| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.883507 | 6.1211 | 0 |
| 2 | 0.637906 | 4.4195 | 2.8e-05 |
| 3 | 0.396807 | 2.7492 | 0.004198 |
| 4 | 0.259512 | 1.798 | 0.039238 |
| 5 | 0.24318 | 1.6848 | 0.04926 |
| 6 | 0.282514 | 1.9573 | 0.028069 |
| 7 | 0.280596 | 1.944 | 0.028883 |
| 8 | 0.194422 | 1.347 | 0.092154 |
| 9 | 0.019503 | 0.1351 | 0.44654 |
| 10 | -0.190869 | -1.3224 | 0.096154 |
| 11 | -0.365117 | -2.5296 | 0.007378 |
| 12 | -0.456325 | -3.1615 | 0.00136 |
| 13 | -0.454589 | -3.1495 | 0.001407 |
| 14 | -0.39207 | -2.7163 | 0.004575 |
| 15 | -0.330096 | -2.287 | 0.013324 |
| 16 | -0.300849 | -2.0843 | 0.021237 |
| 17 | -0.307056 | -2.1273 | 0.019278 |
| 18 | -0.330422 | -2.2892 | 0.013253 |
| 19 | -0.33367 | -2.3117 | 0.012565 |
| 20 | -0.303219 | -2.1008 | 0.020469 |
| 21 | -0.24507 | -1.6979 | 0.048001 |
| 22 | -0.179065 | -1.2406 | 0.110391 |
| 23 | -0.124759 | -0.8644 | 0.195845 |
| 24 | -0.090585 | -0.6276 | 0.266624 |
| 25 | -0.051595 | -0.3575 | 0.361158 |
| 26 | -0.021063 | -0.1459 | 0.442296 |
| 27 | -0.008624 | -0.0597 | 0.476302 |
| 28 | -0.010361 | -0.0718 | 0.471537 |
| 29 | -0.009101 | -0.0631 | 0.474993 |
| 30 | 0.004504 | 0.0312 | 0.487618 |
| 31 | 0.03982 | 0.2759 | 0.391913 |
| 32 | 0.072734 | 0.5039 | 0.308312 |
| 33 | 0.086333 | 0.5981 | 0.276283 |
| 34 | 0.080897 | 0.5605 | 0.288883 |
| 35 | 0.066978 | 0.464 | 0.322358 |
| 36 | 0.062094 | 0.4302 | 0.334487 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.883507 | 6.1211 | 0 |
| 2 | -0.650263 | -4.5052 | 2.1e-05 |
| 3 | 0.325652 | 2.2562 | 0.014326 |
| 4 | 0.237661 | 1.6466 | 0.05309 |
| 5 | 0.053454 | 0.3703 | 0.356379 |
| 6 | -0.136311 | -0.9444 | 0.17485 |
| 7 | -0.22053 | -1.5279 | 0.066553 |
| 8 | -0.017144 | -0.1188 | 0.452975 |
| 9 | -0.311411 | -2.1575 | 0.018 |
| 10 | -0.126842 | -0.8788 | 0.191948 |
| 11 | -0.094854 | -0.6572 | 0.257105 |
| 12 | -0.064184 | -0.4447 | 0.329274 |
| 13 | 0.055667 | 0.3857 | 0.350722 |
| 14 | -0.002036 | -0.0141 | 0.494402 |
| 15 | -0.009128 | -0.0632 | 0.474919 |
| 16 | 0.113219 | 0.7844 | 0.218329 |
| 17 | 0.036101 | 0.2501 | 0.401784 |
| 18 | -0.047835 | -0.3314 | 0.370889 |
| 19 | 0.01569 | 0.1087 | 0.456946 |
| 20 | -0.136098 | -0.9429 | 0.175223 |
| 21 | -0.078763 | -0.5457 | 0.293906 |
| 22 | -0.165849 | -1.149 | 0.128118 |
| 23 | -0.071083 | -0.4925 | 0.312314 |
| 24 | -0.057099 | -0.3956 | 0.347079 |
| 25 | 0.174245 | 1.2072 | 0.116634 |
| 26 | -0.232825 | -1.6131 | 0.056644 |
| 27 | -0.03376 | -0.2339 | 0.408029 |
| 28 | 0.097843 | 0.6779 | 0.250552 |
| 29 | 0.11557 | 0.8007 | 0.213628 |
| 30 | -0.069032 | -0.4783 | 0.317316 |
| 31 | -0.001643 | -0.0114 | 0.495482 |
| 32 | -0.066796 | -0.4628 | 0.322809 |
| 33 | -0.083211 | -0.5765 | 0.283485 |
| 34 | 0.01094 | 0.0758 | 0.469948 |
| 35 | -0.074898 | -0.5189 | 0.303105 |
| 36 | 0.030631 | 0.2122 | 0.416419 |
