| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.884777 | 6.1299 | 0 |
| 2 | 0.632578 | 4.3826 | 3.2e-05 |
| 3 | 0.381078 | 2.6402 | 0.005573 |
| 4 | 0.239477 | 1.6591 | 0.051804 |
| 5 | 0.220104 | 1.5249 | 0.06692 |
| 6 | 0.256644 | 1.7781 | 0.040863 |
| 7 | 0.256804 | 1.7792 | 0.040771 |
| 8 | 0.173877 | 1.2047 | 0.117121 |
| 9 | 0.007676 | 0.0532 | 0.478905 |
| 10 | -0.198291 | -1.3738 | 0.087943 |
| 11 | -0.379809 | -2.6314 | 0.0057 |
| 12 | -0.480283 | -3.3275 | 0.000844 |
| 13 | -0.479953 | -3.3252 | 0.00085 |
| 14 | -0.406011 | -2.8129 | 0.003546 |
| 15 | -0.324183 | -2.246 | 0.014671 |
| 16 | -0.280212 | -1.9414 | 0.029049 |
| 17 | -0.283985 | -1.9675 | 0.027459 |
| 18 | -0.31461 | -2.1797 | 0.017109 |
| 19 | -0.327781 | -2.2709 | 0.013838 |
| 20 | -0.298029 | -2.0648 | 0.022183 |
| 21 | -0.237909 | -1.6483 | 0.052913 |
| 22 | -0.163229 | -1.1309 | 0.131861 |
| 23 | -0.098571 | -0.6829 | 0.24897 |
| 24 | -0.050175 | -0.3476 | 0.364822 |
| 25 | -0.018721 | -0.1297 | 0.448672 |
| 26 | 0.002673 | 0.0185 | 0.49265 |
| 27 | 0.004138 | 0.0287 | 0.488625 |
| 28 | -0.00321 | -0.0222 | 0.491175 |
| 29 | -0.005225 | -0.0362 | 0.485637 |
| 30 | 0.017909 | 0.1241 | 0.450886 |
| 31 | 0.060803 | 0.4213 | 0.337725 |
| 32 | 0.09394 | 0.6508 | 0.259129 |
| 33 | 0.100396 | 0.6956 | 0.245028 |
| 34 | 0.082989 | 0.575 | 0.284 |
| 35 | 0.063143 | 0.4375 | 0.331867 |
| 36 | 0.059237 | 0.4104 | 0.341667 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.884777 | 6.1299 | 0 |
| 2 | -0.691869 | -4.7934 | 8e-06 |
| 3 | 0.409004 | 2.8337 | 0.003356 |
| 4 | 0.257473 | 1.7838 | 0.040387 |
| 5 | -0.097096 | -0.6727 | 0.252182 |
| 6 | -0.110252 | -0.7638 | 0.224349 |
| 7 | -0.15447 | -1.0702 | 0.144941 |
| 8 | -0.050912 | -0.3527 | 0.362919 |
| 9 | -0.28024 | -1.9416 | 0.029036 |
| 10 | -0.218953 | -1.517 | 0.067919 |
| 11 | -0.054193 | -0.3755 | 0.354487 |
| 12 | 0.020203 | 0.14 | 0.444634 |
| 13 | 0.027768 | 0.1924 | 0.424127 |
| 14 | -0.000789 | -0.0055 | 0.497831 |
| 15 | -0.061089 | -0.4232 | 0.337007 |
| 16 | 0.156663 | 1.0854 | 0.141584 |
| 17 | 0.023363 | 0.1619 | 0.436046 |
| 18 | -0.130325 | -0.9029 | 0.185539 |
| 19 | 0.065094 | 0.451 | 0.327016 |
| 20 | -0.095924 | -0.6646 | 0.25475 |
| 21 | -0.235936 | -1.6346 | 0.054336 |
| 22 | 0.02571 | 0.1781 | 0.429687 |
| 23 | -0.136323 | -0.9445 | 0.174828 |
| 24 | 0.061989 | 0.4295 | 0.33475 |
| 25 | -0.060646 | -0.4202 | 0.338119 |
| 26 | 0.013567 | 0.094 | 0.462753 |
| 27 | -0.155292 | -1.0759 | 0.143677 |
| 28 | 0.104204 | 0.7219 | 0.236915 |
| 29 | 0.059084 | 0.4093 | 0.342053 |
| 30 | 0.033596 | 0.2328 | 0.408469 |
| 31 | -0.102967 | -0.7134 | 0.239534 |
| 32 | -0.145997 | -1.0115 | 0.158425 |
| 33 | 0.10498 | 0.7273 | 0.23528 |
| 34 | -0.100178 | -0.6941 | 0.245496 |
| 35 | 0.047803 | 0.3312 | 0.370971 |
| 36 | -0.100773 | -0.6982 | 0.244218 |
