| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.904065 | 6.9443 | 0 |
| 2 | 0.768385 | 5.9021 | 0 |
| 3 | 0.622475 | 4.7813 | 6e-06 |
| 4 | 0.443061 | 3.4032 | 0.000601 |
| 5 | 0.270576 | 2.0783 | 0.021019 |
| 6 | 0.110405 | 0.848 | 0.199923 |
| 7 | 0.003151 | 0.0242 | 0.490387 |
| 8 | -0.087911 | -0.6753 | 0.251075 |
| 9 | -0.132052 | -1.0143 | 0.157289 |
| 10 | -0.131498 | -1.0101 | 0.158298 |
| 11 | -0.142029 | -1.0909 | 0.139866 |
| 12 | -0.163538 | -1.2562 | 0.107005 |
| 13 | -0.17224 | -1.323 | 0.09547 |
| 14 | -0.165899 | -1.2743 | 0.103778 |
| 15 | -0.196878 | -1.5122 | 0.067905 |
| 16 | -0.23056 | -1.771 | 0.040866 |
| 17 | -0.223218 | -1.7146 | 0.045837 |
| 18 | -0.229057 | -1.7594 | 0.041845 |
| 19 | -0.232866 | -1.7887 | 0.0394 |
| 20 | -0.214618 | -1.6485 | 0.052282 |
| 21 | -0.204397 | -1.57 | 0.060881 |
| 22 | -0.200462 | -1.5398 | 0.064481 |
| 23 | -0.199974 | -1.536 | 0.064938 |
| 24 | -0.179596 | -1.3795 | 0.086473 |
| 25 | -0.158154 | -1.2148 | 0.11464 |
| 26 | -0.155515 | -1.1945 | 0.118525 |
| 27 | -0.148478 | -1.1405 | 0.129347 |
| 28 | -0.133886 | -1.0284 | 0.15398 |
| 29 | -0.116633 | -0.8959 | 0.18698 |
| 30 | -0.102983 | -0.791 | 0.216047 |
| 31 | -0.067433 | -0.518 | 0.303211 |
| 32 | -0.045475 | -0.3493 | 0.364053 |
| 33 | -0.035704 | -0.2742 | 0.392427 |
| 34 | -0.004041 | -0.031 | 0.48767 |
| 35 | 0.005568 | 0.0428 | 0.483016 |
| 36 | 0.017522 | 0.1346 | 0.446698 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.904065 | 6.9443 | 0 |
| 2 | -0.267962 | -2.0583 | 0.021996 |
| 3 | -0.094872 | -0.7287 | 0.234526 |
| 4 | -0.277137 | -2.1287 | 0.018731 |
| 5 | -0.019837 | -0.1524 | 0.439708 |
| 6 | -0.088315 | -0.6784 | 0.250098 |
| 7 | 0.208524 | 1.6017 | 0.057281 |
| 8 | -0.159033 | -1.2216 | 0.113368 |
| 9 | 0.204201 | 1.5685 | 0.061057 |
| 10 | -0.049828 | -0.3827 | 0.351647 |
| 11 | -0.128847 | -0.9897 | 0.163182 |
| 12 | -0.233936 | -1.7969 | 0.038735 |
| 13 | 0.118668 | 0.9115 | 0.18287 |
| 14 | 0.002783 | 0.0214 | 0.491509 |
| 15 | -0.166553 | -1.2793 | 0.102897 |
| 16 | 0.002349 | 0.018 | 0.492833 |
| 17 | 0.187521 | 1.4404 | 0.077524 |
| 18 | -0.178059 | -1.3677 | 0.088297 |
| 19 | -0.005784 | -0.0444 | 0.482355 |
| 20 | -0.027506 | -0.2113 | 0.4167 |
| 21 | -0.144312 | -1.1085 | 0.136076 |
| 22 | -0.008426 | -0.0647 | 0.474308 |
| 23 | -0.01782 | -0.1369 | 0.445795 |
| 24 | 0.014797 | 0.1137 | 0.454948 |
| 25 | 0.054596 | 0.4194 | 0.338237 |
| 26 | -0.033884 | -0.2603 | 0.397781 |
| 27 | -0.192007 | -1.4748 | 0.072787 |
| 28 | 0.015527 | 0.1193 | 0.452736 |
| 29 | 0.076241 | 0.5856 | 0.280182 |
| 30 | -0.078332 | -0.6017 | 0.274845 |
| 31 | 0.051358 | 0.3945 | 0.347321 |
| 32 | -0.068178 | -0.5237 | 0.301229 |
| 33 | 0.02521 | 0.1936 | 0.423562 |
| 34 | -0.021536 | -0.1654 | 0.434588 |
| 35 | -0.143971 | -1.1059 | 0.136637 |
| 36 | 0.086659 | 0.6656 | 0.254117 |
