| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.785284 | 6.0828 | 0 |
| 2 | 0.765401 | 5.9288 | 0 |
| 3 | 0.761673 | 5.8999 | 0 |
| 4 | 0.637242 | 4.9361 | 3e-06 |
| 5 | 0.671186 | 5.199 | 1e-06 |
| 6 | 0.654345 | 5.0685 | 2e-06 |
| 7 | 0.588281 | 4.5568 | 1.3e-05 |
| 8 | 0.484376 | 3.752 | 0.000199 |
| 9 | 0.50575 | 3.9175 | 0.000116 |
| 10 | 0.427658 | 3.3126 | 0.000785 |
| 11 | 0.375836 | 2.9112 | 0.002523 |
| 12 | 0.452412 | 3.5044 | 0.000436 |
| 13 | 0.272173 | 2.1082 | 0.019597 |
| 14 | 0.24667 | 1.9107 | 0.030413 |
| 15 | 0.195546 | 1.5147 | 0.067551 |
| 16 | 0.103187 | 0.7993 | 0.21364 |
| 17 | 0.115861 | 0.8975 | 0.186531 |
| 18 | 0.099114 | 0.7677 | 0.222827 |
| 19 | 0.055318 | 0.4285 | 0.334913 |
| 20 | -0.03418 | -0.2648 | 0.396053 |
| 21 | 0.00344 | 0.0266 | 0.489416 |
| 22 | -0.06138 | -0.4754 | 0.318098 |
| 23 | -0.078771 | -0.6102 | 0.272031 |
| 24 | -0.020429 | -0.1582 | 0.4374 |
| 25 | -0.15007 | -1.1624 | 0.12483 |
| 26 | -0.157671 | -1.2213 | 0.113372 |
| 27 | -0.19041 | -1.4749 | 0.072732 |
| 28 | -0.24457 | -1.8944 | 0.031495 |
| 29 | -0.234553 | -1.8168 | 0.037118 |
| 30 | -0.23961 | -1.856 | 0.034182 |
| 31 | -0.264478 | -2.0486 | 0.02244 |
| 32 | -0.330069 | -2.5567 | 0.006558 |
| 33 | -0.298684 | -2.3136 | 0.012067 |
| 34 | -0.339541 | -2.6301 | 0.005415 |
| 35 | -0.348644 | -2.7006 | 0.004491 |
| 36 | -0.304441 | -2.3582 | 0.01082 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.785284 | 6.0828 | 0 |
| 2 | 0.387996 | 3.0054 | 0.001934 |
| 3 | 0.273743 | 2.1204 | 0.019058 |
| 4 | -0.196398 | -1.5213 | 0.066719 |
| 5 | 0.183345 | 1.4202 | 0.080364 |
| 6 | 0.116635 | 0.9035 | 0.184949 |
| 7 | -0.034332 | -0.2659 | 0.395601 |
| 8 | -0.43129 | -3.3408 | 0.000721 |
| 9 | 0.222454 | 1.7231 | 0.045009 |
| 10 | -0.002504 | -0.0194 | 0.492295 |
| 11 | -0.048848 | -0.3784 | 0.353244 |
| 12 | 0.120439 | 0.9329 | 0.1773 |
| 13 | -0.325834 | -2.5239 | 0.007136 |
| 14 | -0.033197 | -0.2571 | 0.398975 |
| 15 | -0.180117 | -1.3952 | 0.084053 |
| 16 | 0.097847 | 0.7579 | 0.225732 |
| 17 | -0.001687 | -0.0131 | 0.494808 |
| 18 | 0.121542 | 0.9415 | 0.175122 |
| 19 | -0.067505 | -0.5229 | 0.301487 |
| 20 | -0.061401 | -0.4756 | 0.318039 |
| 21 | 0.11483 | 0.8895 | 0.188651 |
| 22 | 0.013548 | 0.1049 | 0.458385 |
| 23 | -0.006331 | -0.049 | 0.480526 |
| 24 | -0.104429 | -0.8089 | 0.210883 |
| 25 | -0.053705 | -0.416 | 0.339448 |
| 26 | -0.100788 | -0.7807 | 0.219023 |
| 27 | -0.007204 | -0.0558 | 0.477842 |
| 28 | -0.084626 | -0.6555 | 0.257323 |
| 29 | 0.001925 | 0.0149 | 0.494075 |
| 30 | -0.051867 | -0.4018 | 0.344643 |
| 31 | 0.000978 | 0.0076 | 0.49699 |
| 32 | -0.037813 | -0.2929 | 0.385304 |
| 33 | -0.034651 | -0.2684 | 0.394655 |
| 34 | 0.072907 | 0.5647 | 0.287179 |
| 35 | -0.095143 | -0.737 | 0.232006 |
| 36 | -0.003217 | -0.0249 | 0.490101 |
