| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.866896 | 7.6562 | 0 |
| 2 | 0.615864 | 5.4392 | 0 |
| 3 | 0.391474 | 3.4574 | 0.000443 |
| 4 | 0.296036 | 2.6145 | 0.00536 |
| 5 | 0.333059 | 2.9415 | 0.002149 |
| 6 | 0.420113 | 3.7103 | 0.000193 |
| 7 | 0.459896 | 4.0617 | 5.8e-05 |
| 8 | 0.400493 | 3.5371 | 0.000342 |
| 9 | 0.263486 | 2.327 | 0.011279 |
| 10 | 0.117647 | 1.039 | 0.151 |
| 11 | 0.010195 | 0.09 | 0.464243 |
| 12 | -0.036203 | -0.3197 | 0.375011 |
| 13 | -0.018657 | -0.1648 | 0.434774 |
| 14 | 0.010197 | 0.0901 | 0.464237 |
| 15 | 0.008484 | 0.0749 | 0.470232 |
| 16 | -0.03913 | -0.3456 | 0.36529 |
| 17 | -0.098417 | -0.8692 | 0.193704 |
| 18 | -0.14322 | -1.2649 | 0.104839 |
| 19 | -0.155885 | -1.3767 | 0.086267 |
| 20 | -0.133183 | -1.1762 | 0.121538 |
| 21 | -0.121608 | -1.074 | 0.143064 |
| 22 | -0.143206 | -1.2648 | 0.104861 |
| 23 | -0.180139 | -1.5909 | 0.057834 |
| 24 | -0.205582 | -1.8156 | 0.036634 |
| 25 | -0.198288 | -1.7512 | 0.041919 |
| 26 | -0.186705 | -1.6489 | 0.051592 |
| 27 | -0.18434 | -1.628 | 0.053774 |
| 28 | -0.186963 | -1.6512 | 0.051358 |
| 29 | -0.186361 | -1.6459 | 0.051905 |
| 30 | -0.163944 | -1.4479 | 0.075825 |
| 31 | -0.113515 | -1.0025 | 0.159592 |
| 32 | -0.079761 | -0.7044 | 0.241632 |
| 33 | -0.084343 | -0.7449 | 0.229287 |
| 34 | -0.129867 | -1.147 | 0.127453 |
| 35 | -0.183627 | -1.6218 | 0.054446 |
| 36 | -0.199903 | -1.7655 | 0.040697 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.866896 | 7.6562 | 0 |
| 2 | -0.545873 | -4.821 | 3e-06 |
| 3 | 0.225645 | 1.9928 | 0.024888 |
| 4 | 0.302005 | 2.6672 | 0.004648 |
| 5 | 0.154334 | 1.363 | 0.088396 |
| 6 | -0.01305 | -0.1153 | 0.454268 |
| 7 | -0.06795 | -0.6001 | 0.275084 |
| 8 | -0.092614 | -0.8179 | 0.207939 |
| 9 | -0.063104 | -0.5573 | 0.289454 |
| 10 | -0.037507 | -0.3313 | 0.370672 |
| 11 | -0.145122 | -1.2817 | 0.101875 |
| 12 | -0.046943 | -0.4146 | 0.339791 |
| 13 | 0.106068 | 0.9368 | 0.175885 |
| 14 | -0.102868 | -0.9085 | 0.183206 |
| 15 | -0.037633 | -0.3324 | 0.370253 |
| 16 | -0.01265 | -0.1117 | 0.455667 |
| 17 | 0.109016 | 0.9628 | 0.16931 |
| 18 | -0.039732 | -0.3509 | 0.363304 |
| 19 | -0.009146 | -0.0808 | 0.467914 |
| 20 | 0.042491 | 0.3753 | 0.354238 |
| 21 | -0.175372 | -1.5488 | 0.062733 |
| 22 | -0.02763 | -0.244 | 0.403927 |
| 23 | 0.046625 | 0.4118 | 0.340816 |
| 24 | -0.024957 | -0.2204 | 0.413064 |
| 25 | 0.013856 | 0.1224 | 0.451458 |
| 26 | -0.174292 | -1.5393 | 0.063889 |
| 27 | 0.008516 | 0.0752 | 0.470119 |
| 28 | 0.084582 | 0.747 | 0.228651 |
| 29 | 0.058298 | 0.5149 | 0.304048 |
| 30 | 0.023377 | 0.2065 | 0.418484 |
| 31 | 0.074766 | 0.6603 | 0.255498 |
| 32 | -0.133786 | -1.1816 | 0.120484 |
| 33 | -0.061615 | -0.5442 | 0.293938 |
| 34 | -0.08066 | -0.7124 | 0.23918 |
| 35 | -0.038955 | -0.344 | 0.365872 |
| 36 | 0.074416 | 0.6572 | 0.256485 |
