| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.836369 | 6.5323 | 0 |
| 2 | 0.712654 | 5.566 | 0 |
| 3 | 0.602559 | 4.7061 | 7e-06 |
| 4 | 0.514832 | 4.021 | 8.1e-05 |
| 5 | 0.397927 | 3.1079 | 0.00143 |
| 6 | 0.308779 | 2.4116 | 0.009453 |
| 7 | 0.231133 | 1.8052 | 0.037989 |
| 8 | 0.193164 | 1.5087 | 0.068274 |
| 9 | 0.125942 | 0.9836 | 0.16459 |
| 10 | 0.05844 | 0.4564 | 0.324851 |
| 11 | -0.003393 | -0.0265 | 0.489474 |
| 12 | -0.080428 | -0.6282 | 0.266121 |
| 13 | -0.130265 | -1.0174 | 0.156491 |
| 14 | -0.161563 | -1.2618 | 0.105903 |
| 15 | -0.150257 | -1.1735 | 0.12257 |
| 16 | -0.159962 | -1.2493 | 0.108156 |
| 17 | -0.209368 | -1.6352 | 0.053577 |
| 18 | -0.24569 | -1.9189 | 0.02984 |
| 19 | -0.255343 | -1.9943 | 0.025298 |
| 20 | -0.291548 | -2.2771 | 0.013151 |
| 21 | -0.328615 | -2.5666 | 0.006371 |
| 22 | -0.306401 | -2.3931 | 0.009901 |
| 23 | -0.271266 | -2.1187 | 0.0191 |
| 24 | -0.23357 | -1.8242 | 0.036507 |
| 25 | -0.211356 | -1.6507 | 0.051966 |
| 26 | -0.161437 | -1.2609 | 0.10608 |
| 27 | -0.165712 | -1.2943 | 0.100229 |
| 28 | -0.16494 | -1.2882 | 0.101266 |
| 29 | -0.185029 | -1.4451 | 0.076771 |
| 30 | -0.153799 | -1.2012 | 0.117156 |
| 31 | -0.086012 | -0.6718 | 0.252132 |
| 32 | -0.072535 | -0.5665 | 0.286562 |
| 33 | -0.056764 | -0.4433 | 0.329544 |
| 34 | -0.028654 | -0.2238 | 0.411832 |
| 35 | 0.003996 | 0.0312 | 0.487603 |
| 36 | 0.020896 | 0.1632 | 0.43545 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.836369 | 6.5323 | 0 |
| 2 | 0.043733 | 0.3416 | 0.366927 |
| 3 | -0.013314 | -0.104 | 0.458762 |
| 4 | 0.016472 | 0.1286 | 0.44903 |
| 5 | -0.137987 | -1.0777 | 0.142703 |
| 6 | 0.000354 | 0.0028 | 0.498902 |
| 7 | -0.017001 | -0.1328 | 0.447402 |
| 8 | 0.0733 | 0.5725 | 0.284547 |
| 9 | -0.09631 | -0.7522 | 0.227411 |
| 10 | -0.073708 | -0.5757 | 0.283474 |
| 11 | -0.042758 | -0.3339 | 0.369782 |
| 12 | -0.139241 | -1.0875 | 0.140545 |
| 13 | 0.029533 | 0.2307 | 0.409175 |
| 14 | 0.012856 | 0.1004 | 0.460176 |
| 15 | 0.112619 | 0.8796 | 0.191269 |
| 16 | -0.063924 | -0.4993 | 0.309694 |
| 17 | -0.197073 | -1.5392 | 0.064465 |
| 18 | -0.046261 | -0.3613 | 0.359558 |
| 19 | -0.008399 | -0.0656 | 0.473955 |
| 20 | -0.072756 | -0.5682 | 0.285979 |
| 21 | -0.043857 | -0.3425 | 0.366564 |
| 22 | 0.144147 | 1.1258 | 0.132325 |
| 23 | 0.002067 | 0.0161 | 0.493586 |
| 24 | -0.024188 | -0.1889 | 0.425393 |
| 25 | -0.029966 | -0.234 | 0.407867 |
| 26 | 0.055969 | 0.4371 | 0.331778 |
| 27 | -0.159251 | -1.2438 | 0.109168 |
| 28 | -0.007142 | -0.0558 | 0.477849 |
| 29 | -0.057763 | -0.4511 | 0.326742 |
| 30 | 0.061019 | 0.4766 | 0.317685 |
| 31 | 0.169244 | 1.3218 | 0.095579 |
| 32 | -0.173621 | -1.356 | 0.090045 |
| 33 | 0.015695 | 0.1226 | 0.451421 |
| 34 | -0.049433 | -0.3861 | 0.350388 |
| 35 | 0.029355 | 0.2293 | 0.409712 |
| 36 | 0.080746 | 0.6306 | 0.265314 |
