| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.883501 | 6.1211 | 0 |
| 2 | 0.676599 | 4.6876 | 1.2e-05 |
| 3 | 0.492185 | 3.41 | 0.000663 |
| 4 | 0.38868 | 2.6929 | 0.004864 |
| 5 | 0.374226 | 2.5927 | 0.006292 |
| 6 | 0.384355 | 2.6629 | 0.005256 |
| 7 | 0.352451 | 2.4418 | 0.009174 |
| 8 | 0.242157 | 1.6777 | 0.049952 |
| 9 | 0.084501 | 0.5854 | 0.280498 |
| 10 | -0.049076 | -0.34 | 0.367666 |
| 11 | -0.140993 | -0.9768 | 0.166777 |
| 12 | -0.188861 | -1.3085 | 0.098473 |
| 13 | -0.208911 | -1.4474 | 0.077146 |
| 14 | -0.224744 | -1.5571 | 0.063011 |
| 15 | -0.260811 | -1.807 | 0.03852 |
| 16 | -0.302554 | -2.0962 | 0.020682 |
| 17 | -0.317326 | -2.1985 | 0.016383 |
| 18 | -0.316824 | -2.195 | 0.016516 |
| 19 | -0.313113 | -2.1693 | 0.017521 |
| 20 | -0.297548 | -2.0615 | 0.022348 |
| 21 | -0.296834 | -2.0565 | 0.022595 |
| 22 | -0.319483 | -2.2134 | 0.015827 |
| 23 | -0.338233 | -2.3433 | 0.011651 |
| 24 | -0.333965 | -2.3138 | 0.012504 |
| 25 | -0.289813 | -2.0079 | 0.025151 |
| 26 | -0.243221 | -1.6851 | 0.049232 |
| 27 | -0.209862 | -1.454 | 0.076232 |
| 28 | -0.185387 | -1.2844 | 0.102584 |
| 29 | -0.174065 | -1.206 | 0.116873 |
| 30 | -0.154655 | -1.0715 | 0.144656 |
| 31 | -0.106206 | -0.7358 | 0.232711 |
| 32 | -0.056061 | -0.3884 | 0.349718 |
| 33 | -0.009973 | -0.0691 | 0.472601 |
| 34 | 0.026091 | 0.1808 | 0.428656 |
| 35 | 0.053112 | 0.368 | 0.357256 |
| 36 | 0.078887 | 0.5465 | 0.293612 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.883501 | 6.1211 | 0 |
| 2 | -0.473849 | -3.2829 | 0.00096 |
| 3 | 0.175131 | 1.2133 | 0.115468 |
| 4 | 0.164376 | 1.1388 | 0.130213 |
| 5 | 0.16231 | 1.1245 | 0.133193 |
| 6 | -0.09755 | -0.6758 | 0.251191 |
| 7 | -0.134063 | -0.9288 | 0.178817 |
| 8 | -0.209384 | -1.4507 | 0.07669 |
| 9 | -0.072688 | -0.5036 | 0.308424 |
| 10 | 0.028399 | 0.1968 | 0.422425 |
| 11 | -0.175507 | -1.216 | 0.114975 |
| 12 | -0.05433 | -0.3764 | 0.354134 |
| 13 | -0.011823 | -0.0819 | 0.467527 |
| 14 | 0.032107 | 0.2224 | 0.412457 |
| 15 | -0.091818 | -0.6361 | 0.263855 |
| 16 | 0.047666 | 0.3302 | 0.371328 |
| 17 | 0.079546 | 0.5511 | 0.292057 |
| 18 | -0.103854 | -0.7195 | 0.237654 |
| 19 | -0.05245 | -0.3634 | 0.358956 |
| 20 | 0.048362 | 0.3351 | 0.369518 |
| 21 | -0.16874 | -1.1691 | 0.124075 |
| 22 | -0.131427 | -0.9106 | 0.18354 |
| 23 | 0.018991 | 0.1316 | 0.447936 |
| 24 | -0.050236 | -0.348 | 0.364665 |
| 25 | 0.078858 | 0.5463 | 0.293681 |
| 26 | -0.13464 | -0.9328 | 0.177793 |
| 27 | -0.009259 | -0.0641 | 0.47456 |
| 28 | 0.062862 | 0.4355 | 0.332567 |
| 29 | 0.031055 | 0.2152 | 0.415279 |
| 30 | -0.004421 | -0.0306 | 0.487846 |
| 31 | 0.03496 | 0.2422 | 0.404824 |
| 32 | -0.12022 | -0.8329 | 0.204511 |
| 33 | 0.073346 | 0.5082 | 0.306836 |
| 34 | -0.016433 | -0.1139 | 0.454914 |
| 35 | -0.049277 | -0.3414 | 0.367147 |
| 36 | 0.037658 | 0.2609 | 0.397642 |
