| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.846379 | 6.6104 | 0 |
| 2 | 0.589547 | 4.6045 | 1.1e-05 |
| 3 | 0.37441 | 2.9242 | 0.00242 |
| 4 | 0.272629 | 2.1293 | 0.018637 |
| 5 | 0.301742 | 2.3567 | 0.010833 |
| 6 | 0.374819 | 2.9274 | 0.002399 |
| 7 | 0.396132 | 3.0939 | 0.00149 |
| 8 | 0.31099 | 2.4289 | 0.009053 |
| 9 | 0.148899 | 1.1629 | 0.124692 |
| 10 | 0.008337 | 0.0651 | 0.474147 |
| 11 | -0.073184 | -0.5716 | 0.284852 |
| 12 | -0.104346 | -0.815 | 0.20913 |
| 13 | -0.115342 | -0.9009 | 0.185605 |
| 14 | -0.141861 | -1.108 | 0.136112 |
| 15 | -0.196345 | -1.5335 | 0.065161 |
| 16 | -0.242178 | -1.8915 | 0.031656 |
| 17 | -0.257488 | -2.011 | 0.024373 |
| 18 | -0.25148 | -1.9641 | 0.027038 |
| 19 | -0.248447 | -1.9404 | 0.028477 |
| 20 | -0.249656 | -1.9499 | 0.027895 |
| 21 | -0.26358 | -2.0586 | 0.021904 |
| 22 | -0.302077 | -2.3593 | 0.010764 |
| 23 | -0.321854 | -2.5138 | 0.0073 |
| 24 | -0.314965 | -2.46 | 0.008372 |
| 25 | -0.279228 | -2.1808 | 0.016531 |
| 26 | -0.253113 | -1.9769 | 0.02629 |
| 27 | -0.249392 | -1.9478 | 0.028022 |
| 28 | -0.248927 | -1.9442 | 0.028245 |
| 29 | -0.241455 | -1.8858 | 0.032041 |
| 30 | -0.209768 | -1.6383 | 0.053249 |
| 31 | -0.142258 | -1.1111 | 0.13545 |
| 32 | -0.096946 | -0.7572 | 0.22593 |
| 33 | -0.088758 | -0.6932 | 0.2454 |
| 34 | -0.111956 | -0.8744 | 0.192664 |
| 35 | -0.149466 | -1.1674 | 0.123803 |
| 36 | -0.140919 | -1.1006 | 0.137695 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.846379 | 6.6104 | 0 |
| 2 | -0.447075 | -3.4918 | 0.000449 |
| 3 | 0.135467 | 1.058 | 0.147107 |
| 4 | 0.17109 | 1.3363 | 0.093214 |
| 5 | 0.244418 | 1.909 | 0.030487 |
| 6 | -0.006179 | -0.0483 | 0.480834 |
| 7 | -0.079356 | -0.6198 | 0.268852 |
| 8 | -0.17205 | -1.3438 | 0.092002 |
| 9 | -0.092633 | -0.7235 | 0.236073 |
| 10 | 0.04696 | 0.3668 | 0.357529 |
| 11 | -0.111237 | -0.8688 | 0.194183 |
| 12 | -0.130536 | -1.0195 | 0.155991 |
| 13 | -0.092851 | -0.7252 | 0.235555 |
| 14 | -0.037978 | -0.2966 | 0.383882 |
| 15 | -0.040033 | -0.3127 | 0.3778 |
| 16 | 0.072852 | 0.569 | 0.285726 |
| 17 | -0.001723 | -0.0135 | 0.494653 |
| 18 | -0.050438 | -0.3939 | 0.347501 |
| 19 | -0.051766 | -0.4043 | 0.3437 |
| 20 | 0.054136 | 0.4228 | 0.336959 |
| 21 | -0.043209 | -0.3375 | 0.368459 |
| 22 | -0.149215 | -1.1654 | 0.124196 |
| 23 | 0.013042 | 0.1019 | 0.4596 |
| 24 | -0.079416 | -0.6203 | 0.268699 |
| 25 | 0.035741 | 0.2791 | 0.390538 |
| 26 | -0.141887 | -1.1082 | 0.136069 |
| 27 | -0.042189 | -0.3295 | 0.371451 |
| 28 | 0.000791 | 0.0062 | 0.497545 |
| 29 | 0.041969 | 0.3278 | 0.372098 |
| 30 | 0.037392 | 0.292 | 0.385624 |
| 31 | 0.058866 | 0.4598 | 0.323661 |
| 32 | -0.151794 | -1.1856 | 0.120198 |
| 33 | -0.026733 | -0.2088 | 0.417654 |
| 34 | -0.042947 | -0.3354 | 0.369226 |
| 35 | -0.082383 | -0.6434 | 0.261179 |
| 36 | 0.073206 | 0.5718 | 0.284795 |
