| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.698102 | 5.8823 | 0 |
| 2 | 0.337356 | 2.8426 | 0.002919 |
| 3 | -0.003291 | -0.0277 | 0.488978 |
| 4 | -0.363978 | -3.0669 | 0.00153 |
| 5 | -0.520985 | -4.3899 | 1.9e-05 |
| 6 | -0.52791 | -4.4483 | 1.6e-05 |
| 7 | -0.505216 | -4.257 | 3.1e-05 |
| 8 | -0.321437 | -2.7085 | 0.004232 |
| 9 | 0.027526 | 0.2319 | 0.408627 |
| 10 | 0.279718 | 2.3569 | 0.010594 |
| 11 | 0.544509 | 4.5881 | 9e-06 |
| 12 | 0.620483 | 5.2283 | 1e-06 |
| 13 | 0.383004 | 3.2273 | 0.000946 |
| 14 | 0.103177 | 0.8694 | 0.193784 |
| 15 | -0.103296 | -0.8704 | 0.19351 |
| 16 | -0.346539 | -2.92 | 0.002344 |
| 17 | -0.450998 | -3.8002 | 0.000151 |
| 18 | -0.407423 | -3.433 | 5e-04 |
| 19 | -0.36962 | -3.1145 | 0.001329 |
| 20 | -0.180917 | -1.5244 | 0.065921 |
| 21 | 0.05918 | 0.4987 | 0.309779 |
| 22 | 0.231373 | 1.9496 | 0.027588 |
| 23 | 0.402151 | 3.3886 | 0.000575 |
| 24 | 0.472139 | 3.9783 | 8.3e-05 |
| 25 | 0.348421 | 2.9358 | 0.00224 |
| 26 | 0.181532 | 1.5296 | 0.065277 |
| 27 | 0.020506 | 0.1728 | 0.431654 |
| 28 | -0.181252 | -1.5273 | 0.06557 |
| 29 | -0.293412 | -2.4723 | 0.007911 |
| 30 | -0.313657 | -2.6429 | 0.005053 |
| 31 | -0.323743 | -2.7279 | 0.004013 |
| 32 | -0.228798 | -1.9279 | 0.028935 |
| 33 | -0.035583 | -0.2998 | 0.382592 |
| 34 | 0.117709 | 0.9918 | 0.162323 |
| 35 | 0.302302 | 2.5472 | 0.006513 |
| 36 | 0.374311 | 3.154 | 0.001181 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.698102 | 5.8823 | 0 |
| 2 | -0.292577 | -2.4653 | 0.008055 |
| 3 | -0.220695 | -1.8596 | 0.033542 |
| 4 | -0.393852 | -3.3187 | 0.000715 |
| 5 | -0.026622 | -0.2243 | 0.411577 |
| 6 | -0.115463 | -0.9729 | 0.166951 |
| 7 | -0.275622 | -2.3224 | 0.011541 |
| 8 | -0.021882 | -0.1844 | 0.427121 |
| 9 | 0.289935 | 2.443 | 0.008527 |
| 10 | -0.005045 | -0.0425 | 0.483107 |
| 11 | 0.278911 | 2.3501 | 0.010775 |
| 12 | -0.04386 | -0.3696 | 0.356401 |
| 13 | -0.229943 | -1.9375 | 0.028329 |
| 14 | -0.100158 | -0.8439 | 0.200768 |
| 15 | 0.210263 | 1.7717 | 0.040367 |
| 16 | -0.127387 | -1.0734 | 0.143367 |
| 17 | -0.061384 | -0.5172 | 0.303303 |
| 18 | 0.041594 | 0.3505 | 0.363508 |
| 19 | -0.011023 | -0.0929 | 0.463128 |
| 20 | -0.101618 | -0.8562 | 0.197371 |
| 21 | -0.117036 | -0.9862 | 0.163701 |
| 22 | -0.00421 | -0.0355 | 0.485902 |
| 23 | 0.134255 | 1.1313 | 0.130877 |
| 24 | 0.117276 | 0.9882 | 0.163209 |
| 25 | 0.137349 | 1.1573 | 0.125509 |
| 26 | -0.032171 | -0.2711 | 0.393558 |
| 27 | 0.017798 | 0.15 | 0.440607 |
| 28 | 0.071165 | 0.5996 | 0.275324 |
| 29 | -0.027686 | -0.2333 | 0.408104 |
| 30 | -0.063717 | -0.5369 | 0.296512 |
| 31 | -0.051768 | -0.4362 | 0.332005 |
| 32 | 0.019642 | 0.1655 | 0.434507 |
| 33 | 0.119577 | 1.0076 | 0.158541 |
| 34 | -0.04194 | -0.3534 | 0.362421 |
| 35 | 0.05562 | 0.4687 | 0.320374 |
| 36 | -0.149241 | -1.2575 | 0.106342 |
