| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.855354 | 6.6255 | 0 |
| 2 | 0.594682 | 4.6064 | 1.1e-05 |
| 3 | 0.405129 | 3.1381 | 0.001318 |
| 4 | 0.390279 | 3.0231 | 0.001839 |
| 5 | 0.496022 | 3.8422 | 0.000148 |
| 6 | 0.57754 | 4.4736 | 1.7e-05 |
| 7 | 0.528101 | 4.0907 | 6.5e-05 |
| 8 | 0.404033 | 3.1296 | 0.001351 |
| 9 | 0.298601 | 2.313 | 0.012085 |
| 10 | 0.26487 | 2.0517 | 0.022287 |
| 11 | 0.287469 | 2.2267 | 0.014866 |
| 12 | 0.290163 | 2.2476 | 0.014145 |
| 13 | 0.200441 | 1.5526 | 0.062888 |
| 14 | 0.086318 | 0.6686 | 0.253152 |
| 15 | 0.009504 | 0.0736 | 0.470779 |
| 16 | -0.003974 | -0.0308 | 0.487771 |
| 17 | 0.019646 | 0.1522 | 0.439778 |
| 18 | 0.02004 | 0.1552 | 0.43858 |
| 19 | -0.040158 | -0.3111 | 0.378415 |
| 20 | -0.109327 | -0.8468 | 0.200224 |
| 21 | -0.136005 | -1.0535 | 0.14817 |
| 22 | -0.105436 | -0.8167 | 0.208664 |
| 23 | -0.049201 | -0.3811 | 0.352234 |
| 24 | -0.02888 | -0.2237 | 0.411873 |
| 25 | -0.088556 | -0.686 | 0.247693 |
| 26 | -0.174549 | -1.3521 | 0.090717 |
| 27 | -0.222385 | -1.7226 | 0.045057 |
| 28 | -0.210476 | -1.6303 | 0.054134 |
| 29 | -0.166697 | -1.2912 | 0.100789 |
| 30 | -0.140497 | -1.0883 | 0.140411 |
| 31 | -0.170939 | -1.3241 | 0.095248 |
| 32 | -0.224759 | -1.741 | 0.043407 |
| 33 | -0.26165 | -2.0267 | 0.02357 |
| 34 | -0.262255 | -2.0314 | 0.023324 |
| 35 | -0.237577 | -1.8403 | 0.035338 |
| 36 | -0.220917 | -1.7112 | 0.046104 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.855354 | 6.6255 | 0 |
| 2 | -0.510304 | -3.9528 | 0.000103 |
| 3 | 0.369718 | 2.8638 | 0.00288 |
| 4 | 0.360308 | 2.7909 | 0.003519 |
| 5 | 0.103273 | 0.8 | 0.213448 |
| 6 | -0.08285 | -0.6418 | 0.261739 |
| 7 | -0.135978 | -1.0533 | 0.148218 |
| 8 | 0.196445 | 1.5217 | 0.066675 |
| 9 | -0.040692 | -0.3152 | 0.376853 |
| 10 | -0.110653 | -0.8571 | 0.197396 |
| 11 | 0.001865 | 0.0144 | 0.494261 |
| 12 | -0.097483 | -0.7551 | 0.22657 |
| 13 | -0.272275 | -2.109 | 0.019562 |
| 14 | 0.171407 | 1.3277 | 0.094651 |
| 15 | -0.087761 | -0.6798 | 0.249625 |
| 16 | -0.115543 | -0.895 | 0.187183 |
| 17 | -0.004997 | -0.0387 | 0.484627 |
| 18 | 0.007583 | 0.0587 | 0.476678 |
| 19 | -0.03778 | -0.2926 | 0.385404 |
| 20 | 0.03987 | 0.3088 | 0.37926 |
| 21 | 0.09933 | 0.7694 | 0.222335 |
| 22 | 0.071549 | 0.5542 | 0.290745 |
| 23 | -0.007069 | -0.0548 | 0.478259 |
| 24 | 0.005719 | 0.0443 | 0.482407 |
| 25 | -0.07181 | -0.5562 | 0.290058 |
| 26 | -0.041972 | -0.3251 | 0.373113 |
| 27 | 0.013853 | 0.1073 | 0.457453 |
| 28 | -0.09691 | -0.7507 | 0.227894 |
| 29 | -0.104873 | -0.8123 | 0.209902 |
| 30 | 0.013073 | 0.1013 | 0.459839 |
| 31 | -0.083393 | -0.646 | 0.260384 |
| 32 | -0.072042 | -0.558 | 0.289449 |
| 33 | -0.047379 | -0.367 | 0.357458 |
| 34 | -0.009641 | -0.0747 | 0.47036 |
| 35 | -0.028217 | -0.2186 | 0.413864 |
| 36 | -0.02135 | -0.1654 | 0.4346 |
