| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.778242 | 6.0783 | 0 |
| 2 | 0.587062 | 4.5851 | 1.2e-05 |
| 3 | 0.454774 | 3.5519 | 0.000372 |
| 4 | 0.286532 | 2.2379 | 0.014445 |
| 5 | 0.089648 | 0.7002 | 0.243241 |
| 6 | -0.062666 | -0.4894 | 0.313145 |
| 7 | -0.222515 | -1.7379 | 0.043637 |
| 8 | -0.337202 | -2.6336 | 0.005345 |
| 9 | -0.410079 | -3.2028 | 0.001082 |
| 10 | -0.502148 | -3.9219 | 0.000113 |
| 11 | -0.524221 | -4.0943 | 6.3e-05 |
| 12 | -0.485778 | -3.7941 | 0.000171 |
| 13 | -0.329768 | -2.5756 | 0.006223 |
| 14 | -0.197127 | -1.5396 | 0.064413 |
| 15 | -0.013083 | -0.1022 | 0.459474 |
| 16 | 0.107957 | 0.8432 | 0.201213 |
| 17 | 0.218053 | 1.703 | 0.046825 |
| 18 | 0.312371 | 2.4397 | 0.008811 |
| 19 | 0.3818 | 2.982 | 0.002056 |
| 20 | 0.339038 | 2.648 | 0.005146 |
| 21 | 0.270194 | 2.1103 | 0.019472 |
| 22 | 0.272386 | 2.1274 | 0.018719 |
| 23 | 0.225719 | 1.7629 | 0.041461 |
| 24 | 0.12813 | 1.0007 | 0.160457 |
| 25 | 0.000554 | 0.0043 | 0.498281 |
| 26 | -0.114061 | -0.8908 | 0.188256 |
| 27 | -0.256334 | -2.002 | 0.024867 |
| 28 | -0.330938 | -2.5847 | 0.006077 |
| 29 | -0.389222 | -3.0399 | 0.001742 |
| 30 | -0.380869 | -2.9747 | 0.002099 |
| 31 | -0.331145 | -2.5863 | 0.006051 |
| 32 | -0.227626 | -1.7778 | 0.040209 |
| 33 | -0.165854 | -1.2954 | 0.100039 |
| 34 | -0.11113 | -0.868 | 0.194412 |
| 35 | -0.032324 | -0.2525 | 0.400767 |
| 36 | 0.015087 | 0.1178 | 0.453293 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.778242 | 6.0783 | 0 |
| 2 | -0.047164 | -0.3684 | 0.356939 |
| 3 | 0.033178 | 0.2591 | 0.398203 |
| 4 | -0.170614 | -1.3325 | 0.093821 |
| 5 | -0.196311 | -1.5332 | 0.065194 |
| 6 | -0.083636 | -0.6532 | 0.258036 |
| 7 | -0.191442 | -1.4952 | 0.070008 |
| 8 | -0.053563 | -0.4183 | 0.338585 |
| 9 | -0.075303 | -0.5881 | 0.279307 |
| 10 | -0.203772 | -1.5915 | 0.058332 |
| 11 | -0.015972 | -0.1247 | 0.450569 |
| 12 | -0.036466 | -0.2848 | 0.388378 |
| 13 | 0.279115 | 2.18 | 0.016565 |
| 14 | 0.015449 | 0.1207 | 0.452178 |
| 15 | 0.230034 | 1.7966 | 0.038673 |
| 16 | -0.102335 | -0.7993 | 0.21362 |
| 17 | 0.01676 | 0.1309 | 0.448143 |
| 18 | 0.000869 | 0.0068 | 0.497305 |
| 19 | 0.005165 | 0.0403 | 0.483978 |
| 20 | -0.190206 | -1.4856 | 0.071273 |
| 21 | -0.147812 | -1.1544 | 0.12641 |
| 22 | 0.125331 | 0.9789 | 0.165756 |
| 23 | 0.041877 | 0.3271 | 0.372368 |
| 24 | 0.024229 | 0.1892 | 0.425269 |
| 25 | 0.001644 | 0.0128 | 0.4949 |
| 26 | -0.071778 | -0.5606 | 0.28856 |
| 27 | -0.096147 | -0.7509 | 0.227791 |
| 28 | -0.072862 | -0.5691 | 0.285698 |
| 29 | 0.009513 | 0.0743 | 0.470509 |
| 30 | 0.035481 | 0.2771 | 0.391316 |
| 31 | 0.00053 | 0.0041 | 0.498355 |
| 32 | 0.068538 | 0.5353 | 0.297194 |
| 33 | -0.103305 | -0.8068 | 0.211446 |
| 34 | -0.010802 | -0.0844 | 0.46652 |
| 35 | -0.019548 | -0.1527 | 0.439579 |
| 36 | -0.079956 | -0.6245 | 0.267322 |
