| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.816294 | 5.6555 | 0 |
| 2 | 0.611794 | 4.2386 | 5.1e-05 |
| 3 | 0.492466 | 3.4119 | 0.000659 |
| 4 | 0.446997 | 3.0969 | 0.001631 |
| 5 | 0.381162 | 2.6408 | 0.005564 |
| 6 | 0.283381 | 1.9633 | 0.027708 |
| 7 | 0.221767 | 1.5364 | 0.065497 |
| 8 | 0.156896 | 1.087 | 0.141231 |
| 9 | 0.079713 | 0.5523 | 0.291663 |
| 10 | -0.01022 | -0.0708 | 0.471922 |
| 11 | -0.097457 | -0.6752 | 0.251394 |
| 12 | -0.160113 | -1.1093 | 0.136414 |
| 13 | -0.200049 | -1.386 | 0.086079 |
| 14 | -0.201109 | -1.3933 | 0.084971 |
| 15 | -0.198115 | -1.3726 | 0.088131 |
| 16 | -0.215636 | -1.494 | 0.070864 |
| 17 | -0.227387 | -1.5754 | 0.060869 |
| 18 | -0.190901 | -1.3226 | 0.096117 |
| 19 | -0.138387 | -0.9588 | 0.171239 |
| 20 | -0.121282 | -0.8403 | 0.202463 |
| 21 | -0.131753 | -0.9128 | 0.182953 |
| 22 | -0.137682 | -0.9539 | 0.17246 |
| 23 | -0.132174 | -0.9157 | 0.182194 |
| 24 | -0.118778 | -0.8229 | 0.207312 |
| 25 | -0.097677 | -0.6767 | 0.250914 |
| 26 | -0.068312 | -0.4733 | 0.319081 |
| 27 | -0.059599 | -0.4129 | 0.340755 |
| 28 | -0.064881 | -0.4495 | 0.327545 |
| 29 | -0.092296 | -0.6394 | 0.262787 |
| 30 | -0.113812 | -0.7885 | 0.217136 |
| 31 | -0.125291 | -0.868 | 0.194846 |
| 32 | -0.100552 | -0.6966 | 0.244692 |
| 33 | -0.083042 | -0.5753 | 0.283877 |
| 34 | -0.081749 | -0.5664 | 0.286889 |
| 35 | -0.076872 | -0.5326 | 0.29839 |
| 36 | -0.093924 | -0.6507 | 0.259165 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.816294 | 5.6555 | 0 |
| 2 | -0.163463 | -1.1325 | 0.131524 |
| 3 | 0.138144 | 0.9571 | 0.171658 |
| 4 | 0.111987 | 0.7759 | 0.220816 |
| 5 | -0.085821 | -0.5946 | 0.277455 |
| 6 | -0.067894 | -0.4704 | 0.320106 |
| 7 | 0.067286 | 0.4662 | 0.321602 |
| 8 | -0.11894 | -0.824 | 0.206996 |
| 9 | -0.07118 | -0.4931 | 0.312078 |
| 10 | -0.078262 | -0.5422 | 0.29509 |
| 11 | -0.106922 | -0.7408 | 0.231218 |
| 12 | -0.044113 | -0.3056 | 0.380607 |
| 13 | -0.015064 | -0.1044 | 0.458657 |
| 14 | 0.052295 | 0.3623 | 0.359355 |
| 15 | -0.00995 | -0.0689 | 0.472664 |
| 16 | -0.051009 | -0.3534 | 0.362667 |
| 17 | 0.016332 | 0.1132 | 0.455191 |
| 18 | 0.102701 | 0.7115 | 0.240099 |
| 19 | 0.011851 | 0.0821 | 0.467451 |
| 20 | -0.044108 | -0.3056 | 0.380619 |
| 21 | -0.042361 | -0.2935 | 0.385208 |
| 22 | -0.058129 | -0.4027 | 0.344468 |
| 23 | -0.06011 | -0.4165 | 0.339467 |
| 24 | -0.002886 | -0.02 | 0.492066 |
| 25 | 0.012691 | 0.0879 | 0.465151 |
| 26 | 0.011189 | 0.0775 | 0.469265 |
| 27 | -0.055975 | -0.3878 | 0.349938 |
| 28 | -0.020621 | -0.1429 | 0.443496 |
| 29 | -0.087335 | -0.6051 | 0.273991 |
| 30 | -0.015715 | -0.1089 | 0.456876 |
| 31 | -0.005693 | -0.0394 | 0.48435 |
| 32 | 0.082918 | 0.5745 | 0.284166 |
| 33 | -0.063849 | -0.4424 | 0.330108 |
| 34 | -0.022417 | -0.1553 | 0.438615 |
| 35 | 0.029961 | 0.2076 | 0.418219 |
| 36 | -0.101754 | -0.705 | 0.242118 |
