| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.851304 | 6.1976 | 0 |
| 2 | 0.608035 | 4.4266 | 2.4e-05 |
| 3 | 0.415224 | 3.0229 | 0.001926 |
| 4 | 0.331531 | 2.4136 | 0.009643 |
| 5 | 0.34885 | 2.5397 | 0.007032 |
| 6 | 0.378155 | 2.753 | 0.004035 |
| 7 | 0.347022 | 2.5264 | 0.007274 |
| 8 | 0.242241 | 1.7635 | 0.041786 |
| 9 | 0.096547 | 0.7029 | 0.242605 |
| 10 | -0.011641 | -0.0847 | 0.466391 |
| 11 | -0.079616 | -0.5796 | 0.282316 |
| 12 | -0.127396 | -0.9275 | 0.178947 |
| 13 | -0.164754 | -1.1994 | 0.117848 |
| 14 | -0.207194 | -1.5084 | 0.068696 |
| 15 | -0.247362 | -1.8008 | 0.038711 |
| 16 | -0.280671 | -2.0433 | 0.023003 |
| 17 | -0.289816 | -2.1099 | 0.019803 |
| 18 | -0.293437 | -2.1363 | 0.018647 |
| 19 | -0.3011 | -2.192 | 0.016395 |
| 20 | -0.293466 | -2.1365 | 0.018639 |
| 21 | -0.288907 | -2.1033 | 0.020103 |
| 22 | -0.303503 | -2.2095 | 0.01574 |
| 23 | -0.315857 | -2.2995 | 0.012724 |
| 24 | -0.316432 | -2.3037 | 0.012597 |
| 25 | -0.279582 | -2.0354 | 0.023413 |
| 26 | -0.239161 | -1.7411 | 0.043732 |
| 27 | -0.226393 | -1.6482 | 0.052617 |
| 28 | -0.218029 | -1.5873 | 0.0592 |
| 29 | -0.198379 | -1.4442 | 0.077282 |
| 30 | -0.165335 | -1.2037 | 0.117036 |
| 31 | -0.102241 | -0.7443 | 0.229983 |
| 32 | -0.054681 | -0.3981 | 0.346083 |
| 33 | -0.041131 | -0.2994 | 0.382887 |
| 34 | -0.058907 | -0.4288 | 0.334887 |
| 35 | -0.076342 | -0.5558 | 0.290349 |
| 36 | -0.033444 | -0.2435 | 0.404288 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.851304 | 6.1976 | 0 |
| 2 | -0.423869 | -3.0858 | 0.001612 |
| 3 | 0.172873 | 1.2585 | 0.106857 |
| 4 | 0.163256 | 1.1885 | 0.119963 |
| 5 | 0.167073 | 1.2163 | 0.114628 |
| 6 | -0.059979 | -0.4367 | 0.332067 |
| 7 | -0.092871 | -0.6761 | 0.250954 |
| 8 | -0.106932 | -0.7785 | 0.219875 |
| 9 | -0.11439 | -0.8328 | 0.204355 |
| 10 | 0.028084 | 0.2045 | 0.41939 |
| 11 | -0.166701 | -1.2136 | 0.11514 |
| 12 | -0.101367 | -0.738 | 0.231896 |
| 13 | -0.031778 | -0.2313 | 0.408967 |
| 14 | -0.038296 | -0.2788 | 0.390743 |
| 15 | -0.010748 | -0.0782 | 0.468964 |
| 16 | -0.048277 | -0.3515 | 0.363317 |
| 17 | 0.057556 | 0.419 | 0.33845 |
| 18 | -0.085285 | -0.6209 | 0.268667 |
| 19 | 0.00384 | 0.028 | 0.488901 |
| 20 | 0.054379 | 0.3959 | 0.34689 |
| 21 | -0.105553 | -0.7684 | 0.22282 |
| 22 | -0.111286 | -0.8102 | 0.210732 |
| 23 | -0.018467 | -0.1344 | 0.44678 |
| 24 | -0.036668 | -0.2669 | 0.395272 |
| 25 | 0.051753 | 0.3768 | 0.353927 |
| 26 | -0.12111 | -0.8817 | 0.190962 |
| 27 | -0.107831 | -0.785 | 0.217968 |
| 28 | 0.048621 | 0.354 | 0.362385 |
| 29 | 0.069209 | 0.5039 | 0.308227 |
| 30 | -0.035603 | -0.2592 | 0.398246 |
| 31 | 0.062106 | 0.4521 | 0.326507 |
| 32 | -0.106304 | -0.7739 | 0.221214 |
| 33 | -0.033096 | -0.2409 | 0.405263 |
| 34 | -0.053276 | -0.3879 | 0.349839 |
| 35 | -0.017532 | -0.1276 | 0.449462 |
| 36 | 0.123673 | 0.9004 | 0.186002 |
