| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.560767 | 5.3199 | 0 |
| 2 | 0.461969 | 4.3826 | 1.6e-05 |
| 3 | 0.376285 | 3.5698 | 0.000288 |
| 4 | 0.399723 | 3.7921 | 0.000135 |
| 5 | 0.323917 | 3.0729 | 0.001402 |
| 6 | 0.210442 | 1.9964 | 0.024455 |
| 7 | 0.255335 | 2.4223 | 0.008713 |
| 8 | 0.187219 | 1.7761 | 0.039547 |
| 9 | 0.210061 | 1.9928 | 0.024655 |
| 10 | 0.054047 | 0.5127 | 0.304695 |
| 11 | 0.087621 | 0.8312 | 0.204016 |
| 12 | -0.064818 | -0.6149 | 0.27008 |
| 13 | -0.095318 | -0.9043 | 0.184134 |
| 14 | -0.152669 | -1.4483 | 0.075497 |
| 15 | -0.169849 | -1.6113 | 0.055305 |
| 16 | -0.119221 | -1.131 | 0.130523 |
| 17 | -0.139763 | -1.3259 | 0.094114 |
| 18 | -0.18842 | -1.7875 | 0.038611 |
| 19 | -0.284417 | -2.6982 | 0.004162 |
| 20 | -0.222369 | -2.1096 | 0.018835 |
| 21 | -0.206262 | -1.9568 | 0.026737 |
| 22 | -0.202727 | -1.9232 | 0.028806 |
| 23 | -0.254073 | -2.4104 | 0.008986 |
| 24 | -0.228585 | -2.1685 | 0.016377 |
| 25 | -0.182608 | -1.7324 | 0.043317 |
| 26 | -0.198851 | -1.8865 | 0.031228 |
| 27 | -0.22658 | -2.1495 | 0.017138 |
| 28 | -0.143215 | -1.3587 | 0.088826 |
| 29 | -0.198831 | -1.8863 | 0.031241 |
| 30 | -0.241025 | -2.2866 | 0.012284 |
| 31 | -0.203283 | -1.9285 | 0.028472 |
| 32 | -0.185347 | -1.7584 | 0.041043 |
| 33 | -0.138359 | -1.3126 | 0.09633 |
| 34 | -0.234157 | -2.2214 | 0.014416 |
| 35 | -0.20783 | -1.9716 | 0.02586 |
| 36 | -0.238558 | -2.2632 | 0.013015 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.560767 | 5.3199 | 0 |
| 2 | 0.215171 | 2.0413 | 0.022075 |
| 3 | 0.080008 | 0.759 | 0.224912 |
| 4 | 0.173324 | 1.6443 | 0.051802 |
| 5 | 0.006581 | 0.0624 | 0.475177 |
| 6 | -0.104434 | -0.9907 | 0.162232 |
| 7 | 0.126239 | 1.1976 | 0.117108 |
| 8 | -0.052271 | -0.4959 | 0.310593 |
| 9 | 0.059838 | 0.5677 | 0.285836 |
| 10 | -0.161995 | -1.5368 | 0.063922 |
| 11 | 0.033572 | 0.3185 | 0.375425 |
| 12 | -0.22216 | -2.1076 | 0.018924 |
| 13 | -0.06534 | -0.6199 | 0.268456 |
| 14 | -0.080095 | -0.7599 | 0.224665 |
| 15 | -0.028048 | -0.2661 | 0.39539 |
| 16 | 0.059598 | 0.5654 | 0.286604 |
| 17 | 0.053989 | 0.5122 | 0.304887 |
| 18 | -0.145252 | -1.378 | 0.085813 |
| 19 | -0.100919 | -0.9574 | 0.170466 |
| 20 | 0.002344 | 0.0222 | 0.491153 |
| 21 | 0.073979 | 0.7018 | 0.2423 |
| 22 | -0.013081 | -0.1241 | 0.450759 |
| 23 | -0.029928 | -0.2839 | 0.38856 |
| 24 | -0.046865 | -0.4446 | 0.328838 |
| 25 | -0.01962 | -0.1861 | 0.426382 |
| 26 | -0.053241 | -0.5051 | 0.307366 |
| 27 | -0.079411 | -0.7534 | 0.226599 |
| 28 | 0.125242 | 1.1881 | 0.118951 |
| 29 | -0.157095 | -1.4903 | 0.069817 |
| 30 | -0.10856 | -1.0299 | 0.15291 |
| 31 | -0.002353 | -0.0223 | 0.491119 |
| 32 | -0.0821 | -0.7789 | 0.21905 |
| 33 | 0.001309 | 0.0124 | 0.495059 |
| 34 | -0.135716 | -1.2875 | 0.100608 |
| 35 | -0.039111 | -0.371 | 0.355741 |
| 36 | -0.113675 | -1.0784 | 0.141864 |
