| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.75339 | 5.7869 | 0 |
| 2 | 0.623958 | 4.7927 | 6e-06 |
| 3 | 0.4283 | 3.2898 | 0.000847 |
| 4 | 0.262931 | 2.0196 | 0.023987 |
| 5 | 0.160568 | 1.2333 | 0.111168 |
| 6 | 0.177484 | 1.3633 | 0.088987 |
| 7 | 0.144228 | 1.1078 | 0.136214 |
| 8 | 0.145845 | 1.1203 | 0.133572 |
| 9 | 0.082644 | 0.6348 | 0.264005 |
| 10 | 0.031604 | 0.2428 | 0.404519 |
| 11 | 0.012624 | 0.097 | 0.461541 |
| 12 | 0.019774 | 0.1519 | 0.439898 |
| 13 | 0.068712 | 0.5278 | 0.299814 |
| 14 | 0.048334 | 0.3713 | 0.355888 |
| 15 | 0.071373 | 0.5482 | 0.292802 |
| 16 | -0.002191 | -0.0168 | 0.493315 |
| 17 | -0.024915 | -0.1914 | 0.424444 |
| 18 | -0.076178 | -0.5851 | 0.280343 |
| 19 | -0.05571 | -0.4279 | 0.335134 |
| 20 | -0.104913 | -0.8059 | 0.211782 |
| 21 | -0.061226 | -0.4703 | 0.319942 |
| 22 | -0.10727 | -0.824 | 0.206641 |
| 23 | -0.08744 | -0.6716 | 0.252217 |
| 24 | -0.14804 | -1.1371 | 0.130043 |
| 25 | -0.179086 | -1.3756 | 0.087075 |
| 26 | -0.165151 | -1.2686 | 0.104792 |
| 27 | -0.202405 | -1.5547 | 0.062683 |
| 28 | -0.204367 | -1.5698 | 0.060908 |
| 29 | -0.143782 | -1.1044 | 0.13695 |
| 30 | -0.1535 | -1.1791 | 0.121555 |
| 31 | -0.159215 | -1.223 | 0.113105 |
| 32 | -0.135475 | -1.0406 | 0.151152 |
| 33 | -0.159592 | -1.2258 | 0.112563 |
| 34 | -0.167389 | -1.2857 | 0.101778 |
| 35 | -0.172774 | -1.3271 | 0.094794 |
| 36 | -0.138671 | -1.0651 | 0.145574 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.75339 | 5.7869 | 0 |
| 2 | 0.130344 | 1.0012 | 0.160412 |
| 3 | -0.185176 | -1.4224 | 0.080093 |
| 4 | -0.110957 | -0.8523 | 0.198753 |
| 5 | 0.048613 | 0.3734 | 0.355094 |
| 6 | 0.250601 | 1.9249 | 0.029533 |
| 7 | -0.058404 | -0.4486 | 0.327677 |
| 8 | -0.066292 | -0.5092 | 0.306256 |
| 9 | -0.134193 | -1.0308 | 0.153431 |
| 10 | 0.005561 | 0.0427 | 0.483036 |
| 11 | 0.142015 | 1.0908 | 0.139889 |
| 12 | 0.059115 | 0.4541 | 0.325721 |
| 13 | 0.061545 | 0.4727 | 0.319074 |
| 14 | -0.221434 | -1.7009 | 0.047117 |
| 15 | 0.045307 | 0.348 | 0.364535 |
| 16 | -0.078459 | -0.6027 | 0.274523 |
| 17 | 0.094759 | 0.7279 | 0.234791 |
| 18 | -0.03818 | -0.2933 | 0.385173 |
| 19 | 0.001639 | 0.0126 | 0.494998 |
| 20 | -0.165517 | -1.2714 | 0.104294 |
| 21 | 0.050497 | 0.3879 | 0.349751 |
| 22 | -0.013524 | -0.1039 | 0.458809 |
| 23 | 0.078021 | 0.5993 | 0.275637 |
| 24 | -0.154293 | -1.1852 | 0.120355 |
| 25 | -0.165532 | -1.2715 | 0.104275 |
| 26 | 0.13432 | 1.0317 | 0.153205 |
| 27 | -0.105508 | -0.8104 | 0.210477 |
| 28 | 0.028484 | 0.2188 | 0.413784 |
| 29 | 0.104274 | 0.8009 | 0.213189 |
| 30 | -0.135212 | -1.0386 | 0.151618 |
| 31 | -0.097545 | -0.7493 | 0.228339 |
| 32 | -0.007012 | -0.0539 | 0.478613 |
| 33 | 0.116216 | 0.8927 | 0.18783 |
| 34 | -0.115137 | -0.8844 | 0.19004 |
| 35 | -0.017531 | -0.1347 | 0.446671 |
| 36 | -0.019646 | -0.1509 | 0.440283 |
