| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.857514 | 6.2428 | 0 |
| 2 | 0.651892 | 4.7458 | 8e-06 |
| 3 | 0.474969 | 3.4578 | 0.000541 |
| 4 | 0.415801 | 3.0271 | 0.001903 |
| 5 | 0.459809 | 3.3475 | 0.000753 |
| 6 | 0.539374 | 3.9267 | 0.000125 |
| 7 | 0.568891 | 4.1416 | 6.2e-05 |
| 8 | 0.526052 | 3.8297 | 0.000171 |
| 9 | 0.42462 | 3.0913 | 0.001587 |
| 10 | 0.306026 | 2.2279 | 0.015077 |
| 11 | 0.212223 | 1.545 | 0.064148 |
| 12 | 0.140683 | 1.0242 | 0.1552 |
| 13 | 0.157299 | 1.1452 | 0.128645 |
| 14 | 0.20523 | 1.4941 | 0.07054 |
| 15 | 0.219796 | 1.6001 | 0.057756 |
| 16 | 0.185543 | 1.3508 | 0.091253 |
| 17 | 0.10855 | 0.7903 | 0.216451 |
| 18 | 0.031652 | 0.2304 | 0.409322 |
| 19 | -0.013996 | -0.1019 | 0.459612 |
| 20 | -0.022109 | -0.161 | 0.43637 |
| 21 | -0.030925 | -0.2251 | 0.41137 |
| 22 | -0.050551 | -0.368 | 0.357163 |
| 23 | -0.090611 | -0.6597 | 0.256164 |
| 24 | -0.126218 | -0.9189 | 0.181161 |
| 25 | -0.161443 | -1.1753 | 0.12256 |
| 26 | -0.201243 | -1.4651 | 0.074405 |
| 27 | -0.242945 | -1.7687 | 0.041352 |
| 28 | -0.26952 | -1.9621 | 0.027504 |
| 29 | -0.263593 | -1.919 | 0.030189 |
| 30 | -0.23428 | -1.7056 | 0.04697 |
| 31 | -0.187381 | -1.3642 | 0.089142 |
| 32 | -0.190738 | -1.3886 | 0.085383 |
| 33 | -0.25091 | -1.8267 | 0.036693 |
| 34 | -0.334059 | -2.432 | 0.009214 |
| 35 | -0.389381 | -2.8347 | 0.003239 |
| 36 | -0.376627 | -2.7419 | 0.004156 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.857514 | 6.2428 | 0 |
| 2 | -0.31525 | -2.2951 | 0.012859 |
| 3 | 0.042232 | 0.3075 | 0.379851 |
| 4 | 0.311553 | 2.2681 | 0.01371 |
| 5 | 0.216531 | 1.5764 | 0.060445 |
| 6 | 0.102341 | 0.7451 | 0.229766 |
| 7 | -0.032393 | -0.2358 | 0.407238 |
| 8 | -0.013411 | -0.0976 | 0.461296 |
| 9 | -0.064021 | -0.4661 | 0.321535 |
| 10 | -0.110936 | -0.8076 | 0.211458 |
| 11 | -0.0974 | -0.7091 | 0.240691 |
| 12 | -0.186612 | -1.3586 | 0.090021 |
| 13 | 0.218705 | 1.5922 | 0.058644 |
| 14 | 0.008837 | 0.0643 | 0.474473 |
| 15 | -0.147419 | -1.0732 | 0.144016 |
| 16 | 0.034548 | 0.2515 | 0.401194 |
| 17 | 0.020477 | 0.1491 | 0.441031 |
| 18 | 0.038304 | 0.2789 | 0.390719 |
| 19 | -0.048688 | -0.3545 | 0.362201 |
| 20 | -0.042518 | -0.3095 | 0.379063 |
| 21 | -0.121376 | -0.8836 | 0.190444 |
| 22 | -0.046627 | -0.3394 | 0.367806 |
| 23 | -0.034481 | -0.251 | 0.401382 |
| 24 | -0.07679 | -0.559 | 0.289245 |
| 25 | -0.025437 | -0.1852 | 0.426895 |
| 26 | -0.046222 | -0.3365 | 0.36891 |
| 27 | -0.093893 | -0.6835 | 0.248619 |
| 28 | 0.029709 | 0.2163 | 0.414798 |
| 29 | 0.09763 | 0.7108 | 0.240176 |
| 30 | 0.056289 | 0.4098 | 0.341806 |
| 31 | 0.128374 | 0.9346 | 0.177123 |
| 32 | -0.126032 | -0.9175 | 0.181512 |
| 33 | -0.181768 | -1.3233 | 0.09571 |
| 34 | -0.062508 | -0.4551 | 0.325459 |
| 35 | -0.041231 | -0.3002 | 0.382611 |
| 36 | 0.032703 | 0.2381 | 0.406368 |
