| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.612815 | 6.398 | 0 |
| 2 | 0.557698 | 5.8225 | 0 |
| 3 | 0.399115 | 4.1669 | 3.1e-05 |
| 4 | 0.314727 | 3.2858 | 0.000684 |
| 5 | 0.272231 | 2.8422 | 0.002675 |
| 6 | 0.239195 | 2.4973 | 0.007005 |
| 7 | 0.150726 | 1.5736 | 0.059236 |
| 8 | 0.129415 | 1.3511 | 0.089725 |
| 9 | 0.04454 | 0.465 | 0.321425 |
| 10 | -0.000262 | -0.0027 | 0.498912 |
| 11 | -0.106364 | -1.1105 | 0.13462 |
| 12 | -0.276748 | -2.8893 | 0.002329 |
| 13 | -0.237252 | -2.477 | 0.007393 |
| 14 | -0.223706 | -2.3356 | 0.010672 |
| 15 | -0.215054 | -2.2452 | 0.013386 |
| 16 | -0.135078 | -1.4103 | 0.080656 |
| 17 | -0.1388 | -1.4491 | 0.075088 |
| 18 | -0.146769 | -1.5323 | 0.064171 |
| 19 | -0.095059 | -0.9924 | 0.16159 |
| 20 | -0.10541 | -1.1005 | 0.136766 |
| 21 | -0.077597 | -0.8101 | 0.209813 |
| 22 | -0.054069 | -0.5645 | 0.286788 |
| 23 | 0.041751 | 0.4359 | 0.331889 |
| 24 | 0.033458 | 0.3493 | 0.363763 |
| 25 | 0.127459 | 1.3307 | 0.09303 |
| 26 | 0.201079 | 2.0993 | 0.019048 |
| 27 | 0.208149 | 2.1731 | 0.015967 |
| 28 | 0.202362 | 2.1127 | 0.018454 |
| 29 | 0.143968 | 1.5031 | 0.067856 |
| 30 | 0.105354 | 1.0999 | 0.136894 |
| 31 | 0.064555 | 0.674 | 0.250877 |
| 32 | 0.027312 | 0.2851 | 0.388039 |
| 33 | 0.02347 | 0.245 | 0.403444 |
| 34 | -0.066657 | -0.6959 | 0.243979 |
| 35 | -0.108023 | -1.1278 | 0.130942 |
| 36 | -0.144338 | -1.5069 | 0.067361 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.612815 | 6.398 | 0 |
| 2 | 0.291702 | 3.0455 | 0.001457 |
| 3 | -0.03801 | -0.3968 | 0.346133 |
| 4 | -0.020204 | -0.2109 | 0.416665 |
| 5 | 0.062155 | 0.6489 | 0.258879 |
| 6 | 0.046328 | 0.4837 | 0.314793 |
| 7 | -0.095087 | -0.9927 | 0.161517 |
| 8 | 0.000849 | 0.0089 | 0.496473 |
| 9 | -0.064602 | -0.6745 | 0.250721 |
| 10 | -0.056253 | -0.5873 | 0.279108 |
| 11 | -0.148026 | -1.5454 | 0.062569 |
| 12 | -0.29493 | -3.0792 | 0.001313 |
| 13 | 0.088086 | 0.9196 | 0.179894 |
| 14 | 0.125386 | 1.3091 | 0.096632 |
| 15 | -0.044082 | -0.4602 | 0.323134 |
| 16 | 0.077769 | 0.8119 | 0.209299 |
| 17 | 0.049152 | 0.5132 | 0.304437 |
| 18 | -0.039087 | -0.4081 | 0.342006 |
| 19 | 0.041905 | 0.4375 | 0.331308 |
| 20 | -0.002924 | -0.0305 | 0.487849 |
| 21 | -0.015357 | -0.1603 | 0.436458 |
| 22 | 0.020043 | 0.2093 | 0.417321 |
| 23 | 0.116899 | 1.2205 | 0.112462 |
| 24 | -0.169313 | -1.7677 | 0.039957 |
| 25 | 0.103439 | 1.0799 | 0.141279 |
| 26 | 0.240184 | 2.5076 | 0.006815 |
| 27 | -0.063887 | -0.667 | 0.253092 |
| 28 | -0.015921 | -0.1662 | 0.434145 |
| 29 | -0.075829 | -0.7917 | 0.215133 |
| 30 | -0.099206 | -1.0357 | 0.151309 |
| 31 | -0.034244 | -0.3575 | 0.360698 |
| 32 | -0.080725 | -0.8428 | 0.200595 |
| 33 | -0.068214 | -0.7122 | 0.238939 |
| 34 | -0.113172 | -1.1816 | 0.119977 |
| 35 | 0.007916 | 0.0826 | 0.467141 |
| 36 | -0.13177 | -1.3757 | 0.085865 |
