| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.74646 | 8.5762 | 0 |
| 2 | 0.647083 | 7.4344 | 0 |
| 3 | 0.504892 | 5.8008 | 0 |
| 4 | 0.40646 | 4.6699 | 4e-06 |
| 5 | 0.354782 | 4.0761 | 3.9e-05 |
| 6 | 0.283378 | 3.2558 | 0.000719 |
| 7 | 0.216276 | 2.4848 | 0.007106 |
| 8 | 0.175025 | 2.0109 | 0.023187 |
| 9 | 0.164732 | 1.8926 | 0.030298 |
| 10 | 0.057201 | 0.6572 | 0.256103 |
| 11 | 0.01907 | 0.2191 | 0.413455 |
| 12 | -0.043736 | -0.5025 | 0.30808 |
| 13 | -0.034816 | -0.4 | 0.344899 |
| 14 | -0.074511 | -0.8561 | 0.196757 |
| 15 | -0.106786 | -1.2269 | 0.111027 |
| 16 | -0.176029 | -2.0224 | 0.022577 |
| 17 | -0.179444 | -2.0617 | 0.020601 |
| 18 | -0.195169 | -2.2423 | 0.013305 |
| 19 | -0.234685 | -2.6963 | 0.003962 |
| 20 | -0.216612 | -2.4887 | 0.007033 |
| 21 | -0.15745 | -1.809 | 0.036367 |
| 22 | -0.117115 | -1.3456 | 0.090377 |
| 23 | -0.000519 | -0.006 | 0.497626 |
| 24 | -0.013841 | -0.159 | 0.436947 |
| 25 | -0.054977 | -0.6316 | 0.264357 |
| 26 | -0.067895 | -0.7801 | 0.218376 |
| 27 | -0.130168 | -1.4955 | 0.068584 |
| 28 | -0.142109 | -1.6327 | 0.052456 |
| 29 | -0.155424 | -1.7857 | 0.038223 |
| 30 | -0.149901 | -1.7222 | 0.043685 |
| 31 | -0.133064 | -1.5288 | 0.064355 |
| 32 | -0.063022 | -0.7241 | 0.235154 |
| 33 | -0.062855 | -0.7221 | 0.235741 |
| 34 | -0.010945 | -0.1257 | 0.450062 |
| 35 | 0.01229 | 0.1412 | 0.443962 |
| 36 | 0.033021 | 0.3794 | 0.352508 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.74646 | 8.5762 | 0 |
| 2 | 0.202983 | 2.3321 | 0.010605 |
| 3 | -0.074439 | -0.8552 | 0.196985 |
| 4 | -0.014184 | -0.163 | 0.435399 |
| 5 | 0.08005 | 0.9197 | 0.179701 |
| 6 | -0.030608 | -0.3517 | 0.362828 |
| 7 | -0.059 | -0.6779 | 0.249525 |
| 8 | 0.022455 | 0.258 | 0.398408 |
| 9 | 0.077707 | 0.8928 | 0.186798 |
| 10 | -0.218328 | -2.5084 | 0.00667 |
| 11 | -0.020258 | -0.2328 | 0.408158 |
| 12 | -0.007385 | -0.0848 | 0.466257 |
| 13 | 0.084063 | 0.9658 | 0.167954 |
| 14 | -0.112124 | -1.2882 | 0.099963 |
| 15 | -0.05542 | -0.6367 | 0.262704 |
| 16 | -0.101884 | -1.1706 | 0.121943 |
| 17 | 0.049729 | 0.5713 | 0.28437 |
| 18 | -0.044607 | -0.5125 | 0.304582 |
| 19 | -0.085293 | -0.9799 | 0.164454 |
| 20 | 0.051488 | 0.5916 | 0.277581 |
| 21 | 0.191415 | 2.1992 | 0.014803 |
| 22 | -0.053559 | -0.6153 | 0.269693 |
| 23 | 0.204372 | 2.3481 | 0.010179 |
| 24 | -0.123419 | -1.418 | 0.079277 |
| 25 | -0.140721 | -1.6168 | 0.054159 |
| 26 | -0.086615 | -0.9951 | 0.160746 |
| 27 | -0.078695 | -0.9041 | 0.183786 |
| 28 | -0.033301 | -0.3826 | 0.351317 |
| 29 | 0.000993 | 0.0114 | 0.495457 |
| 30 | -0.027349 | -0.3142 | 0.376928 |
| 31 | 0.044492 | 0.5112 | 0.305042 |
| 32 | 0.093643 | 1.0759 | 0.141972 |
| 33 | 0.034468 | 0.396 | 0.346368 |
| 34 | 0.057604 | 0.6618 | 0.25462 |
| 35 | 0.034194 | 0.3929 | 0.347528 |
| 36 | -0.046152 | -0.5302 | 0.298417 |
