| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.882437 | 6.1771 | 0 |
| 2 | 0.761307 | 5.3292 | 1e-06 |
| 3 | 0.663302 | 4.6431 | 1.3e-05 |
| 4 | 0.564142 | 3.949 | 0.000125 |
| 5 | 0.476703 | 3.3369 | 0.000811 |
| 6 | 0.379337 | 2.6554 | 0.005329 |
| 7 | 0.267856 | 1.875 | 0.03338 |
| 8 | 0.214121 | 1.4989 | 0.070164 |
| 9 | 0.136977 | 0.9588 | 0.171174 |
| 10 | 0.060211 | 0.4215 | 0.337624 |
| 11 | -0.03474 | -0.2432 | 0.40444 |
| 12 | -0.150263 | -1.0518 | 0.149016 |
| 13 | -0.1814 | -1.2698 | 0.105076 |
| 14 | -0.182292 | -1.276 | 0.103978 |
| 15 | -0.231511 | -1.6206 | 0.055764 |
| 16 | -0.270022 | -1.8902 | 0.03233 |
| 17 | -0.303977 | -2.1278 | 0.019203 |
| 18 | -0.337473 | -2.3623 | 0.011089 |
| 19 | -0.370569 | -2.594 | 0.006238 |
| 20 | -0.407054 | -2.8494 | 0.003194 |
| 21 | -0.416418 | -2.9149 | 0.002675 |
| 22 | -0.400874 | -2.8061 | 0.003587 |
| 23 | -0.388716 | -2.721 | 0.004492 |
| 24 | -0.34419 | -2.4093 | 0.009892 |
| 25 | -0.292478 | -2.0473 | 0.023003 |
| 26 | -0.269837 | -1.8889 | 0.032419 |
| 27 | -0.22331 | -1.5632 | 0.062224 |
| 28 | -0.184725 | -1.2931 | 0.101024 |
| 29 | -0.160799 | -1.1256 | 0.13291 |
| 30 | -0.11722 | -0.8205 | 0.207942 |
| 31 | -0.066475 | -0.4653 | 0.32188 |
| 32 | -0.030925 | -0.2165 | 0.414757 |
| 33 | -0.010553 | -0.0739 | 0.470706 |
| 34 | -0.007529 | -0.0527 | 0.47909 |
| 35 | 0.020465 | 0.1433 | 0.443337 |
| 36 | 0.046776 | 0.3274 | 0.372369 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.882437 | 6.1771 | 0 |
| 2 | -0.078569 | -0.55 | 0.292414 |
| 3 | 0.036579 | 0.2561 | 0.399491 |
| 4 | -0.068444 | -0.4791 | 0.316996 |
| 5 | -0.000468 | -0.0033 | 0.498699 |
| 6 | -0.109748 | -0.7682 | 0.223017 |
| 7 | -0.122836 | -0.8599 | 0.197029 |
| 8 | 0.177346 | 1.2414 | 0.110179 |
| 9 | -0.190282 | -1.332 | 0.094516 |
| 10 | -0.011418 | -0.0799 | 0.468312 |
| 11 | -0.202165 | -1.4152 | 0.081673 |
| 12 | -0.151186 | -1.0583 | 0.147554 |
| 13 | 0.282789 | 1.9795 | 0.026695 |
| 14 | -0.00635 | -0.0444 | 0.482364 |
| 15 | -0.170852 | -1.196 | 0.118733 |
| 16 | -0.059609 | -0.4173 | 0.339155 |
| 17 | -0.02199 | -0.1539 | 0.439149 |
| 18 | -0.104473 | -0.7313 | 0.234037 |
| 19 | -0.174316 | -1.2202 | 0.114113 |
| 20 | 0.096042 | 0.6723 | 0.252277 |
| 21 | 0.052468 | 0.3673 | 0.357498 |
| 22 | -0.033245 | -0.2327 | 0.408476 |
| 23 | -0.09424 | -0.6597 | 0.256273 |
| 24 | 0.045861 | 0.321 | 0.374778 |
| 25 | 0.171748 | 1.2022 | 0.117526 |
| 26 | -0.128754 | -0.9013 | 0.185925 |
| 27 | -0.000958 | -0.0067 | 0.497338 |
| 28 | -0.058174 | -0.4072 | 0.34281 |
| 29 | 0.015833 | 0.1108 | 0.456101 |
| 30 | 0.019551 | 0.1369 | 0.445852 |
| 31 | -0.060888 | -0.4262 | 0.33591 |
| 32 | -0.013437 | -0.0941 | 0.462722 |
| 33 | -0.053282 | -0.373 | 0.355387 |
| 34 | -0.015893 | -0.1113 | 0.455935 |
| 35 | -0.012748 | -0.0892 | 0.46463 |
| 36 | 0.025748 | 0.1802 | 0.428854 |
