| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.875934 | 6.0687 | 0 |
| 2 | 0.654299 | 4.5331 | 1.9e-05 |
| 3 | 0.437449 | 3.0307 | 0.001962 |
| 4 | 0.27272 | 1.8895 | 0.032439 |
| 5 | 0.141849 | 0.9828 | 0.165327 |
| 6 | 0.02692 | 0.1865 | 0.426416 |
| 7 | -0.082722 | -0.5731 | 0.284621 |
| 8 | -0.18457 | -1.2787 | 0.103568 |
| 9 | -0.288955 | -2.0019 | 0.02548 |
| 10 | -0.437465 | -3.0308 | 0.001961 |
| 11 | -0.597859 | -4.1421 | 6.9e-05 |
| 12 | -0.691728 | -4.7924 | 8e-06 |
| 13 | -0.656982 | -4.5517 | 1.8e-05 |
| 14 | -0.549845 | -3.8094 | 0.000198 |
| 15 | -0.431586 | -2.9901 | 0.002195 |
| 16 | -0.345212 | -2.3917 | 0.010368 |
| 17 | -0.271231 | -1.8791 | 0.033152 |
| 18 | -0.18245 | -1.264 | 0.106158 |
| 19 | -0.06714 | -0.4652 | 0.321959 |
| 20 | 0.036444 | 0.2525 | 0.400869 |
| 21 | 0.129248 | 0.8955 | 0.187506 |
| 22 | 0.230499 | 1.5969 | 0.058421 |
| 23 | 0.338661 | 2.3463 | 0.011568 |
| 24 | 0.400833 | 2.7771 | 0.003901 |
| 25 | 0.399055 | 2.7647 | 0.004029 |
| 26 | 0.335361 | 2.3235 | 0.012219 |
| 27 | 0.256283 | 1.7756 | 0.041071 |
| 28 | 0.210435 | 1.4579 | 0.075685 |
| 29 | 0.185504 | 1.2852 | 0.102443 |
| 30 | 0.146546 | 1.0153 | 0.157527 |
| 31 | 0.083126 | 0.5759 | 0.283682 |
| 32 | 0.031085 | 0.2154 | 0.415199 |
| 33 | -0.015914 | -0.1103 | 0.456332 |
| 34 | -0.062829 | -0.4353 | 0.33265 |
| 35 | -0.120345 | -0.8338 | 0.20427 |
| 36 | -0.165987 | -1.15 | 0.127922 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.875934 | 6.0687 | 0 |
| 2 | -0.485362 | -3.3627 | 0.000762 |
| 3 | 0.063512 | 0.44 | 0.330947 |
| 4 | 0.034343 | 0.2379 | 0.406472 |
| 5 | -0.127505 | -0.8834 | 0.190716 |
| 6 | -0.070384 | -0.4876 | 0.314015 |
| 7 | -0.094982 | -0.6581 | 0.256823 |
| 8 | -0.089622 | -0.6209 | 0.268795 |
| 9 | -0.17928 | -1.2421 | 0.11012 |
| 10 | -0.406721 | -2.8178 | 0.0035 |
| 11 | -0.162379 | -1.125 | 0.133093 |
| 12 | 0.036141 | 0.2504 | 0.401675 |
| 13 | 0.168801 | 1.1695 | 0.123992 |
| 14 | -0.147929 | -1.0249 | 0.155279 |
| 15 | -0.080662 | -0.5588 | 0.289433 |
| 16 | -0.124043 | -0.8594 | 0.197197 |
| 17 | -0.010422 | -0.0722 | 0.471369 |
| 18 | 0.012054 | 0.0835 | 0.466896 |
| 19 | 0.090464 | 0.6268 | 0.266895 |
| 20 | -0.126047 | -0.8733 | 0.19343 |
| 21 | -0.04299 | -0.2978 | 0.383555 |
| 22 | -0.088991 | -0.6166 | 0.270222 |
| 23 | 0.01101 | 0.0763 | 0.469758 |
| 24 | -0.132877 | -0.9206 | 0.180932 |
| 25 | 0.04153 | 0.2877 | 0.387398 |
| 26 | -0.201813 | -1.3982 | 0.08424 |
| 27 | -0.067182 | -0.4654 | 0.321858 |
| 28 | -0.024369 | -0.1688 | 0.433319 |
| 29 | -0.000734 | -0.0051 | 0.497982 |
| 30 | -0.064638 | -0.4478 | 0.328147 |
| 31 | -0.010507 | -0.0728 | 0.471136 |
| 32 | 0.009804 | 0.0679 | 0.473065 |
| 33 | -0.034015 | -0.2357 | 0.407349 |
| 34 | -0.024861 | -0.1722 | 0.431987 |
| 35 | 0.011324 | 0.0785 | 0.468897 |
| 36 | -0.022271 | -0.1543 | 0.43901 |
