| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.851551 | 5.8997 | 0 |
| 2 | 0.706251 | 4.893 | 6e-06 |
| 3 | 0.562739 | 3.8988 | 0.00015 |
| 4 | 0.446569 | 3.0939 | 0.001645 |
| 5 | 0.327812 | 2.2711 | 0.013831 |
| 6 | 0.245743 | 1.7026 | 0.047559 |
| 7 | 0.201334 | 1.3949 | 0.084737 |
| 8 | 0.154081 | 1.0675 | 0.145541 |
| 9 | 0.132839 | 0.9203 | 0.181001 |
| 10 | 0.072758 | 0.5041 | 0.308255 |
| 11 | 0.002283 | 0.0158 | 0.493722 |
| 12 | -0.088599 | -0.6138 | 0.271113 |
| 13 | -0.17679 | -1.2248 | 0.113307 |
| 14 | -0.267568 | -1.8538 | 0.034962 |
| 15 | -0.351717 | -2.4368 | 0.009289 |
| 16 | -0.429902 | -2.9784 | 0.002266 |
| 17 | -0.495773 | -3.4348 | 0.000616 |
| 18 | -0.51687 | -3.581 | 0.000398 |
| 19 | -0.506451 | -3.5088 | 0.000494 |
| 20 | -0.429854 | -2.9781 | 0.002268 |
| 21 | -0.400513 | -2.7748 | 0.003923 |
| 22 | -0.346569 | -2.4011 | 0.010134 |
| 23 | -0.30535 | -2.1155 | 0.0198 |
| 24 | -0.27035 | -1.873 | 0.03358 |
| 25 | -0.256652 | -1.7781 | 0.040858 |
| 26 | -0.237399 | -1.6448 | 0.053278 |
| 27 | -0.220401 | -1.527 | 0.066665 |
| 28 | -0.215356 | -1.492 | 0.071117 |
| 29 | -0.12711 | -0.8806 | 0.19145 |
| 30 | -0.046463 | -0.3219 | 0.374462 |
| 31 | 0.031958 | 0.2214 | 0.412855 |
| 32 | 0.066937 | 0.4638 | 0.32246 |
| 33 | 0.101583 | 0.7038 | 0.242482 |
| 34 | 0.116287 | 0.8057 | 0.212207 |
| 35 | 0.103393 | 0.7163 | 0.238631 |
| 36 | 0.088092 | 0.6103 | 0.272264 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.851551 | 5.8997 | 0 |
| 2 | -0.068722 | -0.4761 | 0.318075 |
| 3 | -0.078517 | -0.544 | 0.294486 |
| 4 | 0.008837 | 0.0612 | 0.475718 |
| 5 | -0.089935 | -0.6231 | 0.268089 |
| 6 | 0.04576 | 0.317 | 0.376296 |
| 7 | 0.07554 | 0.5234 | 0.301566 |
| 8 | -0.064138 | -0.4444 | 0.329389 |
| 9 | 0.062984 | 0.4364 | 0.332265 |
| 10 | -0.166619 | -1.1544 | 0.127032 |
| 11 | -0.096833 | -0.6709 | 0.252756 |
| 12 | -0.105256 | -0.7292 | 0.234701 |
| 13 | -0.099796 | -0.6914 | 0.24632 |
| 14 | -0.091196 | -0.6318 | 0.26525 |
| 15 | -0.1021 | -0.7074 | 0.241379 |
| 16 | -0.145084 | -1.0052 | 0.159928 |
| 17 | -0.105122 | -0.7283 | 0.234982 |
| 18 | -0.009538 | -0.0661 | 0.473794 |
| 19 | 0.012828 | 0.0889 | 0.464776 |
| 20 | 0.190113 | 1.3171 | 0.097022 |
| 21 | -0.178082 | -1.2338 | 0.111645 |
| 22 | 0.070723 | 0.49 | 0.313189 |
| 23 | -0.014463 | -0.1002 | 0.4603 |
| 24 | -0.047811 | -0.3312 | 0.37095 |
| 25 | 0.000517 | 0.0036 | 0.498577 |
| 26 | 0.002011 | 0.0139 | 0.494471 |
| 27 | -0.095107 | -0.6589 | 0.256549 |
| 28 | -0.071177 | -0.4931 | 0.312085 |
| 29 | 0.178469 | 1.2365 | 0.111151 |
| 30 | -0.028857 | -0.1999 | 0.421192 |
| 31 | -0.018625 | -0.129 | 0.448935 |
| 32 | -0.1406 | -0.9741 | 0.167444 |
| 33 | -0.06893 | -0.4776 | 0.317566 |
| 34 | -0.047616 | -0.3299 | 0.371457 |
| 35 | -0.116524 | -0.8073 | 0.211737 |
| 36 | -0.015247 | -0.1056 | 0.458156 |
