| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.719206 | 5.7536 | 0 |
| 2 | 0.400778 | 3.2062 | 0.00105 |
| 3 | 0.103386 | 0.8271 | 0.20563 |
| 4 | -0.13139 | -1.0511 | 0.148578 |
| 5 | -0.192757 | -1.5421 | 0.063995 |
| 6 | -0.151056 | -1.2084 | 0.115661 |
| 7 | -0.065622 | -0.525 | 0.300706 |
| 8 | 0.079564 | 0.6365 | 0.263357 |
| 9 | 0.12398 | 0.9918 | 0.162506 |
| 10 | 0.073576 | 0.5886 | 0.279097 |
| 11 | -0.01729 | -0.1383 | 0.445212 |
| 12 | -0.162625 | -1.301 | 0.098962 |
| 13 | -0.236087 | -1.8887 | 0.031733 |
| 14 | -0.273689 | -2.1895 | 0.016106 |
| 15 | -0.285341 | -2.2827 | 0.012889 |
| 16 | -0.221913 | -1.7753 | 0.040301 |
| 17 | -0.152494 | -1.22 | 0.11348 |
| 18 | -0.042913 | -0.3433 | 0.366247 |
| 19 | 0.051705 | 0.4136 | 0.340262 |
| 20 | 0.060709 | 0.4857 | 0.314428 |
| 21 | -0.004079 | -0.0326 | 0.487036 |
| 22 | -0.10429 | -0.8343 | 0.203602 |
| 23 | -0.204878 | -1.639 | 0.053058 |
| 24 | -0.229368 | -1.8349 | 0.035581 |
| 25 | -0.16407 | -1.3126 | 0.097009 |
| 26 | -0.037596 | -0.3008 | 0.382284 |
| 27 | 0.12342 | 0.9874 | 0.163593 |
| 28 | 0.228641 | 1.8291 | 0.03602 |
| 29 | 0.273067 | 2.1845 | 0.016296 |
| 30 | 0.219084 | 1.7527 | 0.042224 |
| 31 | 0.144755 | 1.158 | 0.125576 |
| 32 | 0.05048 | 0.4038 | 0.343837 |
| 33 | -0.006368 | -0.0509 | 0.479763 |
| 34 | -0.043655 | -0.3492 | 0.364028 |
| 35 | -0.044869 | -0.359 | 0.360405 |
| 36 | -0.009211 | -0.0737 | 0.470746 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.719206 | 5.7536 | 0 |
| 2 | -0.241284 | -1.9303 | 0.029003 |
| 3 | -0.17788 | -1.423 | 0.07979 |
| 4 | -0.132331 | -1.0586 | 0.14687 |
| 5 | 0.10833 | 0.8666 | 0.194689 |
| 6 | 0.038257 | 0.3061 | 0.380276 |
| 7 | 0.007716 | 0.0617 | 0.475487 |
| 8 | 0.135353 | 1.0828 | 0.141474 |
| 9 | -0.100384 | -0.8031 | 0.212453 |
| 10 | -0.100932 | -0.8075 | 0.211198 |
| 11 | -0.050929 | -0.4074 | 0.342525 |
| 12 | -0.119561 | -0.9565 | 0.171212 |
| 13 | 0.014077 | 0.1126 | 0.455343 |
| 14 | -0.11177 | -0.8942 | 0.187294 |
| 15 | -0.099177 | -0.7934 | 0.215233 |
| 16 | -0.022238 | -0.1779 | 0.429681 |
| 17 | -0.054817 | -0.4385 | 0.331236 |
| 18 | 0.097521 | 0.7802 | 0.219084 |
| 19 | -0.002879 | -0.023 | 0.490847 |
| 20 | -0.058742 | -0.4699 | 0.319999 |
| 21 | -0.132999 | -1.064 | 0.145666 |
| 22 | -0.100989 | -0.8079 | 0.211068 |
| 23 | -0.056723 | -0.4538 | 0.325758 |
| 24 | -0.022565 | -0.1805 | 0.428658 |
| 25 | 0.065067 | 0.5205 | 0.302242 |
| 26 | 0.025329 | 0.2026 | 0.420031 |
| 27 | 0.028847 | 0.2308 | 0.409113 |
| 28 | -0.012149 | -0.0972 | 0.46144 |
| 29 | 0.034364 | 0.2749 | 0.392133 |
| 30 | -0.026763 | -0.2141 | 0.415573 |
| 31 | 0.08884 | 0.7107 | 0.239919 |
| 32 | -0.036609 | -0.2929 | 0.385283 |
| 33 | 0.010492 | 0.0839 | 0.466683 |
| 34 | -0.090212 | -0.7217 | 0.236555 |
| 35 | -0.038204 | -0.3056 | 0.38044 |
| 36 | 0.013698 | 0.1096 | 0.456541 |
