| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.86129 | 6.7269 | 0 |
| 2 | 0.605295 | 4.7275 | 7e-06 |
| 3 | 0.412932 | 3.2251 | 0.001013 |
| 4 | 0.394325 | 3.0798 | 0.001552 |
| 5 | 0.495572 | 3.8705 | 0.000133 |
| 6 | 0.581838 | 4.5443 | 1.3e-05 |
| 7 | 0.545918 | 4.2638 | 3.5e-05 |
| 8 | 0.426668 | 3.3324 | 0.000733 |
| 9 | 0.318849 | 2.4903 | 0.007752 |
| 10 | 0.282402 | 2.2056 | 0.015594 |
| 11 | 0.299974 | 2.3429 | 0.011207 |
| 12 | 0.299733 | 2.341 | 0.011259 |
| 13 | 0.209585 | 1.6369 | 0.053399 |
| 14 | 0.097204 | 0.7592 | 0.225331 |
| 15 | 0.020915 | 0.1634 | 0.435391 |
| 16 | 0.009704 | 0.0758 | 0.469918 |
| 17 | 0.029269 | 0.2286 | 0.409972 |
| 18 | 0.026692 | 0.2085 | 0.417779 |
| 19 | -0.03224 | -0.2518 | 0.40102 |
| 20 | -0.106272 | -0.83 | 0.204885 |
| 21 | -0.137107 | -1.0708 | 0.144229 |
| 22 | -0.105866 | -0.8268 | 0.205774 |
| 23 | -0.050057 | -0.391 | 0.348596 |
| 24 | -0.029963 | -0.234 | 0.407878 |
| 25 | -0.088375 | -0.6902 | 0.246334 |
| 26 | -0.173957 | -1.3586 | 0.089631 |
| 27 | -0.224661 | -1.7547 | 0.04217 |
| 28 | -0.218051 | -1.703 | 0.046826 |
| 29 | -0.176762 | -1.3806 | 0.086226 |
| 30 | -0.14887 | -1.1627 | 0.124738 |
| 31 | -0.171214 | -1.3372 | 0.093057 |
| 32 | -0.224917 | -1.7567 | 0.041997 |
| 33 | -0.261759 | -2.0444 | 0.022618 |
| 34 | -0.264505 | -2.0658 | 0.021549 |
| 35 | -0.242102 | -1.8909 | 0.031696 |
| 36 | -0.225646 | -1.7623 | 0.04151 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.86129 | 6.7269 | 0 |
| 2 | -0.528805 | -4.1301 | 5.6e-05 |
| 3 | 0.383731 | 2.997 | 0.001969 |
| 4 | 0.39236 | 3.0644 | 0.001623 |
| 5 | 0.043739 | 0.3416 | 0.366907 |
| 6 | -0.048889 | -0.3818 | 0.351954 |
| 7 | -0.118556 | -0.926 | 0.17906 |
| 8 | 0.157836 | 1.2327 | 0.111202 |
| 9 | 0.010694 | 0.0835 | 0.466853 |
| 10 | -0.109945 | -0.8587 | 0.196935 |
| 11 | -0.046849 | -0.3659 | 0.357852 |
| 12 | -0.105263 | -0.8221 | 0.207103 |
| 13 | -0.278863 | -2.178 | 0.016641 |
| 14 | 0.241063 | 1.8828 | 0.032252 |
| 15 | -0.168979 | -1.3198 | 0.095922 |
| 16 | -0.111694 | -0.8724 | 0.193217 |
| 17 | 0.016044 | 0.1253 | 0.450345 |
| 18 | -0.008688 | -0.0679 | 0.473061 |
| 19 | -0.011138 | -0.087 | 0.465481 |
| 20 | 0.002839 | 0.0222 | 0.49119 |
| 21 | 0.127029 | 0.9921 | 0.162527 |
| 22 | 0.093541 | 0.7306 | 0.233917 |
| 23 | -0.044906 | -0.3507 | 0.3635 |
| 24 | 0.021757 | 0.1699 | 0.432814 |
| 25 | -0.044826 | -0.3501 | 0.363735 |
| 26 | -0.055565 | -0.434 | 0.332918 |
| 27 | 0.016483 | 0.1287 | 0.448994 |
| 28 | -0.146999 | -1.1481 | 0.127705 |
| 29 | -0.014221 | -0.1111 | 0.455963 |
| 30 | -0.059656 | -0.4659 | 0.321464 |
| 31 | -0.090832 | -0.7094 | 0.240384 |
| 32 | -0.044327 | -0.3462 | 0.365191 |
| 33 | -0.032736 | -0.2557 | 0.399531 |
| 34 | -0.075669 | -0.591 | 0.278354 |
| 35 | 0.028597 | 0.2234 | 0.412004 |
| 36 | -0.017872 | -0.1396 | 0.444725 |
