| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.727216 | 5.6797 | 0 |
| 2 | 0.540443 | 4.221 | 4.1e-05 |
| 3 | 0.349504 | 2.7297 | 0.004137 |
| 4 | 0.264316 | 2.0644 | 0.021621 |
| 5 | 0.202914 | 1.5848 | 0.05909 |
| 6 | 0.072194 | 0.5639 | 0.287459 |
| 7 | -0.057353 | -0.4479 | 0.327892 |
| 8 | -0.114425 | -0.8937 | 0.1875 |
| 9 | -0.173811 | -1.3575 | 0.089811 |
| 10 | -0.176708 | -1.3801 | 0.086291 |
| 11 | -0.201745 | -1.5757 | 0.060136 |
| 12 | -0.180271 | -1.408 | 0.08211 |
| 13 | -0.153872 | -1.2018 | 0.117047 |
| 14 | -0.12741 | -0.9951 | 0.161809 |
| 15 | -0.112434 | -0.8781 | 0.191658 |
| 16 | -0.101012 | -0.7889 | 0.216605 |
| 17 | -0.088722 | -0.6929 | 0.245488 |
| 18 | -0.034413 | -0.2688 | 0.394506 |
| 19 | -0.016236 | -0.1268 | 0.449756 |
| 20 | -0.020059 | -0.1567 | 0.438012 |
| 21 | -0.020271 | -0.1583 | 0.437363 |
| 22 | -0.042048 | -0.3284 | 0.371866 |
| 23 | -0.02379 | -0.1858 | 0.426605 |
| 24 | -0.074129 | -0.579 | 0.282371 |
| 25 | -0.09563 | -0.7469 | 0.228998 |
| 26 | -0.126003 | -0.9841 | 0.164473 |
| 27 | -0.150167 | -1.1728 | 0.122709 |
| 28 | -0.15657 | -1.2229 | 0.113045 |
| 29 | -0.168607 | -1.3169 | 0.096405 |
| 30 | -0.187254 | -1.4625 | 0.074368 |
| 31 | -0.15226 | -1.1892 | 0.119487 |
| 32 | -0.175469 | -1.3705 | 0.087783 |
| 33 | -0.129196 | -1.0091 | 0.158467 |
| 34 | -0.09322 | -0.7281 | 0.234677 |
| 35 | -0.009097 | -0.071 | 0.471797 |
| 36 | 0.050453 | 0.394 | 0.34746 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.727216 | 5.6797 | 0 |
| 2 | 0.024618 | 0.1923 | 0.424085 |
| 3 | -0.109886 | -0.8582 | 0.197062 |
| 4 | 0.085868 | 0.6706 | 0.252488 |
| 5 | 0.020443 | 0.1597 | 0.436838 |
| 6 | -0.200202 | -1.5636 | 0.061539 |
| 7 | -0.118167 | -0.9229 | 0.179844 |
| 8 | 0.05622 | 0.4391 | 0.331074 |
| 9 | -0.105094 | -0.8208 | 0.207475 |
| 10 | -0.00758 | -0.0592 | 0.476493 |
| 11 | -0.020492 | -0.16 | 0.436686 |
| 12 | 0.040105 | 0.3132 | 0.377588 |
| 13 | -0.012931 | -0.101 | 0.459943 |
| 14 | -0.018406 | -0.1438 | 0.443084 |
| 15 | -0.026135 | -0.2041 | 0.419471 |
| 16 | -0.027947 | -0.2183 | 0.413973 |
| 17 | -0.025025 | -0.1955 | 0.422844 |
| 18 | 0.059552 | 0.4651 | 0.321752 |
| 19 | -0.027752 | -0.2168 | 0.414563 |
| 20 | -0.067343 | -0.526 | 0.300409 |
| 21 | 0.027755 | 0.2168 | 0.414554 |
| 22 | -0.059403 | -0.464 | 0.322167 |
| 23 | 0.008683 | 0.0678 | 0.473076 |
| 24 | -0.131601 | -1.0278 | 0.154043 |
| 25 | 0.001296 | 0.0101 | 0.495979 |
| 26 | -0.047263 | -0.3691 | 0.356653 |
| 27 | -0.067716 | -0.5289 | 0.299405 |
| 28 | -0.025673 | -0.2005 | 0.420875 |
| 29 | -0.023767 | -0.1856 | 0.426676 |
| 30 | -0.072002 | -0.5624 | 0.287969 |
| 31 | 0.028101 | 0.2195 | 0.413507 |
| 32 | -0.112065 | -0.8753 | 0.192434 |
| 33 | 0.025074 | 0.1958 | 0.422695 |
| 34 | 0.03 | 0.2343 | 0.407767 |
| 35 | 0.072894 | 0.5693 | 0.285615 |
| 36 | -0.009346 | -0.073 | 0.471026 |
