| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.838306 | 5.8681 | 0 |
| 2 | 0.770642 | 5.3945 | 1e-06 |
| 3 | 0.67659 | 4.7361 | 9e-06 |
| 4 | 0.59063 | 4.1344 | 6.9e-05 |
| 5 | 0.520852 | 3.646 | 0.000322 |
| 6 | 0.447169 | 3.1302 | 0.001471 |
| 7 | 0.3921 | 2.7447 | 0.004221 |
| 8 | 0.35417 | 2.4792 | 0.008328 |
| 9 | 0.318234 | 2.2276 | 0.015264 |
| 10 | 0.225657 | 1.5796 | 0.060317 |
| 11 | 0.155601 | 1.0892 | 0.140696 |
| 12 | 0.014714 | 0.103 | 0.459193 |
| 13 | 0.018876 | 0.1321 | 0.447709 |
| 14 | -0.068878 | -0.4821 | 0.315926 |
| 15 | -0.085562 | -0.5989 | 0.275989 |
| 16 | -0.09527 | -0.6669 | 0.253985 |
| 17 | -0.146593 | -1.0261 | 0.154931 |
| 18 | -0.198313 | -1.3882 | 0.085679 |
| 19 | -0.246646 | -1.7265 | 0.045277 |
| 20 | -0.289518 | -2.0266 | 0.02408 |
| 21 | -0.348015 | -2.4361 | 0.009264 |
| 22 | -0.331695 | -2.3219 | 0.01222 |
| 23 | -0.354916 | -2.4844 | 0.008221 |
| 24 | -0.3376 | -2.3632 | 0.011065 |
| 25 | -0.34404 | -2.4083 | 0.009918 |
| 26 | -0.308867 | -2.1621 | 0.017762 |
| 27 | -0.329019 | -2.3031 | 0.012778 |
| 28 | -0.352878 | -2.4701 | 0.008517 |
| 29 | -0.360594 | -2.5242 | 0.007444 |
| 30 | -0.348778 | -2.4414 | 0.009143 |
| 31 | -0.306151 | -2.1431 | 0.01855 |
| 32 | -0.268865 | -1.8821 | 0.032887 |
| 33 | -0.225879 | -1.5812 | 0.060138 |
| 34 | -0.187039 | -1.3093 | 0.098274 |
| 35 | -0.11081 | -0.7757 | 0.220836 |
| 36 | -0.073843 | -0.5169 | 0.303775 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.838306 | 5.8681 | 0 |
| 2 | 0.22838 | 1.5987 | 0.058163 |
| 3 | -0.047402 | -0.3318 | 0.370722 |
| 4 | -0.05066 | -0.3546 | 0.362197 |
| 5 | 0.010713 | 0.075 | 0.470263 |
| 6 | -0.029546 | -0.2068 | 0.418503 |
| 7 | 0.011588 | 0.0811 | 0.467839 |
| 8 | 0.052134 | 0.3649 | 0.358364 |
| 9 | 0.01354 | 0.0948 | 0.462437 |
| 10 | -0.225255 | -1.5768 | 0.06064 |
| 11 | -0.087208 | -0.6105 | 0.272191 |
| 12 | -0.28852 | -2.0196 | 0.024454 |
| 13 | 0.326413 | 2.2849 | 0.013343 |
| 14 | -0.161359 | -1.1295 | 0.13209 |
| 15 | 0.119955 | 0.8397 | 0.202582 |
| 16 | 0.000652 | 0.0046 | 0.49819 |
| 17 | -0.179796 | -1.2586 | 0.107074 |
| 18 | -0.209627 | -1.4674 | 0.07433 |
| 19 | 0.017389 | 0.1217 | 0.451808 |
| 20 | 0.041667 | 0.2917 | 0.385884 |
| 21 | -0.022697 | -0.1589 | 0.437207 |
| 22 | 0.117775 | 0.8244 | 0.206846 |
| 23 | -0.040181 | -0.2813 | 0.389846 |
| 24 | -0.22112 | -1.5478 | 0.064048 |
| 25 | 0.078837 | 0.5519 | 0.291776 |
| 26 | -0.005466 | -0.0383 | 0.484818 |
| 27 | 0.021074 | 0.1475 | 0.441665 |
| 28 | -0.07137 | -0.4996 | 0.3098 |
| 29 | -0.075235 | -0.5266 | 0.300407 |
| 30 | 0.02788 | 0.1952 | 0.423039 |
| 31 | 0.063743 | 0.4462 | 0.328708 |
| 32 | 0.02494 | 0.1746 | 0.431063 |
| 33 | -0.055059 | -0.3854 | 0.350799 |
| 34 | 0.200354 | 1.4025 | 0.083538 |
| 35 | -0.006046 | -0.0423 | 0.483207 |
| 36 | -0.038741 | -0.2712 | 0.393693 |
