| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.882393 | 6.1134 | 0 |
| 2 | 0.692114 | 4.7951 | 8e-06 |
| 3 | 0.441398 | 3.0581 | 0.001818 |
| 4 | 0.28379 | 1.9662 | 0.027539 |
| 5 | 0.180747 | 1.2523 | 0.108273 |
| 6 | 0.131267 | 0.9094 | 0.18383 |
| 7 | 0.06502 | 0.4505 | 0.3272 |
| 8 | -0.029151 | -0.202 | 0.420398 |
| 9 | -0.163522 | -1.1329 | 0.131439 |
| 10 | -0.319137 | -2.211 | 0.015915 |
| 11 | -0.445069 | -3.0835 | 0.001693 |
| 12 | -0.51712 | -3.5827 | 0.000396 |
| 13 | -0.485822 | -3.3659 | 0.000754 |
| 14 | -0.393309 | -2.7249 | 0.004474 |
| 15 | -0.260426 | -1.8043 | 0.038732 |
| 16 | -0.14468 | -1.0024 | 0.160595 |
| 17 | -0.044025 | -0.305 | 0.380837 |
| 18 | 0.022238 | 0.1541 | 0.439101 |
| 19 | 0.086035 | 0.5961 | 0.276965 |
| 20 | 0.115787 | 0.8022 | 0.213196 |
| 21 | 0.150534 | 1.0429 | 0.151102 |
| 22 | 0.156228 | 1.0824 | 0.142245 |
| 23 | 0.181876 | 1.2601 | 0.106867 |
| 24 | 0.186065 | 1.2891 | 0.101771 |
| 25 | 0.188767 | 1.3078 | 0.098583 |
| 26 | 0.147215 | 1.0199 | 0.156437 |
| 27 | 0.082795 | 0.5736 | 0.284451 |
| 28 | -1e-05 | -1e-04 | 0.499972 |
| 29 | -0.078247 | -0.5421 | 0.295125 |
| 30 | -0.138259 | -0.9579 | 0.17146 |
| 31 | -0.180266 | -1.2489 | 0.108875 |
| 32 | -0.188059 | -1.3029 | 0.099411 |
| 33 | -0.183326 | -1.2701 | 0.105082 |
| 34 | -0.15674 | -1.0859 | 0.141468 |
| 35 | -0.148459 | -1.0286 | 0.154422 |
| 36 | -0.14694 | -1.018 | 0.156883 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.882393 | 6.1134 | 0 |
| 2 | -0.390739 | -2.7071 | 0.004686 |
| 3 | -0.336725 | -2.3329 | 0.011946 |
| 4 | 0.491565 | 3.4057 | 0.000671 |
| 5 | -0.080464 | -0.5575 | 0.289898 |
| 6 | -0.323928 | -2.2442 | 0.014732 |
| 7 | -0.011186 | -0.0775 | 0.469274 |
| 8 | -0.069624 | -0.4824 | 0.315868 |
| 9 | -0.255056 | -1.7671 | 0.041786 |
| 10 | -0.249474 | -1.7284 | 0.045172 |
| 11 | 0.152203 | 1.0545 | 0.148469 |
| 12 | 0.019674 | 0.1363 | 0.446074 |
| 13 | 0.09166 | 0.635 | 0.264209 |
| 14 | 0.064937 | 0.4499 | 0.327405 |
| 15 | 0.002372 | 0.0164 | 0.493478 |
| 16 | 0.159608 | 1.1058 | 0.137162 |
| 17 | 0.155488 | 1.0773 | 0.143376 |
| 18 | -0.15586 | -1.0798 | 0.142807 |
| 19 | 0.013087 | 0.0907 | 0.464066 |
| 20 | -0.163454 | -1.1324 | 0.131536 |
| 21 | -0.046684 | -0.3234 | 0.373884 |
| 22 | -0.156343 | -1.0832 | 0.142071 |
| 23 | 0.076363 | 0.5291 | 0.299601 |
| 24 | -0.025127 | -0.1741 | 0.431266 |
| 25 | -0.053989 | -0.374 | 0.355009 |
| 26 | 0.047088 | 0.3262 | 0.372833 |
| 27 | 0.004782 | 0.0331 | 0.486855 |
| 28 | 0.115188 | 0.798 | 0.214386 |
| 29 | -0.006654 | -0.0461 | 0.48171 |
| 30 | -0.083487 | -0.5784 | 0.282844 |
| 31 | 0.058366 | 0.4044 | 0.343867 |
| 32 | 0.01519 | 0.1052 | 0.458312 |
| 33 | -0.1226 | -0.8494 | 0.199939 |
| 34 | -0.072141 | -0.4998 | 0.309747 |
| 35 | -0.02844 | -0.197 | 0.422316 |
| 36 | -0.124969 | -0.8658 | 0.19545 |
