| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.905625 | 6.2744 | 0 |
| 2 | 0.817126 | 5.6612 | 0 |
| 3 | 0.70074 | 4.8549 | 7e-06 |
| 4 | 0.584811 | 4.0517 | 9.3e-05 |
| 5 | 0.46379 | 3.2132 | 0.001173 |
| 6 | 0.357156 | 2.4745 | 0.008465 |
| 7 | 0.272558 | 1.8883 | 0.032516 |
| 8 | 0.197938 | 1.3714 | 0.088321 |
| 9 | 0.131626 | 0.9119 | 0.18318 |
| 10 | 0.062453 | 0.4327 | 0.333591 |
| 11 | 0.018125 | 0.1256 | 0.450296 |
| 12 | -0.055 | -0.381 | 0.352424 |
| 13 | -0.100872 | -0.6989 | 0.244006 |
| 14 | -0.157711 | -1.0927 | 0.14 |
| 15 | -0.224808 | -1.5575 | 0.062959 |
| 16 | -0.273796 | -1.8969 | 0.031933 |
| 17 | -0.321213 | -2.2254 | 0.015392 |
| 18 | -0.36901 | -2.5566 | 0.006895 |
| 19 | -0.410323 | -2.8428 | 0.003275 |
| 20 | -0.430918 | -2.9855 | 0.002223 |
| 21 | -0.455793 | -3.1578 | 0.001374 |
| 22 | -0.439814 | -3.0471 | 0.001875 |
| 23 | -0.419808 | -2.9085 | 0.002743 |
| 24 | -0.35872 | -2.4853 | 0.008241 |
| 25 | -0.317895 | -2.2024 | 0.016235 |
| 26 | -0.275803 | -1.9108 | 0.031005 |
| 27 | -0.240777 | -1.6682 | 0.050898 |
| 28 | -0.208513 | -1.4446 | 0.077531 |
| 29 | -0.187164 | -1.2967 | 0.100465 |
| 30 | -0.15918 | -1.1028 | 0.137799 |
| 31 | -0.123699 | -0.857 | 0.197849 |
| 32 | -0.107897 | -0.7475 | 0.229194 |
| 33 | -0.050912 | -0.3527 | 0.362917 |
| 34 | -0.004945 | -0.0343 | 0.486405 |
| 35 | 0.039325 | 0.2725 | 0.393222 |
| 36 | 0.061129 | 0.4235 | 0.336906 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.905625 | 6.2744 | 0 |
| 2 | -0.016851 | -0.1167 | 0.453773 |
| 3 | -0.202889 | -1.4057 | 0.083133 |
| 4 | -0.076882 | -0.5327 | 0.298365 |
| 5 | -0.082459 | -0.5713 | 0.285234 |
| 6 | 0.00028 | 0.0019 | 0.49923 |
| 7 | 0.061977 | 0.4294 | 0.334782 |
| 8 | -0.020547 | -0.1424 | 0.443697 |
| 9 | -0.050343 | -0.3488 | 0.364388 |
| 10 | -0.100801 | -0.6984 | 0.244158 |
| 11 | 0.061235 | 0.4242 | 0.33664 |
| 12 | -0.197259 | -1.3666 | 0.089052 |
| 13 | 0.05654 | 0.3917 | 0.3485 |
| 14 | -0.073021 | -0.5059 | 0.307619 |
| 15 | -0.181753 | -1.2592 | 0.10702 |
| 16 | 0.047445 | 0.3287 | 0.371904 |
| 17 | -0.049859 | -0.3454 | 0.36564 |
| 18 | -0.12537 | -0.8686 | 0.194698 |
| 19 | -0.034611 | -0.2398 | 0.405757 |
| 20 | 0.017708 | 0.1227 | 0.451434 |
| 21 | -0.112636 | -0.7804 | 0.219504 |
| 22 | 0.126305 | 0.8751 | 0.192947 |
| 23 | 0.045861 | 0.3177 | 0.376031 |
| 24 | 0.090416 | 0.6264 | 0.267003 |
| 25 | -0.13343 | -0.9244 | 0.179943 |
| 26 | -0.029609 | -0.2051 | 0.419165 |
| 27 | -0.089197 | -0.618 | 0.269757 |
| 28 | 0.015797 | 0.1094 | 0.456653 |
| 29 | -0.002111 | -0.0146 | 0.494194 |
| 30 | 0.025405 | 0.176 | 0.430513 |
| 31 | 0.009375 | 0.065 | 0.47424 |
| 32 | -0.095114 | -0.659 | 0.256532 |
| 33 | 0.158004 | 1.0947 | 0.139559 |
| 34 | 0.022952 | 0.159 | 0.437162 |
| 35 | -0.114053 | -0.7902 | 0.216654 |
| 36 | -0.09756 | -0.6759 | 0.251169 |
