| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.792233 | 6.6755 | 0 |
| 2 | 0.680565 | 5.7345 | 0 |
| 3 | 0.652932 | 5.5017 | 0 |
| 4 | 0.62687 | 5.2821 | 1e-06 |
| 5 | 0.541242 | 4.5606 | 1e-05 |
| 6 | 0.412801 | 3.4783 | 0.000433 |
| 7 | 0.351602 | 2.9627 | 0.002074 |
| 8 | 0.259846 | 2.1895 | 0.015924 |
| 9 | 0.192583 | 1.6227 | 0.05454 |
| 10 | 0.158951 | 1.3393 | 0.092365 |
| 11 | 0.097816 | 0.8242 | 0.206289 |
| 12 | 0.04438 | 0.3739 | 0.354778 |
| 13 | -0.04114 | -0.3467 | 0.364939 |
| 14 | -0.085373 | -0.7194 | 0.237138 |
| 15 | -0.085309 | -0.7188 | 0.237303 |
| 16 | -0.118855 | -1.0015 | 0.159996 |
| 17 | -0.179882 | -1.5157 | 0.067016 |
| 18 | -0.166056 | -1.3992 | 0.083052 |
| 19 | -0.176657 | -1.4885 | 0.070518 |
| 20 | -0.144488 | -1.2175 | 0.113726 |
| 21 | -0.133737 | -1.1269 | 0.131792 |
| 22 | -0.103073 | -0.8685 | 0.194021 |
| 23 | -0.102987 | -0.8678 | 0.194217 |
| 24 | -0.09987 | -0.8415 | 0.201442 |
| 25 | -0.021877 | -0.1843 | 0.427138 |
| 26 | 0.001153 | 0.0097 | 0.496137 |
| 27 | -0.030866 | -0.2601 | 0.397778 |
| 28 | -0.04151 | -0.3498 | 0.363773 |
| 29 | -0.035382 | -0.2981 | 0.383236 |
| 30 | 0.002829 | 0.0238 | 0.490523 |
| 31 | -0.001751 | -0.0148 | 0.494134 |
| 32 | -0.021578 | -0.1818 | 0.428122 |
| 33 | -0.006332 | -0.0534 | 0.4788 |
| 34 | -0.016934 | -0.1427 | 0.443472 |
| 35 | -0.010741 | -0.0905 | 0.464071 |
| 36 | -0.03203 | -0.2699 | 0.394015 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.792233 | 6.6755 | 0 |
| 2 | 0.14215 | 1.1978 | 0.117494 |
| 3 | 0.213224 | 1.7967 | 0.038322 |
| 4 | 0.103005 | 0.8679 | 0.194178 |
| 5 | -0.091719 | -0.7728 | 0.221092 |
| 6 | -0.206988 | -1.7441 | 0.042734 |
| 7 | -0.022929 | -0.1932 | 0.423675 |
| 8 | -0.164709 | -1.3879 | 0.084759 |
| 9 | 0.004136 | 0.0348 | 0.48615 |
| 10 | 0.09584 | 0.8076 | 0.21102 |
| 11 | -0.024875 | -0.2096 | 0.417291 |
| 12 | 0.002682 | 0.0226 | 0.491018 |
| 13 | -0.140988 | -1.188 | 0.119398 |
| 14 | -0.076784 | -0.647 | 0.25986 |
| 15 | 0.062589 | 0.5274 | 0.299784 |
| 16 | -0.020057 | -0.169 | 0.433138 |
| 17 | -0.078224 | -0.6591 | 0.255972 |
| 18 | 0.170745 | 1.4387 | 0.077311 |
| 19 | -0.093612 | -0.7888 | 0.21643 |
| 20 | 0.137154 | 1.1557 | 0.125843 |
| 21 | 0.021903 | 0.1846 | 0.427051 |
| 22 | 0.022156 | 0.1867 | 0.426218 |
| 23 | -0.074979 | -0.6318 | 0.26478 |
| 24 | -0.007938 | -0.0669 | 0.47343 |
| 25 | 0.096407 | 0.8123 | 0.209655 |
| 26 | 0.001442 | 0.0122 | 0.495169 |
| 27 | -0.145247 | -1.2239 | 0.112523 |
| 28 | -0.033988 | -0.2864 | 0.387709 |
| 29 | -0.050631 | -0.4266 | 0.335472 |
| 30 | 0.023416 | 0.1973 | 0.422074 |
| 31 | 0.052249 | 0.4403 | 0.330543 |
| 32 | -0.041479 | -0.3495 | 0.363872 |
| 33 | 0.084581 | 0.7127 | 0.239186 |
| 34 | -0.065957 | -0.5558 | 0.290059 |
| 35 | 0.012115 | 0.1021 | 0.459491 |
| 36 | -0.112195 | -0.9454 | 0.173837 |
