| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.86016 | 6.0211 | 0 |
| 2 | 0.74052 | 5.1836 | 2e-06 |
| 3 | 0.595705 | 4.1699 | 6.2e-05 |
| 4 | 0.499188 | 3.4943 | 0.000509 |
| 5 | 0.402144 | 2.815 | 0.003503 |
| 6 | 0.366561 | 2.5659 | 0.0067 |
| 7 | 0.325089 | 2.2756 | 0.013639 |
| 8 | 0.244034 | 1.7082 | 0.04696 |
| 9 | 0.2018 | 1.4126 | 0.082047 |
| 10 | 0.117586 | 0.8231 | 0.20722 |
| 11 | 0.044525 | 0.3117 | 0.378306 |
| 12 | -0.110047 | -0.7703 | 0.222402 |
| 13 | -0.213688 | -1.4958 | 0.070558 |
| 14 | -0.340161 | -2.3811 | 0.010595 |
| 15 | -0.416467 | -2.9153 | 0.002673 |
| 16 | -0.478032 | -3.3462 | 0.00079 |
| 17 | -0.448652 | -3.1406 | 0.001429 |
| 18 | -0.449765 | -3.1484 | 0.001397 |
| 19 | -0.427326 | -2.9913 | 0.00217 |
| 20 | -0.37478 | -2.6235 | 0.005785 |
| 21 | -0.348226 | -2.4376 | 0.00923 |
| 22 | -0.330526 | -2.3137 | 0.012461 |
| 23 | -0.339053 | -2.3734 | 0.010796 |
| 24 | -0.319483 | -2.2364 | 0.014956 |
| 25 | -0.341087 | -2.3876 | 0.01043 |
| 26 | -0.296246 | -2.0737 | 0.021691 |
| 27 | -0.249491 | -1.7464 | 0.043501 |
| 28 | -0.182826 | -1.2798 | 0.103324 |
| 29 | -0.125735 | -0.8801 | 0.191538 |
| 30 | -0.06108 | -0.4276 | 0.335422 |
| 31 | -0.003366 | -0.0236 | 0.490649 |
| 32 | 0.00763 | 0.0534 | 0.478811 |
| 33 | 0.01595 | 0.1117 | 0.455778 |
| 34 | 0.021778 | 0.1524 | 0.439732 |
| 35 | 0.048665 | 0.3407 | 0.36741 |
| 36 | 0.062766 | 0.4394 | 0.331166 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.86016 | 6.0211 | 0 |
| 2 | 0.00248 | 0.0174 | 0.493111 |
| 3 | -0.160747 | -1.1252 | 0.132987 |
| 4 | 0.087272 | 0.6109 | 0.272042 |
| 5 | -0.040836 | -0.2859 | 0.388097 |
| 6 | 0.145356 | 1.0175 | 0.156958 |
| 7 | -0.015536 | -0.1088 | 0.45692 |
| 8 | -0.232877 | -1.6301 | 0.054743 |
| 9 | 0.149652 | 1.0476 | 0.14999 |
| 10 | -0.183383 | -1.2837 | 0.102646 |
| 11 | -0.064287 | -0.45 | 0.327344 |
| 12 | -0.352065 | -2.4645 | 0.008638 |
| 13 | -0.057587 | -0.4031 | 0.34431 |
| 14 | -0.094438 | -0.6611 | 0.255834 |
| 15 | -0.09953 | -0.6967 | 0.244638 |
| 16 | -0.066799 | -0.4676 | 0.321074 |
| 17 | 0.209876 | 1.4691 | 0.074094 |
| 18 | -0.153491 | -1.0744 | 0.143945 |
| 19 | 0.151752 | 1.0623 | 0.146662 |
| 20 | 0.11871 | 0.831 | 0.205011 |
| 21 | -0.002197 | -0.0154 | 0.493896 |
| 22 | 0.02253 | 0.1577 | 0.437667 |
| 23 | -0.078719 | -0.551 | 0.292057 |
| 24 | -0.047169 | -0.3302 | 0.371333 |
| 25 | -0.056648 | -0.3965 | 0.346715 |
| 26 | -0.077242 | -0.5407 | 0.295583 |
| 27 | -0.000966 | -0.0068 | 0.497315 |
| 28 | -0.204264 | -1.4298 | 0.079553 |
| 29 | 0.074344 | 0.5204 | 0.302561 |
| 30 | -0.082451 | -0.5772 | 0.283238 |
| 31 | 0.001344 | 0.0094 | 0.496266 |
| 32 | -0.092053 | -0.6444 | 0.261169 |
| 33 | -0.007813 | -0.0547 | 0.478305 |
| 34 | 0.086535 | 0.6057 | 0.27374 |
| 35 | 0.142322 | 0.9963 | 0.162011 |
| 36 | 0.027385 | 0.1917 | 0.424387 |
