| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.807043 | 6.3032 | 0 |
| 2 | 0.495007 | 3.8661 | 0.000135 |
| 3 | 0.243259 | 1.8999 | 0.031087 |
| 4 | 0.171605 | 1.3403 | 0.092563 |
| 5 | 0.243411 | 1.9011 | 0.031008 |
| 6 | 0.310261 | 2.4232 | 0.009183 |
| 7 | 0.256718 | 2.005 | 0.024701 |
| 8 | 0.116524 | 0.9101 | 0.183181 |
| 9 | 0.050331 | 0.3931 | 0.34781 |
| 10 | 0.116036 | 0.9063 | 0.184178 |
| 11 | 0.237074 | 1.8516 | 0.034462 |
| 12 | 0.324575 | 2.535 | 0.006912 |
| 13 | 0.216403 | 1.6902 | 0.048051 |
| 14 | 0.03752 | 0.293 | 0.385243 |
| 15 | -0.106539 | -0.8321 | 0.2043 |
| 16 | -0.138089 | -1.0785 | 0.142527 |
| 17 | -0.085357 | -0.6667 | 0.253751 |
| 18 | -0.043808 | -0.3421 | 0.366708 |
| 19 | -0.0787 | -0.6147 | 0.270531 |
| 20 | -0.17241 | -1.3466 | 0.091551 |
| 21 | -0.235901 | -1.8424 | 0.035136 |
| 22 | -0.233608 | -1.8245 | 0.036484 |
| 23 | -0.172128 | -1.3444 | 0.091904 |
| 24 | -0.087204 | -0.6811 | 0.249199 |
| 25 | -0.085461 | -0.6675 | 0.253495 |
| 26 | -0.116325 | -0.9085 | 0.183587 |
| 27 | -0.145352 | -1.1352 | 0.130359 |
| 28 | -0.141762 | -1.1072 | 0.136278 |
| 29 | -0.106664 | -0.8331 | 0.204028 |
| 30 | -0.08017 | -0.6261 | 0.266778 |
| 31 | -0.096564 | -0.7542 | 0.226818 |
| 32 | -0.17175 | -1.3414 | 0.09238 |
| 33 | -0.227339 | -1.7756 | 0.040396 |
| 34 | -0.253978 | -1.9836 | 0.025902 |
| 35 | -0.23134 | -1.8068 | 0.037861 |
| 36 | -0.175915 | -1.3739 | 0.087244 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.807043 | 6.3032 | 0 |
| 2 | -0.44829 | -3.5013 | 0.000436 |
| 3 | 0.094999 | 0.742 | 0.230478 |
| 4 | 0.279324 | 2.1816 | 0.016502 |
| 5 | 0.130359 | 1.0181 | 0.156317 |
| 6 | -0.104515 | -0.8163 | 0.208755 |
| 7 | -0.165564 | -1.2931 | 0.100426 |
| 8 | 0.015119 | 0.1181 | 0.453195 |
| 9 | 0.292602 | 2.2853 | 0.012892 |
| 10 | 0.110532 | 0.8633 | 0.195683 |
| 11 | -0.115167 | -0.8995 | 0.185966 |
| 12 | 0.05678 | 0.4435 | 0.329499 |
| 13 | -0.341239 | -2.6652 | 0.004917 |
| 14 | 0.194453 | 1.5187 | 0.066999 |
| 15 | -0.080839 | -0.6314 | 0.265078 |
| 16 | -0.13346 | -1.0424 | 0.15068 |
| 17 | -0.045847 | -0.3581 | 0.360761 |
| 18 | -0.042774 | -0.3341 | 0.369734 |
| 19 | 0.005185 | 0.0405 | 0.483916 |
| 20 | -0.00376 | -0.0294 | 0.488335 |
| 21 | -0.155575 | -1.2151 | 0.114509 |
| 22 | -0.102372 | -0.7995 | 0.213537 |
| 23 | 0.155077 | 1.2112 | 0.115247 |
| 24 | 0.039868 | 0.3114 | 0.378288 |
| 25 | -0.038234 | -0.2986 | 0.383123 |
| 26 | 0.022233 | 0.1736 | 0.43136 |
| 27 | 0.002187 | 0.0171 | 0.493212 |
| 28 | 0.043287 | 0.3381 | 0.368232 |
| 29 | 0.023757 | 0.1855 | 0.426708 |
| 30 | -0.109977 | -0.859 | 0.196865 |
| 31 | -0.037948 | -0.2964 | 0.383973 |
| 32 | -0.109624 | -0.8562 | 0.197622 |
| 33 | 0.059778 | 0.4669 | 0.321124 |
| 34 | -0.088654 | -0.6924 | 0.245654 |
| 35 | -0.047689 | -0.3725 | 0.355419 |
| 36 | -0.095636 | -0.7469 | 0.228985 |
