
| 2 | -0.678018 | -4.6974 | 1.1e-05 |
| 3 | 0.314084 | 2.176 | 0.017253 |
| 4 | 0.334881 | 2.3201 | 0.012316 |
| 5 | 0.052411 | 0.3631 | 0.359056 |
| 6 | -0.149421 | -1.0352 | 0.152877 |
| 7 | -0.175773 | -1.2178 | 0.114628 |
| 8 | -0.100555 | -0.6967 | 0.244686 |
| 9 | -0.119562 | -0.8284 | 0.205786 |
| 10 | -0.150093 | -1.0399 | 0.151804 |
| 11 | -0.035204 | -0.2439 | 0.404173 |
| 12 | 0.002417 | 0.0167 | 0.493354 |
| 13 | 0.169171 | 1.172 | 0.123481 |
| 14 | -0.048594 | -0.3367 | 0.368916 |
| 15 | 0.020407 | 0.1414 | 0.44408 |
| 16 | 0.02132 | 0.1477 | 0.441595 |
| 17 | 0.14957 | 1.0363 | 0.152638 |
| 18 | -0.233067 | -1.6147 | 0.056461 |
| 19 | -0.072798 | -0.5044 | 0.308157 |
| 20 | 0.103643 | 0.7181 | 0.2381 |
| 21 | -0.184568 | -1.2787 | 0.103571 |
| 22 | 0.053265 | 0.369 | 0.356864 |
| 23 | -0.032944 | -0.2282 | 0.410213 |
| 24 | -0.037133 | -0.2573 | 0.399037 |
| 25 | -0.026386 | -0.1828 | 0.427859 |
| 26 | 0.017958 | 0.1244 | 0.450754 |
| 27 | -0.129985 | -0.9006 | 0.186158 |
| 28 | 0.105981 | 0.7343 | 0.233182 |
| 29 | -0.043316 | -0.3001 | 0.382697 |
| 30 | -0.030155 | -0.2089 | 0.417697 |
| 31 | 0.046613 | 0.3229 | 0.374069 |
| 32 | -0.102509 | -0.7102 | 0.240506 |
| 33 | 0.111294 | 0.7711 | 0.222222 |
| 34 | 0.00852 | 0.059 | 0.476588 |
| 35 | -0.011794 | -0.0817 | 0.467608 |
| 36 | -0.06229 | -0.4316 | 0.333996 |
