| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.842931 | 6.5293 | 0 |
| 2 | 0.585771 | 4.5374 | 1.4e-05 |
| 3 | 0.412013 | 3.1914 | 0.001127 |
| 4 | 0.422585 | 3.2733 | 0.000883 |
| 5 | 0.55374 | 4.2893 | 3.3e-05 |
| 6 | 0.654831 | 5.0723 | 2e-06 |
| 7 | 0.601042 | 4.6556 | 9e-06 |
| 8 | 0.466592 | 3.6142 | 0.000309 |
| 9 | 0.348155 | 2.6968 | 0.004537 |
| 10 | 0.305758 | 2.3684 | 0.010552 |
| 11 | 0.324061 | 2.5102 | 0.007391 |
| 12 | 0.338743 | 2.6239 | 0.005504 |
| 13 | 0.26755 | 2.0724 | 0.021265 |
| 14 | 0.180691 | 1.3996 | 0.083387 |
| 15 | 0.112525 | 0.8716 | 0.193447 |
| 16 | 0.08295 | 0.6425 | 0.261489 |
| 17 | 0.078879 | 0.611 | 0.271756 |
| 18 | 0.065911 | 0.5105 | 0.305771 |
| 19 | -0.004955 | -0.0384 | 0.484756 |
| 20 | -0.075391 | -0.584 | 0.280712 |
| 21 | -0.123986 | -0.9604 | 0.170357 |
| 22 | -0.145645 | -1.1282 | 0.131871 |
| 23 | -0.141843 | -1.0987 | 0.138142 |
| 24 | -0.139553 | -1.081 | 0.142017 |
| 25 | -0.181726 | -1.4076 | 0.082198 |
| 26 | -0.218683 | -1.6939 | 0.047734 |
| 27 | -0.238768 | -1.8495 | 0.034657 |
| 28 | -0.238299 | -1.8459 | 0.034924 |
| 29 | -0.228054 | -1.7665 | 0.041199 |
| 30 | -0.227053 | -1.7587 | 0.04186 |
| 31 | -0.264092 | -2.0457 | 0.022591 |
| 32 | -0.303852 | -2.3536 | 0.010942 |
| 33 | -0.321176 | -2.4878 | 0.007824 |
| 34 | -0.303527 | -2.3511 | 0.01101 |
| 35 | -0.264098 | -2.0457 | 0.022589 |
| 36 | -0.238167 | -1.8448 | 0.035 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.842931 | 6.5293 | 0 |
| 2 | -0.431 | -3.3385 | 0.000726 |
| 3 | 0.291645 | 2.2591 | 0.013763 |
| 4 | 0.401172 | 3.1075 | 0.001441 |
| 5 | 0.207037 | 1.6037 | 0.057016 |
| 6 | 0.015926 | 0.1234 | 0.451117 |
| 7 | -0.189985 | -1.4716 | 0.073175 |
| 8 | 0.163068 | 1.2631 | 0.105716 |
| 9 | -0.042184 | -0.3268 | 0.372494 |
| 10 | -0.131439 | -1.0181 | 0.156354 |
| 11 | -0.071287 | -0.5522 | 0.291436 |
| 12 | -0.045578 | -0.353 | 0.362647 |
| 13 | -0.241947 | -1.8741 | 0.032893 |
| 14 | 0.113242 | 0.8772 | 0.191948 |
| 15 | -0.101389 | -0.7854 | 0.217668 |
| 16 | -0.089678 | -0.6946 | 0.244981 |
| 17 | -0.006814 | -0.0528 | 0.47904 |
| 18 | -0.002855 | -0.0221 | 0.491214 |
| 19 | -0.130438 | -1.0104 | 0.158188 |
| 20 | 0.037828 | 0.293 | 0.385262 |
| 21 | -0.029544 | -0.2288 | 0.409883 |
| 22 | -0.058011 | -0.4494 | 0.327398 |
| 23 | 0.046712 | 0.3618 | 0.359374 |
| 24 | 0.006633 | 0.0514 | 0.479598 |
| 25 | -0.05723 | -0.4433 | 0.32957 |
| 26 | 0.070427 | 0.5455 | 0.293708 |
| 27 | 0.038158 | 0.2956 | 0.384291 |
| 28 | 0.00382 | 0.0296 | 0.488248 |
| 29 | -0.025715 | -0.1992 | 0.421395 |
| 30 | 0.001516 | 0.0117 | 0.495334 |
| 31 | -0.045408 | -0.3517 | 0.363136 |
| 32 | -0.111965 | -0.8673 | 0.194624 |
| 33 | 0.020768 | 0.1609 | 0.43637 |
| 34 | 0.025114 | 0.1945 | 0.423209 |
| 35 | -0.064844 | -0.5023 | 0.308655 |
| 36 | -0.035331 | -0.2737 | 0.392639 |
