| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 9.798 | 0 |
| 1 | 0.438571 | 4.2971 | 2.1e-05 |
| 2 | 0.267093 | 2.617 | 0.005153 |
| 3 | 0.167326 | 1.6395 | 0.052196 |
| 4 | -0.038921 | -0.3814 | 0.648107 |
| 5 | -0.127548 | -1.2497 | 0.892778 |
| 6 | -0.235851 | -2.3109 | 0.98851 |
| 7 | -0.15671 | -1.5354 | 0.936017 |
| 8 | -0.068812 | -0.6742 | 0.749103 |
| 9 | 0.093583 | 0.9169 | 0.180741 |
| 10 | 0.152851 | 1.4976 | 0.068755 |
| 11 | 0.313153 | 3.0683 | 0.001399 |
| 12 | 0.774558 | 7.5891 | 0 |
| 13 | 0.339431 | 3.3257 | 0.000625 |
| 14 | 0.199907 | 1.9587 | 0.026526 |
| 15 | 0.109782 | 1.0756 | 0.142392 |
| 16 | -0.055982 | -0.5485 | 0.707693 |
| 17 | -0.149873 | -1.4685 | 0.927375 |
| 18 | -0.233224 | -2.2851 | 0.987747 |
| 19 | -0.17235 | -1.6887 | 0.952736 |
| 20 | -0.09771 | -0.9574 | 0.829605 |
| 21 | 0.035085 | 0.3438 | 0.36589 |
| 22 | 0.106201 | 1.0406 | 0.150348 |
| 23 | 0.269184 | 2.6375 | 0.004872 |
| 24 | 0.655117 | 6.4188 | 0 |
| 25 | 0.297717 | 2.917 | 0.0022 |
| 26 | 0.154208 | 1.5109 | 0.067047 |
| 27 | 0.056084 | 0.5495 | 0.291965 |
| 28 | -0.074726 | -0.7322 | 0.767073 |
| 29 | -0.159491 | -1.5627 | 0.939291 |
| 30 | -0.237575 | -2.3278 | 0.988987 |
| 31 | -0.172323 | -1.6884 | 0.952711 |
| 32 | -0.107521 | -1.0535 | 0.852618 |
| 33 | -0.006679 | -0.0654 | 0.526022 |
| 34 | 0.017524 | 0.1717 | 0.432019 |
| 35 | 0.120705 | 1.1827 | 0.119932 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.438571 | 4.2971 | 2.1e-05 |
| 1 | 0.09255 | 0.9068 | 0.183391 |
| 2 | 0.025524 | 0.2501 | 0.401528 |
| 3 | -0.172853 | -1.6936 | 0.953208 |
| 4 | -0.09973 | -0.9772 | 0.834526 |
| 5 | -0.157401 | -1.5422 | 0.936843 |
| 6 | 0.059258 | 0.5806 | 0.281434 |
| 7 | 0.068907 | 0.6751 | 0.250604 |
| 8 | 0.189128 | 1.8531 | 0.033472 |
| 9 | 0.04133 | 0.4049 | 0.343208 |
| 10 | 0.209779 | 2.0554 | 0.021278 |
| 11 | 0.707738 | 6.9344 | 0 |
| 12 | -0.373669 | -3.6612 | 0.999795 |
| 13 | -0.174844 | -1.7131 | 0.95504 |
| 14 | -0.056733 | -0.5559 | 0.710204 |
| 15 | 0.097596 | 0.9562 | 0.170675 |
| 16 | -0.070657 | -0.6923 | 0.754789 |
| 17 | 0.071088 | 0.6965 | 0.243893 |
| 18 | -0.005108 | -0.0501 | 0.519908 |
| 19 | -0.046956 | -0.4601 | 0.676749 |
| 20 | -0.035077 | -0.3437 | 0.63408 |
| 21 | 0.16074 | 1.5749 | 0.059281 |
| 22 | 0.080428 | 0.788 | 0.216309 |
| 23 | 0.019607 | 0.1921 | 0.424031 |
| 24 | -0.089541 | -0.8773 | 0.808748 |
| 25 | -0.092166 | -0.903 | 0.815618 |
| 26 | -0.075406 | -0.7388 | 0.769091 |
| 27 | 0.06595 | 0.6462 | 0.259853 |
| 28 | 0.08756 | 0.8579 | 0.196539 |
| 29 | -0.044103 | -0.4321 | 0.666687 |
| 30 | -0.008982 | -0.088 | 0.534971 |
| 31 | -0.009289 | -0.091 | 0.536165 |
| 32 | -0.016819 | -0.1648 | 0.565272 |
| 33 | -0.184426 | -1.807 | 0.963052 |
| 34 | -0.211218 | -2.0695 | 0.979407 |
| 35 | -0.096045 | -0.941 | 0.825479 |
