| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.887385 | 6.148 | 0 |
| 2 | 0.738706 | 5.1179 | 3e-06 |
| 3 | 0.62839 | 4.3536 | 3.5e-05 |
| 4 | 0.512435 | 3.5503 | 0.000437 |
| 5 | 0.391158 | 2.71 | 0.004651 |
| 6 | 0.266197 | 1.8443 | 0.03566 |
| 7 | 0.156209 | 1.0822 | 0.142275 |
| 8 | 0.069756 | 0.4833 | 0.315547 |
| 9 | -0.020422 | -0.1415 | 0.444038 |
| 10 | -0.087366 | -0.6053 | 0.273918 |
| 11 | -0.169017 | -1.171 | 0.123692 |
| 12 | -0.265147 | -1.837 | 0.036203 |
| 13 | -0.299519 | -2.0751 | 0.021679 |
| 14 | -0.281722 | -1.9518 | 0.028403 |
| 15 | -0.274866 | -1.9043 | 0.031435 |
| 16 | -0.281088 | -1.9474 | 0.028673 |
| 17 | -0.280292 | -1.9419 | 0.029014 |
| 18 | -0.262345 | -1.8176 | 0.037687 |
| 19 | -0.2504 | -1.7348 | 0.044595 |
| 20 | -0.253803 | -1.7584 | 0.042527 |
| 21 | -0.239632 | -1.6602 | 0.051695 |
| 22 | -0.220831 | -1.53 | 0.066295 |
| 23 | -0.209542 | -1.4518 | 0.076538 |
| 24 | -0.190996 | -1.3233 | 0.096009 |
| 25 | -0.155054 | -1.0742 | 0.144042 |
| 26 | -0.131612 | -0.9118 | 0.183206 |
| 27 | -0.108899 | -0.7545 | 0.227125 |
| 28 | -0.088902 | -0.6159 | 0.270426 |
| 29 | -0.077904 | -0.5397 | 0.295937 |
| 30 | -0.068041 | -0.4714 | 0.319745 |
| 31 | -0.056835 | -0.3938 | 0.347749 |
| 32 | -0.029737 | -0.206 | 0.418823 |
| 33 | -0.015316 | -0.1061 | 0.457968 |
| 34 | -0.023026 | -0.1595 | 0.43696 |
| 35 | -0.017049 | -0.1181 | 0.453233 |
| 36 | 0.006429 | 0.0445 | 0.482329 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.887385 | 6.148 | 0 |
| 2 | -0.229335 | -1.5889 | 0.059327 |
| 3 | 0.12936 | 0.8962 | 0.187301 |
| 4 | -0.165909 | -1.1495 | 0.128033 |
| 5 | -0.043163 | -0.299 | 0.383101 |
| 6 | -0.131686 | -0.9123 | 0.183073 |
| 7 | -0.002772 | -0.0192 | 0.492379 |
| 8 | -0.018174 | -0.1259 | 0.450163 |
| 9 | -0.111463 | -0.7722 | 0.22188 |
| 10 | 0.064974 | 0.4502 | 0.327314 |
| 11 | -0.246034 | -1.7046 | 0.04737 |
| 12 | -0.075829 | -0.5254 | 0.300875 |
| 13 | 0.158188 | 1.096 | 0.139283 |
| 14 | 0.089907 | 0.6229 | 0.268151 |
| 15 | -0.086244 | -0.5975 | 0.276486 |
| 16 | -0.062095 | -0.4302 | 0.334485 |
| 17 | -0.032989 | -0.2286 | 0.410094 |
| 18 | -0.042282 | -0.2929 | 0.385416 |
| 19 | -0.055168 | -0.3822 | 0.351994 |
| 20 | -0.056921 | -0.3944 | 0.347532 |
| 21 | 0.04617 | 0.3199 | 0.375227 |
| 22 | -0.039739 | -0.2753 | 0.392126 |
| 23 | -0.05805 | -0.4022 | 0.344667 |
| 24 | -0.073257 | -0.5075 | 0.307051 |
| 25 | 0.099295 | 0.6879 | 0.247403 |
| 26 | -0.038212 | -0.2647 | 0.396172 |
| 27 | 0.051136 | 0.3543 | 0.362339 |
| 28 | -0.109211 | -0.7566 | 0.226483 |
| 29 | -0.065227 | -0.4519 | 0.326685 |
| 30 | 0.01765 | 0.1223 | 0.451593 |
| 31 | -0.028509 | -0.1975 | 0.42213 |
| 32 | 0.059485 | 0.4121 | 0.341042 |
| 33 | -0.117391 | -0.8133 | 0.210029 |
| 34 | 0.004916 | 0.0341 | 0.486487 |
| 35 | -0.034405 | -0.2384 | 0.406305 |
| 36 | 0.049214 | 0.341 | 0.36731 |
