| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.877366 | 6.0786 | 0 |
| 2 | 0.663755 | 4.5986 | 1.6e-05 |
| 3 | 0.485156 | 3.3613 | 0.000765 |
| 4 | 0.358654 | 2.4848 | 0.00825 |
| 5 | 0.247157 | 1.7124 | 0.046643 |
| 6 | 0.14331 | 0.9929 | 0.162874 |
| 7 | 0.054504 | 0.3776 | 0.353691 |
| 8 | 0.000737 | 0.0051 | 0.497972 |
| 9 | -0.021061 | -0.1459 | 0.442299 |
| 10 | -0.048833 | -0.3383 | 0.368297 |
| 11 | -0.093928 | -0.6508 | 0.259155 |
| 12 | -0.128916 | -0.8932 | 0.188116 |
| 13 | -0.118151 | -0.8186 | 0.208537 |
| 14 | -0.07341 | -0.5086 | 0.306681 |
| 15 | -0.04656 | -0.3226 | 0.374208 |
| 16 | -0.056145 | -0.389 | 0.349505 |
| 17 | -0.079668 | -0.552 | 0.291769 |
| 18 | -0.107951 | -0.7479 | 0.229082 |
| 19 | -0.159154 | -1.1027 | 0.137838 |
| 20 | -0.20443 | -1.4163 | 0.081568 |
| 21 | -0.237719 | -1.647 | 0.053048 |
| 22 | -0.275846 | -1.9111 | 0.030985 |
| 23 | -0.311208 | -2.1561 | 0.018058 |
| 24 | -0.327803 | -2.2711 | 0.013833 |
| 25 | -0.319202 | -2.2115 | 0.015898 |
| 26 | -0.323957 | -2.2444 | 0.014725 |
| 27 | -0.34522 | -2.3918 | 0.010367 |
| 28 | -0.341702 | -2.3674 | 0.010997 |
| 29 | -0.284613 | -1.9719 | 0.027202 |
| 30 | -0.186081 | -1.2892 | 0.101752 |
| 31 | -0.081325 | -0.5634 | 0.28788 |
| 32 | 0.005216 | 0.0361 | 0.485661 |
| 33 | 0.064798 | 0.4489 | 0.32775 |
| 34 | 0.120504 | 0.8349 | 0.203962 |
| 35 | 0.159438 | 1.1046 | 0.137415 |
| 36 | 0.156239 | 1.0825 | 0.142229 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.877366 | 6.0786 | 0 |
| 2 | -0.460483 | -3.1903 | 0.001253 |
| 3 | 0.213033 | 1.4759 | 0.073246 |
| 4 | -0.061658 | -0.4272 | 0.335578 |
| 5 | -0.106005 | -0.7344 | 0.233132 |
| 6 | 0.000286 | 0.002 | 0.499214 |
| 7 | -0.04811 | -0.3333 | 0.370175 |
| 8 | 0.064032 | 0.4436 | 0.329654 |
| 9 | -0.006286 | -0.0435 | 0.482722 |
| 10 | -0.127989 | -0.8867 | 0.189823 |
| 11 | -0.022506 | -0.1559 | 0.438371 |
| 12 | 0.023642 | 0.1638 | 0.435289 |
| 13 | 0.107359 | 0.7438 | 0.230311 |
| 14 | 0.013223 | 0.0916 | 0.463695 |
| 15 | -0.110975 | -0.7689 | 0.222873 |
| 16 | -0.027758 | -0.1923 | 0.424155 |
| 17 | -0.029571 | -0.2049 | 0.419267 |
| 18 | -0.108719 | -0.7532 | 0.227496 |
| 19 | -0.145671 | -1.0092 | 0.158961 |
| 20 | 0.107496 | 0.7448 | 0.230027 |
| 21 | -0.105648 | -0.7319 | 0.233879 |
| 22 | -0.139132 | -0.9639 | 0.169955 |
| 23 | -0.019816 | -0.1373 | 0.445688 |
| 24 | -0.035523 | -0.2461 | 0.403322 |
| 25 | 0.048108 | 0.3333 | 0.370178 |
| 26 | -0.23106 | -1.6008 | 0.057988 |
| 27 | -0.052829 | -0.366 | 0.357982 |
| 28 | 0.117464 | 0.8138 | 0.209885 |
| 29 | 0.046245 | 0.3204 | 0.37503 |
| 30 | 0.063607 | 0.4407 | 0.33071 |
| 31 | -0.015925 | -0.1103 | 0.456302 |
| 32 | 0.052901 | 0.3665 | 0.357797 |
| 33 | 0.01904 | 0.1319 | 0.447801 |
| 34 | 0.029616 | 0.2052 | 0.419147 |
| 35 | -0.117561 | -0.8145 | 0.209694 |
| 36 | -0.02711 | -0.1878 | 0.425904 |
