| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.885613 | 5.8745 | 0 |
| 2 | 0.671291 | 4.4528 | 2.9e-05 |
| 3 | 0.444947 | 2.9514 | 0.002528 |
| 4 | 0.303674 | 2.0143 | 0.025056 |
| 5 | 0.261011 | 1.7313 | 0.045198 |
| 6 | 0.25013 | 1.6592 | 0.052097 |
| 7 | 0.228197 | 1.5137 | 0.068628 |
| 8 | 0.165822 | 1.0999 | 0.13867 |
| 9 | 0.089874 | 0.5962 | 0.277062 |
| 10 | 0.024235 | 0.1608 | 0.43651 |
| 11 | -0.016311 | -0.1082 | 0.457166 |
| 12 | -0.059992 | -0.3979 | 0.346298 |
| 13 | -0.096967 | -0.6432 | 0.261713 |
| 14 | -0.13446 | -0.8919 | 0.188647 |
| 15 | -0.161159 | -1.069 | 0.145448 |
| 16 | -0.170505 | -1.131 | 0.132091 |
| 17 | -0.165018 | -1.0946 | 0.139823 |
| 18 | -0.145247 | -0.9635 | 0.17029 |
| 19 | -0.130179 | -0.8635 | 0.19627 |
| 20 | -0.13151 | -0.8723 | 0.193879 |
| 21 | -0.170635 | -1.1319 | 0.131911 |
| 22 | -0.240087 | -1.5926 | 0.059209 |
| 23 | -0.323403 | -2.1452 | 0.018747 |
| 24 | -0.376391 | -2.4967 | 0.008176 |
| 25 | -0.379144 | -2.515 | 0.007816 |
| 26 | -0.343814 | -2.2806 | 0.013735 |
| 27 | -0.286719 | -1.9019 | 0.031873 |
| 28 | -0.247818 | -1.6438 | 0.053669 |
| 29 | -0.230148 | -1.5266 | 0.067005 |
| 30 | -0.227343 | -1.508 | 0.069348 |
| 31 | -0.217203 | -1.4408 | 0.078366 |
| 32 | -0.186284 | -1.2357 | 0.11157 |
| 33 | -0.122613 | -0.8133 | 0.210207 |
| 34 | -0.041944 | -0.2782 | 0.391072 |
| 35 | 0.043136 | 0.2861 | 0.38806 |
| 36 | 0.110442 | 0.7326 | 0.233846 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.885613 | 5.8745 | 0 |
| 2 | -0.523993 | -3.4758 | 0.000579 |
| 3 | 0.01906 | 0.1264 | 0.449983 |
| 4 | 0.325037 | 2.1561 | 0.018294 |
| 5 | 0.079424 | 0.5268 | 0.300475 |
| 6 | -0.253585 | -1.6821 | 0.049818 |
| 7 | 0.008139 | 0.054 | 0.478595 |
| 8 | 0.009058 | 0.0601 | 0.476181 |
| 9 | 0.022817 | 0.1513 | 0.440196 |
| 10 | -0.071109 | -0.4717 | 0.319741 |
| 11 | -0.030855 | -0.2047 | 0.419388 |
| 12 | -0.195732 | -1.2983 | 0.100467 |
| 13 | 0.13703 | 0.909 | 0.184162 |
| 14 | -0.025004 | -0.1659 | 0.434514 |
| 15 | -0.08009 | -0.5313 | 0.298956 |
| 16 | -0.032782 | -0.2175 | 0.41443 |
| 17 | 0.089877 | 0.5962 | 0.277056 |
| 18 | 0.002496 | 0.0166 | 0.493432 |
| 19 | -0.06127 | -0.4064 | 0.343202 |
| 20 | -0.105307 | -0.6985 | 0.244262 |
| 21 | -0.168682 | -1.1189 | 0.134625 |
| 22 | -0.08266 | -0.5483 | 0.293128 |
| 23 | -0.040759 | -0.2704 | 0.394072 |
| 24 | 0.005977 | 0.0396 | 0.484277 |
| 25 | -0.033834 | -0.2244 | 0.41173 |
| 26 | -0.075652 | -0.5018 | 0.309148 |
| 27 | 0.077577 | 0.5146 | 0.304709 |
| 28 | -0.047284 | -0.3136 | 0.377635 |
| 29 | -0.035582 | -0.236 | 0.407255 |
| 30 | -0.008452 | -0.0561 | 0.477771 |
| 31 | 0.018701 | 0.1241 | 0.45092 |
| 32 | 0.01083 | 0.0718 | 0.471528 |
| 33 | 0.157726 | 1.0462 | 0.150583 |
| 34 | 0.000795 | 0.0053 | 0.497908 |
| 35 | -0.002819 | -0.0187 | 0.492582 |
| 36 | -0.006291 | -0.0417 | 0.483453 |
