| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 6.9282 | 0 |
| 1 | 0.65531 | 4.5401 | 1.9e-05 |
| 2 | 0.503142 | 3.4859 | 0.000529 |
| 3 | 0.596871 | 4.1352 | 7.1e-05 |
| 4 | 0.409713 | 2.8386 | 0.003312 |
| 5 | 0.466129 | 3.2294 | 0.00112 |
| 6 | 0.662733 | 4.5916 | 1.6e-05 |
| 7 | 0.386457 | 2.6775 | 0.005062 |
| 8 | 0.263205 | 1.8235 | 0.037226 |
| 9 | 0.350349 | 2.4273 | 0.009507 |
| 10 | 0.137474 | 0.9524 | 0.172821 |
| 11 | 0.225691 | 1.5636 | 0.062236 |
| 12 | 0.383838 | 2.6593 | 0.005305 |
| 13 | 0.127546 | 0.8837 | 0.190641 |
| 14 | 0.030354 | 0.2103 | 0.417162 |
| 15 | 0.081632 | 0.5656 | 0.287162 |
| 16 | -0.091873 | -0.6365 | 0.736267 |
| 17 | -0.01383 | -0.0958 | 0.537967 |
| 18 | 0.13434 | 0.9307 | 0.178324 |
| 19 | -0.07352 | -0.5094 | 0.693583 |
| 20 | -0.115795 | -0.8023 | 0.786819 |
| 21 | -0.101538 | -0.7035 | 0.757421 |
| 22 | -0.226572 | -1.5697 | 0.938477 |
| 23 | -0.129877 | -0.8998 | 0.813644 |
| 24 | -0.005516 | -0.0382 | 0.515162 |
| 25 | -0.188472 | -1.3058 | 0.901073 |
| 26 | -0.236714 | -1.64 | 0.946229 |
| 27 | -0.229993 | -1.5934 | 0.941186 |
| 28 | -0.341908 | -2.3688 | 0.989041 |
| 29 | -0.273906 | -1.8977 | 0.968119 |
| 30 | -0.192473 | -1.3335 | 0.905668 |
| 31 | -0.301168 | -2.0866 | 0.978868 |
| 32 | -0.304682 | -2.1109 | 0.979992 |
| 33 | -0.299781 | -2.0769 | 0.978409 |
| 34 | -0.378615 | -2.6231 | 0.994178 |
| 35 | -0.296561 | -2.0546 | 0.97731 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.65531 | 4.5401 | 1.9e-05 |
| 1 | 0.129189 | 0.895 | 0.187615 |
| 2 | 0.401203 | 2.7796 | 0.003874 |
| 3 | -0.23936 | -1.6583 | 0.948114 |
| 4 | 0.406793 | 2.8183 | 0.003496 |
| 5 | 0.283691 | 1.9655 | 0.02758 |
| 6 | -0.409331 | -2.8359 | 0.996665 |
| 7 | -0.114069 | -0.7903 | 0.783379 |
| 8 | 0.025673 | 0.1779 | 0.429788 |
| 9 | -0.184317 | -1.277 | 0.896125 |
| 10 | 0.273415 | 1.8943 | 0.032111 |
| 11 | -0.094329 | -0.6535 | 0.741734 |
| 12 | -0.100494 | -0.6962 | 0.755182 |
| 13 | -0.131961 | -0.9143 | 0.817423 |
| 14 | -0.071436 | -0.4949 | 0.688543 |
| 15 | 0.068706 | 0.476 | 0.318114 |
| 16 | -0.035682 | -0.2472 | 0.597101 |
| 17 | 0.023116 | 0.1602 | 0.436717 |
| 18 | 0.020214 | 0.14 | 0.444605 |
| 19 | -0.051288 | -0.3553 | 0.638052 |
| 20 | -0.099558 | -0.6898 | 0.753166 |
| 21 | 0.104742 | 0.7257 | 0.235781 |
| 22 | -0.050113 | -0.3472 | 0.635018 |
| 23 | 0.035408 | 0.2453 | 0.40363 |
| 24 | -0.14809 | -1.026 | 0.844982 |
| 25 | -0.083679 | -0.5797 | 0.7176 |
| 26 | -0.027132 | -0.188 | 0.574155 |
| 27 | -0.019466 | -0.1349 | 0.553358 |
| 28 | -0.180423 | -1.25 | 0.891322 |
| 29 | 0.010709 | 0.0742 | 0.470581 |
| 30 | -0.003818 | -0.0265 | 0.510497 |
| 31 | 0.136186 | 0.9435 | 0.175069 |
| 32 | -0.08287 | -0.5741 | 0.715723 |
| 33 | 0.008724 | 0.0604 | 0.476026 |
| 34 | -0.0471 | -0.3263 | 0.6272 |
| 35 | 0.039268 | 0.2721 | 0.393374 |
