| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.92298 | 6.3946 | 0 |
| 2 | 0.770331 | 5.337 | 1e-06 |
| 3 | 0.61156 | 4.237 | 5.1e-05 |
| 4 | 0.495082 | 3.43 | 0.000625 |
| 5 | 0.4467 | 3.0948 | 0.001641 |
| 6 | 0.426798 | 2.9569 | 0.002404 |
| 7 | 0.408546 | 2.8305 | 0.003384 |
| 8 | 0.369586 | 2.5606 | 0.006825 |
| 9 | 0.277488 | 1.9225 | 0.030244 |
| 10 | 0.149379 | 1.0349 | 0.152944 |
| 11 | 0.011049 | 0.0766 | 0.469649 |
| 12 | -0.103007 | -0.7137 | 0.239449 |
| 13 | -0.160345 | -1.1109 | 0.136073 |
| 14 | -0.173101 | -1.1993 | 0.118154 |
| 15 | -0.16286 | -1.1283 | 0.132395 |
| 16 | -0.149306 | -1.0344 | 0.153061 |
| 17 | -0.152361 | -1.0556 | 0.148221 |
| 18 | -0.169455 | -1.174 | 0.12309 |
| 19 | -0.209027 | -1.4482 | 0.077034 |
| 20 | -0.257661 | -1.7851 | 0.04028 |
| 21 | -0.298244 | -2.0663 | 0.02211 |
| 22 | -0.324148 | -2.2458 | 0.01468 |
| 23 | -0.322585 | -2.2349 | 0.015056 |
| 24 | -0.303907 | -2.1055 | 0.020251 |
| 25 | -0.276926 | -1.9186 | 0.030497 |
| 26 | -0.253644 | -1.7573 | 0.042622 |
| 27 | -0.240582 | -1.6668 | 0.051033 |
| 28 | -0.232618 | -1.6116 | 0.056801 |
| 29 | -0.231427 | -1.6034 | 0.057707 |
| 30 | -0.226284 | -1.5677 | 0.061756 |
| 31 | -0.208245 | -1.4428 | 0.077791 |
| 32 | -0.179999 | -1.2471 | 0.109211 |
| 33 | -0.143449 | -0.9938 | 0.162641 |
| 34 | -0.105102 | -0.7282 | 0.235023 |
| 35 | -0.082087 | -0.5687 | 0.286101 |
| 36 | -0.067881 | -0.4703 | 0.320139 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.92298 | 6.3946 | 0 |
| 2 | -0.550687 | -3.8153 | 0.000194 |
| 3 | 0.167596 | 1.1611 | 0.125663 |
| 4 | 0.175947 | 1.219 | 0.114402 |
| 5 | 0.210162 | 1.456 | 0.075945 |
| 6 | -0.236049 | -1.6354 | 0.054254 |
| 7 | 0.065767 | 0.4556 | 0.325349 |
| 8 | -0.079617 | -0.5516 | 0.291889 |
| 9 | -0.324832 | -2.2505 | 0.014518 |
| 10 | -0.059257 | -0.4105 | 0.341618 |
| 11 | -0.052789 | -0.3657 | 0.358087 |
| 12 | 0.017232 | 0.1194 | 0.452734 |
| 13 | 0.027171 | 0.1882 | 0.425739 |
| 14 | 0.000559 | 0.0039 | 0.498462 |
| 15 | 0.01838 | 0.1273 | 0.449601 |
| 16 | 0.06397 | 0.4432 | 0.329807 |
| 17 | 0.035482 | 0.2458 | 0.403431 |
| 18 | 0.001164 | 0.0081 | 0.4968 |
| 19 | -0.197421 | -1.3678 | 0.088877 |
| 20 | 0.017705 | 0.1227 | 0.451443 |
| 21 | -0.143041 | -0.991 | 0.163324 |
| 22 | -0.09497 | -0.658 | 0.25685 |
| 23 | 0.011957 | 0.0828 | 0.467162 |
| 24 | -0.033261 | -0.2304 | 0.409366 |
| 25 | 0.065917 | 0.4567 | 0.324979 |
| 26 | -0.080958 | -0.5609 | 0.28874 |
| 27 | 0.16293 | 1.1288 | 0.132294 |
| 28 | 0.011675 | 0.0809 | 0.467934 |
| 29 | -0.045294 | -0.3138 | 0.377513 |
| 30 | 0.07945 | 0.5504 | 0.292283 |
| 31 | -0.051144 | -0.3543 | 0.362319 |
| 32 | -0.064045 | -0.4437 | 0.329619 |
| 33 | -0.0803 | -0.5563 | 0.290284 |
| 34 | 0.022392 | 0.1551 | 0.438683 |
| 35 | -0.187206 | -1.297 | 0.100415 |
| 36 | 0.050127 | 0.3473 | 0.364946 |
