| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.873615 | 6.6533 | 0 |
| 2 | 0.632453 | 4.8166 | 5e-06 |
| 3 | 0.384224 | 2.9262 | 0.002446 |
| 4 | 0.217699 | 1.6579 | 0.051364 |
| 5 | 0.160713 | 1.224 | 0.112959 |
| 6 | 0.148049 | 1.1275 | 0.132086 |
| 7 | 0.13588 | 1.0348 | 0.152522 |
| 8 | 0.123193 | 0.9382 | 0.176013 |
| 9 | 0.124685 | 0.9496 | 0.173136 |
| 10 | 0.160154 | 1.2197 | 0.113758 |
| 11 | 0.219647 | 1.6728 | 0.049878 |
| 12 | 0.259771 | 1.9784 | 0.026322 |
| 13 | 0.252945 | 1.9264 | 0.029481 |
| 14 | 0.189453 | 1.4428 | 0.077223 |
| 15 | 0.074961 | 0.5709 | 0.28514 |
| 16 | -0.062369 | -0.475 | 0.318288 |
| 17 | -0.187117 | -1.425 | 0.079752 |
| 18 | -0.263515 | -2.0069 | 0.024716 |
| 19 | -0.287039 | -2.186 | 0.016432 |
| 20 | -0.264368 | -2.0134 | 0.024362 |
| 21 | -0.234436 | -1.7854 | 0.039712 |
| 22 | -0.203104 | -1.5468 | 0.063677 |
| 23 | -0.178063 | -1.3561 | 0.090164 |
| 24 | -0.152009 | -1.1577 | 0.125873 |
| 25 | -0.132634 | -1.0101 | 0.158318 |
| 26 | -0.1311 | -0.9984 | 0.161109 |
| 27 | -0.167638 | -1.2767 | 0.103399 |
| 28 | -0.231238 | -1.7611 | 0.04175 |
| 29 | -0.31104 | -2.3688 | 0.010598 |
| 30 | -0.374597 | -2.8528 | 0.002998 |
| 31 | -0.389459 | -2.966 | 0.002187 |
| 32 | -0.354766 | -2.7018 | 0.004514 |
| 33 | -0.263255 | -2.0049 | 0.024825 |
| 34 | -0.139532 | -1.0626 | 0.146174 |
| 35 | -0.027876 | -0.2123 | 0.416311 |
| 36 | 0.034031 | 0.2592 | 0.39821 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.873615 | 6.6533 | 0 |
| 2 | -0.552158 | -4.2051 | 4.6e-05 |
| 3 | 0.05467 | 0.4164 | 0.339342 |
| 4 | 0.203734 | 1.5516 | 0.0631 |
| 5 | 0.120982 | 0.9214 | 0.180336 |
| 6 | -0.202717 | -1.5438 | 0.064033 |
| 7 | 0.002975 | 0.0227 | 0.491 |
| 8 | 0.174601 | 1.3297 | 0.094408 |
| 9 | 0.090722 | 0.6909 | 0.246187 |
| 10 | 0.043889 | 0.3343 | 0.369698 |
| 11 | 0.044239 | 0.3369 | 0.368698 |
| 12 | -0.043022 | -0.3276 | 0.372181 |
| 13 | -0.03135 | -0.2388 | 0.40607 |
| 14 | -0.07255 | -0.5525 | 0.291355 |
| 15 | -0.168275 | -1.2815 | 0.102552 |
| 16 | -0.147278 | -1.1216 | 0.13332 |
| 17 | -0.039164 | -0.2983 | 0.383285 |
| 18 | 0.039354 | 0.2997 | 0.382734 |
| 19 | -0.087923 | -0.6696 | 0.252884 |
| 20 | -0.008871 | -0.0676 | 0.473186 |
| 21 | -0.108761 | -0.8283 | 0.205448 |
| 22 | 0.07514 | 0.5723 | 0.284681 |
| 23 | -0.041726 | -0.3178 | 0.375899 |
| 24 | 0.00558 | 0.0425 | 0.483126 |
| 25 | -0.10142 | -0.7724 | 0.22151 |
| 26 | 0.006589 | 0.0502 | 0.480076 |
| 27 | -0.096665 | -0.7362 | 0.232294 |
| 28 | 0.008646 | 0.0658 | 0.473864 |
| 29 | -0.131879 | -1.0044 | 0.159689 |
| 30 | 0.006056 | 0.0461 | 0.481688 |
| 31 | 0.056736 | 0.4321 | 0.33364 |
| 32 | 0.024096 | 0.1835 | 0.427519 |
| 33 | 0.13077 | 0.9959 | 0.161714 |
| 34 | 0.067465 | 0.5138 | 0.304673 |
| 35 | -0.029436 | -0.2242 | 0.411704 |
| 36 | -0.107736 | -0.8205 | 0.207647 |
