| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.907349 | 6.2863 | 0 |
| 2 | 0.759236 | 5.2601 | 2e-06 |
| 3 | 0.592263 | 4.1033 | 7.8e-05 |
| 4 | 0.426775 | 2.9568 | 0.002405 |
| 5 | 0.292124 | 2.0239 | 0.024283 |
| 6 | 0.184663 | 1.2794 | 0.103456 |
| 7 | 0.077034 | 0.5337 | 0.298002 |
| 8 | -0.024263 | -0.1681 | 0.433607 |
| 9 | -0.123637 | -0.8566 | 0.197966 |
| 10 | -0.218036 | -1.5106 | 0.068724 |
| 11 | -0.3089 | -2.1401 | 0.018728 |
| 12 | -0.397259 | -2.7523 | 0.004164 |
| 13 | -0.422855 | -2.9296 | 0.00259 |
| 14 | -0.397097 | -2.7512 | 0.004176 |
| 15 | -0.340307 | -2.3577 | 0.011256 |
| 16 | -0.265413 | -1.8388 | 0.036065 |
| 17 | -0.194984 | -1.3509 | 0.091533 |
| 18 | -0.152335 | -1.0554 | 0.148261 |
| 19 | -0.141189 | -0.9782 | 0.166444 |
| 20 | -0.154843 | -1.0728 | 0.144367 |
| 21 | -0.158799 | -1.1002 | 0.138367 |
| 22 | -0.154735 | -1.072 | 0.144532 |
| 23 | -0.14444 | -1.0007 | 0.160993 |
| 24 | -0.100791 | -0.6983 | 0.244179 |
| 25 | -0.061354 | -0.4251 | 0.336341 |
| 26 | -0.024658 | -0.1708 | 0.432536 |
| 27 | 0.003067 | 0.0213 | 0.491567 |
| 28 | 0.008611 | 0.0597 | 0.476336 |
| 29 | -0.011463 | -0.0794 | 0.468515 |
| 30 | -0.037728 | -0.2614 | 0.397455 |
| 31 | -0.057886 | -0.401 | 0.345083 |
| 32 | -0.045453 | -0.3149 | 0.377099 |
| 33 | -0.032782 | -0.2271 | 0.410647 |
| 34 | -0.017769 | -0.1231 | 0.451269 |
| 35 | -0.002321 | -0.0161 | 0.49362 |
| 36 | 0.002924 | 0.0203 | 0.491962 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.907349 | 6.2863 | 0 |
| 2 | -0.362423 | -2.5109 | 0.007731 |
| 3 | -0.113709 | -0.7878 | 0.217343 |
| 4 | -0.061732 | -0.4277 | 0.335395 |
| 5 | 0.072715 | 0.5038 | 0.30836 |
| 6 | -0.029335 | -0.2032 | 0.419905 |
| 7 | -0.184603 | -1.279 | 0.103529 |
| 8 | -0.056031 | -0.3882 | 0.349795 |
| 9 | -0.087994 | -0.6096 | 0.272489 |
| 10 | -0.065573 | -0.4543 | 0.32583 |
| 11 | -0.139812 | -0.9686 | 0.168788 |
| 12 | -0.145701 | -1.0094 | 0.158912 |
| 13 | 0.297734 | 2.0628 | 0.022284 |
| 14 | 0.056828 | 0.3937 | 0.347768 |
| 15 | -0.036778 | -0.2548 | 0.39998 |
| 16 | -0.046136 | -0.3196 | 0.375314 |
| 17 | 0.007012 | 0.0486 | 0.480727 |
| 18 | -0.058998 | -0.4087 | 0.342271 |
| 19 | -0.220045 | -1.5245 | 0.066971 |
| 20 | -0.139035 | -0.9633 | 0.170122 |
| 21 | 0.129714 | 0.8987 | 0.186653 |
| 22 | -0.014677 | -0.1017 | 0.459715 |
| 23 | -0.137028 | -0.9494 | 0.173597 |
| 24 | 0.08473 | 0.587 | 0.279969 |
| 25 | 0.034994 | 0.2424 | 0.404733 |
| 26 | 0.131705 | 0.9125 | 0.183038 |
| 27 | -0.116312 | -0.8058 | 0.212157 |
| 28 | -0.103843 | -0.7194 | 0.237678 |
| 29 | -0.028761 | -0.1993 | 0.421449 |
| 30 | -0.027289 | -0.1891 | 0.42542 |
| 31 | -0.103697 | -0.7184 | 0.237985 |
| 32 | -0.013298 | -0.0921 | 0.463489 |
| 33 | -0.094283 | -0.6532 | 0.258368 |
| 34 | 0.065029 | 0.4505 | 0.327178 |
| 35 | -0.043353 | -0.3004 | 0.382602 |
| 36 | 0.068039 | 0.4714 | 0.319749 |
