| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.885217 | 6.1965 | 0 |
| 2 | 0.659121 | 4.6138 | 1.4e-05 |
| 3 | 0.441864 | 3.093 | 0.001634 |
| 4 | 0.321197 | 2.2484 | 0.014542 |
| 5 | 0.30123 | 2.1086 | 0.020057 |
| 6 | 0.314486 | 2.2014 | 0.016224 |
| 7 | 0.288014 | 2.0161 | 0.024645 |
| 8 | 0.191555 | 1.3409 | 0.093071 |
| 9 | 0.060328 | 0.4223 | 0.337327 |
| 10 | -0.062716 | -0.439 | 0.33129 |
| 11 | -0.157418 | -1.1019 | 0.137938 |
| 12 | -0.227514 | -1.5926 | 0.058841 |
| 13 | -0.254385 | -1.7807 | 0.040581 |
| 14 | -0.256631 | -1.7964 | 0.039297 |
| 15 | -0.255284 | -1.787 | 0.040063 |
| 16 | -0.256687 | -1.7968 | 0.039265 |
| 17 | -0.267479 | -1.8724 | 0.033566 |
| 18 | -0.284634 | -1.9924 | 0.025955 |
| 19 | -0.290403 | -2.0328 | 0.023754 |
| 20 | -0.282613 | -1.9783 | 0.026766 |
| 21 | -0.275613 | -1.9293 | 0.029748 |
| 22 | -0.287648 | -2.0135 | 0.024784 |
| 23 | -0.300889 | -2.1062 | 0.020165 |
| 24 | -0.283693 | -1.9859 | 0.02633 |
| 25 | -0.245111 | -1.7158 | 0.04626 |
| 26 | -0.202696 | -1.4189 | 0.081133 |
| 27 | -0.167673 | -1.1737 | 0.123092 |
| 28 | -0.152314 | -1.0662 | 0.14578 |
| 29 | -0.140096 | -0.9807 | 0.165785 |
| 30 | -0.104044 | -0.7283 | 0.234946 |
| 31 | -0.040678 | -0.2847 | 0.38852 |
| 32 | 0.021304 | 0.1491 | 0.441033 |
| 33 | 0.051819 | 0.3627 | 0.359182 |
| 34 | 0.056503 | 0.3955 | 0.347087 |
| 35 | 0.063068 | 0.4415 | 0.330405 |
| 36 | 0.088215 | 0.6175 | 0.269881 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.885217 | 6.1965 | 0 |
| 2 | -0.575288 | -4.027 | 9.8e-05 |
| 3 | 0.220984 | 1.5469 | 0.064163 |
| 4 | 0.25805 | 1.8063 | 0.038504 |
| 5 | 0.040139 | 0.281 | 0.389958 |
| 6 | -0.139399 | -0.9758 | 0.16698 |
| 7 | -0.124343 | -0.8704 | 0.194163 |
| 8 | -0.093551 | -0.6549 | 0.25781 |
| 9 | 0.016924 | 0.1185 | 0.453089 |
| 10 | -0.122765 | -0.8594 | 0.197165 |
| 11 | -0.174162 | -1.2191 | 0.114315 |
| 12 | -0.105927 | -0.7415 | 0.230969 |
| 13 | 0.227623 | 1.5934 | 0.058755 |
| 14 | -0.103897 | -0.7273 | 0.235258 |
| 15 | -0.115967 | -0.8118 | 0.210425 |
| 16 | 0.051448 | 0.3601 | 0.360147 |
| 17 | 0.022286 | 0.156 | 0.438336 |
| 18 | -0.041435 | -0.29 | 0.386503 |
| 19 | 0.008552 | 0.0599 | 0.476254 |
| 20 | -0.14696 | -1.0287 | 0.154332 |
| 21 | -0.106048 | -0.7423 | 0.230714 |
| 22 | -0.087712 | -0.614 | 0.271032 |
| 23 | 0.07773 | 0.5441 | 0.294418 |
| 24 | 0.034685 | 0.2428 | 0.404588 |
| 25 | -0.160072 | -1.1205 | 0.133981 |
| 26 | -0.071238 | -0.4987 | 0.310123 |
| 27 | 0.119048 | 0.8333 | 0.204349 |
| 28 | 0.013983 | 0.0979 | 0.461214 |
| 29 | 0.013855 | 0.097 | 0.461567 |
| 30 | -0.01257 | -0.088 | 0.46512 |
| 31 | 0.025895 | 0.1813 | 0.428454 |
| 32 | -0.038268 | -0.2679 | 0.39496 |
| 33 | -0.067461 | -0.4722 | 0.31943 |
| 34 | -0.016802 | -0.1176 | 0.453427 |
| 35 | 0.072927 | 0.5105 | 0.306001 |
| 36 | 0.016748 | 0.1172 | 0.453576 |
