| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.846574 | 5.926 | 0 |
| 2 | 0.542327 | 3.7963 | 0.000203 |
| 3 | 0.258962 | 1.8127 | 0.038001 |
| 4 | 0.114024 | 0.7982 | 0.214312 |
| 5 | 0.103872 | 0.7271 | 0.235312 |
| 6 | 0.154343 | 1.0804 | 0.142626 |
| 7 | 0.181837 | 1.2729 | 0.104537 |
| 8 | 0.1549 | 1.0843 | 0.141769 |
| 9 | 0.076453 | 0.5352 | 0.297475 |
| 10 | -0.027803 | -0.1946 | 0.423246 |
| 11 | -0.124573 | -0.872 | 0.193728 |
| 12 | -0.186045 | -1.3023 | 0.099449 |
| 13 | -0.194053 | -1.3584 | 0.090283 |
| 14 | -0.164606 | -1.1522 | 0.127406 |
| 15 | -0.131361 | -0.9195 | 0.181162 |
| 16 | -0.108224 | -0.7576 | 0.226169 |
| 17 | -0.085597 | -0.5992 | 0.275907 |
| 18 | -0.082545 | -0.5778 | 0.283018 |
| 19 | -0.087293 | -0.6111 | 0.271995 |
| 20 | -0.087324 | -0.6113 | 0.271924 |
| 21 | -0.072606 | -0.5082 | 0.306782 |
| 22 | -0.056377 | -0.3946 | 0.347411 |
| 23 | -0.037017 | -0.2591 | 0.398314 |
| 24 | -0.035973 | -0.2518 | 0.401121 |
| 25 | -0.069614 | -0.4873 | 0.314111 |
| 26 | -0.129936 | -0.9095 | 0.183756 |
| 27 | -0.196288 | -1.374 | 0.087845 |
| 28 | -0.227084 | -1.5896 | 0.05918 |
| 29 | -0.201693 | -1.4119 | 0.082156 |
| 30 | -0.133355 | -0.9335 | 0.177574 |
| 31 | -0.056059 | -0.3924 | 0.348227 |
| 32 | -0.028661 | -0.2006 | 0.42091 |
| 33 | -0.074404 | -0.5208 | 0.302417 |
| 34 | -0.164326 | -1.1503 | 0.127805 |
| 35 | -0.237137 | -1.66 | 0.051655 |
| 36 | -0.241042 | -1.6873 | 0.048952 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.846574 | 5.926 | 0 |
| 2 | -0.615438 | -4.3081 | 3.9e-05 |
| 3 | 0.217585 | 1.5231 | 0.067082 |
| 4 | 0.215533 | 1.5087 | 0.068895 |
| 5 | -0.0092 | -0.0644 | 0.474457 |
| 6 | -0.014819 | -0.1037 | 0.458901 |
| 7 | -0.040536 | -0.2838 | 0.388898 |
| 8 | 0.009271 | 0.0649 | 0.47426 |
| 9 | -0.094043 | -0.6583 | 0.256713 |
| 10 | -0.097733 | -0.6841 | 0.248557 |
| 11 | -0.046931 | -0.3285 | 0.37196 |
| 12 | -0.026719 | -0.187 | 0.426203 |
| 13 | 0.02828 | 0.198 | 0.421947 |
| 14 | -0.055518 | -0.3886 | 0.349619 |
| 15 | -0.044208 | -0.3095 | 0.379144 |
| 16 | 0.067415 | 0.4719 | 0.319545 |
| 17 | 0.077283 | 0.541 | 0.295485 |
| 18 | -0.168855 | -1.182 | 0.121458 |
| 19 | 0.078404 | 0.5488 | 0.292807 |
| 20 | 0.039852 | 0.279 | 0.390722 |
| 21 | -0.019463 | -0.1362 | 0.446096 |
| 22 | -0.095581 | -0.6691 | 0.253296 |
| 23 | 0.064186 | 0.4493 | 0.327597 |
| 24 | -0.100078 | -0.7005 | 0.243451 |
| 25 | -0.143284 | -1.003 | 0.160397 |
| 26 | -0.039117 | -0.2738 | 0.392688 |
| 27 | -0.088609 | -0.6203 | 0.26898 |
| 28 | 0.061244 | 0.4287 | 0.335008 |
| 29 | 0.029229 | 0.2046 | 0.419365 |
| 30 | -0.017825 | -0.1248 | 0.450607 |
| 31 | 0.029008 | 0.2031 | 0.419966 |
| 32 | -0.121205 | -0.8484 | 0.200161 |
| 33 | -0.063256 | -0.4428 | 0.329932 |
| 34 | -0.086892 | -0.6082 | 0.272918 |
| 35 | 0.034549 | 0.2418 | 0.404956 |
| 36 | 0.034007 | 0.238 | 0.406418 |
