| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.863793 | 6.6909 | 0 |
| 2 | 0.682049 | 5.2831 | 1e-06 |
| 3 | 0.429836 | 3.3295 | 0.000746 |
| 4 | 0.300333 | 2.3264 | 0.011697 |
| 5 | 0.21257 | 1.6466 | 0.052438 |
| 6 | 0.183261 | 1.4195 | 0.08046 |
| 7 | 0.118483 | 0.9178 | 0.181207 |
| 8 | 0.028691 | 0.2222 | 0.412441 |
| 9 | -0.115036 | -0.8911 | 0.188227 |
| 10 | -0.272688 | -2.1122 | 0.019419 |
| 11 | -0.412092 | -3.1921 | 0.001125 |
| 12 | -0.483303 | -3.7437 | 0.000204 |
| 13 | -0.48033 | -3.7206 | 0.00022 |
| 14 | -0.408538 | -3.1645 | 0.00122 |
| 15 | -0.317849 | -2.462 | 0.008352 |
| 16 | -0.230294 | -1.7839 | 0.039753 |
| 17 | -0.174139 | -1.3489 | 0.091223 |
| 18 | -0.13225 | -1.0244 | 0.154878 |
| 19 | -0.085663 | -0.6635 | 0.254763 |
| 20 | -0.037086 | -0.2873 | 0.387449 |
| 21 | 0.028074 | 0.2175 | 0.414293 |
| 22 | 0.066465 | 0.5148 | 0.30428 |
| 23 | 0.123454 | 0.9563 | 0.171386 |
| 24 | 0.144625 | 1.1203 | 0.133533 |
| 25 | 0.176665 | 1.3684 | 0.088138 |
| 26 | 0.153183 | 1.1866 | 0.12004 |
| 27 | 0.118391 | 0.9171 | 0.181393 |
| 28 | 0.046907 | 0.3633 | 0.358814 |
| 29 | -0.021435 | -0.166 | 0.434344 |
| 30 | -0.105568 | -0.8177 | 0.208374 |
| 31 | -0.165812 | -1.2844 | 0.101974 |
| 32 | -0.201615 | -1.5617 | 0.061809 |
| 33 | -0.200354 | -1.5519 | 0.062968 |
| 34 | -0.185375 | -1.4359 | 0.078111 |
| 35 | -0.176862 | -1.37 | 0.087901 |
| 36 | -0.189636 | -1.4689 | 0.073539 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.863793 | 6.6909 | 0 |
| 2 | -0.252458 | -1.9555 | 0.027591 |
| 3 | -0.378563 | -2.9323 | 0.002378 |
| 4 | 0.472656 | 3.6612 | 0.000266 |
| 5 | -0.032357 | -0.2506 | 0.401477 |
| 6 | -0.269341 | -2.0863 | 0.020605 |
| 7 | -0.028711 | -0.2224 | 0.412382 |
| 8 | -0.069919 | -0.5416 | 0.295052 |
| 9 | -0.267378 | -2.0711 | 0.021329 |
| 10 | -0.213916 | -1.657 | 0.051372 |
| 11 | 0.031133 | 0.2412 | 0.405128 |
| 12 | 0.049454 | 0.3831 | 0.351512 |
| 13 | -0.05777 | -0.4475 | 0.328068 |
| 14 | 0.103323 | 0.8003 | 0.213337 |
| 15 | 0.091836 | 0.7114 | 0.23981 |
| 16 | 0.009493 | 0.0735 | 0.470815 |
| 17 | 0.008046 | 0.0623 | 0.475256 |
| 18 | 0.040996 | 0.3176 | 0.375963 |
| 19 | 0.085417 | 0.6616 | 0.255368 |
| 20 | -0.196895 | -1.5251 | 0.066239 |
| 21 | -0.049078 | -0.3802 | 0.352585 |
| 22 | -0.091953 | -0.7123 | 0.23953 |
| 23 | 0.09664 | 0.7486 | 0.228522 |
| 24 | -0.090003 | -0.6972 | 0.244199 |
| 25 | -0.04085 | -0.3164 | 0.376391 |
| 26 | 0.008998 | 0.0697 | 0.472332 |
| 27 | -0.06421 | -0.4974 | 0.310375 |
| 28 | -0.021601 | -0.1673 | 0.433841 |
| 29 | -0.10485 | -0.8122 | 0.209953 |
| 30 | -0.147443 | -1.1421 | 0.128977 |
| 31 | 0.062436 | 0.4836 | 0.315206 |
| 32 | 0.091832 | 0.7113 | 0.239819 |
| 33 | -0.105297 | -0.8156 | 0.208971 |
| 34 | -0.021445 | -0.1661 | 0.434314 |
| 35 | 0.063342 | 0.4906 | 0.312734 |
| 36 | -0.046702 | -0.3618 | 0.359404 |
