| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.797703 | 6.1273 | 0 |
| 2 | 0.701918 | 5.3915 | 1e-06 |
| 3 | 0.616233 | 4.7334 | 7e-06 |
| 4 | 0.57889 | 4.4465 | 2e-05 |
| 5 | 0.522043 | 4.0099 | 8.7e-05 |
| 6 | 0.38281 | 2.9404 | 0.002338 |
| 7 | 0.295186 | 2.2674 | 0.013523 |
| 8 | 0.151511 | 1.1638 | 0.124599 |
| 9 | 0.081272 | 0.6243 | 0.267432 |
| 10 | -0.012034 | -0.0924 | 0.463334 |
| 11 | -0.057968 | -0.4453 | 0.328881 |
| 12 | -0.150822 | -1.1585 | 0.125667 |
| 13 | -0.230193 | -1.7681 | 0.041103 |
| 14 | -0.261945 | -2.012 | 0.024394 |
| 15 | -0.227455 | -1.7471 | 0.042911 |
| 16 | -0.219118 | -1.6831 | 0.048822 |
| 17 | -0.241468 | -1.8548 | 0.034315 |
| 18 | -0.226661 | -1.741 | 0.043447 |
| 19 | -0.232169 | -1.7833 | 0.039839 |
| 20 | -0.168142 | -1.2915 | 0.10078 |
| 21 | -0.139852 | -1.0742 | 0.143549 |
| 22 | -0.073164 | -0.562 | 0.288128 |
| 23 | -0.076011 | -0.5839 | 0.280773 |
| 24 | -0.046841 | -0.3598 | 0.360142 |
| 25 | 0.020635 | 0.1585 | 0.437301 |
| 26 | 0.058846 | 0.452 | 0.326461 |
| 27 | 0.115591 | 0.8879 | 0.189108 |
| 28 | 0.118944 | 0.9136 | 0.182316 |
| 29 | 0.141102 | 1.0838 | 0.141427 |
| 30 | 0.149866 | 1.1511 | 0.127158 |
| 31 | 0.193308 | 1.4848 | 0.071457 |
| 32 | 0.182028 | 1.3982 | 0.083646 |
| 33 | 0.168269 | 1.2925 | 0.100612 |
| 34 | 0.121342 | 0.932 | 0.177555 |
| 35 | 0.0957 | 0.7351 | 0.232599 |
| 36 | 0.062348 | 0.4789 | 0.31689 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.797703 | 6.1273 | 0 |
| 2 | 0.180349 | 1.3853 | 0.08559 |
| 3 | 0.038164 | 0.2931 | 0.385219 |
| 4 | 0.115833 | 0.8897 | 0.188613 |
| 5 | -0.003374 | -0.0259 | 0.489707 |
| 6 | -0.259801 | -1.9956 | 0.025302 |
| 7 | -0.04364 | -0.3352 | 0.36933 |
| 8 | -0.238587 | -1.8326 | 0.035953 |
| 9 | -0.026214 | -0.2014 | 0.420556 |
| 10 | -0.068744 | -0.528 | 0.299728 |
| 11 | 0.076593 | 0.5883 | 0.279282 |
| 12 | -0.119014 | -0.9142 | 0.182176 |
| 13 | -0.023113 | -0.1775 | 0.429847 |
| 14 | 0.012716 | 0.0977 | 0.461261 |
| 15 | 0.222382 | 1.7081 | 0.046433 |
| 16 | -0.034302 | -0.2635 | 0.396551 |
| 17 | 0.000401 | 0.0031 | 0.498775 |
| 18 | 0.012017 | 0.0923 | 0.463385 |
| 19 | -0.088791 | -0.682 | 0.248949 |
| 20 | 0.027692 | 0.2127 | 0.416146 |
| 21 | 0.001102 | 0.0085 | 0.496639 |
| 22 | 0.058231 | 0.4473 | 0.328155 |
| 23 | -0.103901 | -0.7981 | 0.214013 |
| 24 | 0.051546 | 0.3959 | 0.346792 |
| 25 | 0.09862 | 0.7575 | 0.225878 |
| 26 | -0.01147 | -0.0881 | 0.465047 |
| 27 | 0.036941 | 0.2837 | 0.388798 |
| 28 | 0.069067 | 0.5305 | 0.298874 |
| 29 | -0.043783 | -0.3363 | 0.368918 |
| 30 | -0.007182 | -0.0552 | 0.478097 |
| 31 | 0.064527 | 0.4956 | 0.310996 |
| 32 | -0.10455 | -0.8031 | 0.21258 |
| 33 | -0.05038 | -0.387 | 0.350084 |
| 34 | -0.080983 | -0.622 | 0.268157 |
| 35 | 0.015186 | 0.1166 | 0.453767 |
| 36 | -0.11597 | -0.8908 | 0.188332 |
