| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.844413 | 6.5408 | 0 |
| 2 | 0.674552 | 5.2251 | 1e-06 |
| 3 | 0.546214 | 4.231 | 4e-05 |
| 4 | 0.469067 | 3.6334 | 0.000291 |
| 5 | 0.41458 | 3.2113 | 0.001062 |
| 6 | 0.351052 | 2.7192 | 0.004272 |
| 7 | 0.294369 | 2.2802 | 0.013083 |
| 8 | 0.245127 | 1.8987 | 0.031205 |
| 9 | 0.23221 | 1.7987 | 0.038549 |
| 10 | 0.181136 | 1.4031 | 0.082875 |
| 11 | 0.142724 | 1.1055 | 0.13667 |
| 12 | 0.125078 | 0.9689 | 0.168254 |
| 13 | 0.040476 | 0.3135 | 0.377485 |
| 14 | -0.016044 | -0.1243 | 0.450757 |
| 15 | -0.096349 | -0.7463 | 0.229196 |
| 16 | -0.155476 | -1.2043 | 0.1166 |
| 17 | -0.164912 | -1.2774 | 0.103191 |
| 18 | -0.179146 | -1.3877 | 0.085187 |
| 19 | -0.202578 | -1.5692 | 0.060935 |
| 20 | -0.219903 | -1.7034 | 0.046838 |
| 21 | -0.218074 | -1.6892 | 0.048187 |
| 22 | -0.188934 | -1.4635 | 0.074279 |
| 23 | -0.09885 | -0.7657 | 0.223433 |
| 24 | -0.022265 | -0.1725 | 0.431825 |
| 25 | -0.080322 | -0.6222 | 0.268094 |
| 26 | -0.157049 | -1.2165 | 0.11428 |
| 27 | -0.228817 | -1.7724 | 0.040702 |
| 28 | -0.247665 | -1.9184 | 0.029911 |
| 29 | -0.234335 | -1.8151 | 0.03725 |
| 30 | -0.236524 | -1.8321 | 0.03595 |
| 31 | -0.222955 | -1.727 | 0.044657 |
| 32 | -0.207211 | -1.6051 | 0.056867 |
| 33 | -0.187984 | -1.4561 | 0.075287 |
| 34 | -0.190234 | -1.4735 | 0.072915 |
| 35 | -0.181008 | -1.4021 | 0.083021 |
| 36 | -0.163441 | -1.266 | 0.105202 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.844413 | 6.5408 | 0 |
| 2 | -0.134097 | -1.0387 | 0.151553 |
| 3 | 0.047785 | 0.3701 | 0.356292 |
| 4 | 0.083441 | 0.6463 | 0.260264 |
| 5 | 0.020979 | 0.1625 | 0.435727 |
| 6 | -0.049116 | -0.3804 | 0.352478 |
| 7 | 0.014832 | 0.1149 | 0.45446 |
| 8 | -0.006999 | -0.0542 | 0.478473 |
| 9 | 0.093254 | 0.7223 | 0.236446 |
| 10 | -0.157372 | -1.219 | 0.113808 |
| 11 | 0.059863 | 0.4637 | 0.322271 |
| 12 | 0.038909 | 0.3014 | 0.38208 |
| 13 | -0.286037 | -2.2156 | 0.015261 |
| 14 | 0.095284 | 0.7381 | 0.231676 |
| 15 | -0.185084 | -1.4337 | 0.078431 |
| 16 | -0.020299 | -0.1572 | 0.437794 |
| 17 | 0.12143 | 0.9406 | 0.175343 |
| 18 | -0.154378 | -1.1958 | 0.118238 |
| 19 | 0.017323 | 0.1342 | 0.446854 |
| 20 | 0.027967 | 0.2166 | 0.414615 |
| 21 | -0.093752 | -0.7262 | 0.235269 |
| 22 | 0.245487 | 1.9015 | 0.031018 |
| 23 | 0.12851 | 0.9954 | 0.161761 |
| 24 | -0.017984 | -0.1393 | 0.444839 |
| 25 | -0.297982 | -2.3082 | 0.012227 |
| 26 | -0.140019 | -1.0846 | 0.141222 |
| 27 | 0.02019 | 0.1564 | 0.438124 |
| 28 | -0.009604 | -0.0744 | 0.470473 |
| 29 | -0.031277 | -0.2423 | 0.404697 |
| 30 | 0.01497 | 0.116 | 0.454038 |
| 31 | 0.01038 | 0.0804 | 0.468091 |
| 32 | -0.074528 | -0.5773 | 0.282952 |
| 33 | -0.025888 | -0.2005 | 0.420873 |
| 34 | -0.025029 | -0.1939 | 0.423464 |
| 35 | -0.033378 | -0.2585 | 0.398435 |
| 36 | 0.014871 | 0.1152 | 0.454339 |
