| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.83794 | 5.8054 | 0 |
| 2 | 0.499942 | 3.4637 | 0.000566 |
| 3 | 0.204141 | 1.4143 | 0.081859 |
| 4 | 0.081275 | 0.5631 | 0.287998 |
| 5 | 0.129563 | 0.8976 | 0.186929 |
| 6 | 0.220132 | 1.5251 | 0.066896 |
| 7 | 0.250395 | 1.7348 | 0.044598 |
| 8 | 0.211256 | 1.4636 | 0.074907 |
| 9 | 0.144079 | 0.9982 | 0.161593 |
| 10 | 0.109696 | 0.76 | 0.225486 |
| 11 | 0.105189 | 0.7288 | 0.234842 |
| 12 | 0.09128 | 0.6324 | 0.265062 |
| 13 | 0.05534 | 0.3834 | 0.351557 |
| 14 | -0.005552 | -0.0385 | 0.484739 |
| 15 | -0.072757 | -0.5041 | 0.308257 |
| 16 | -0.119629 | -0.8288 | 0.205656 |
| 17 | -0.155207 | -1.0753 | 0.143806 |
| 18 | -0.180772 | -1.2524 | 0.108242 |
| 19 | -0.198158 | -1.3729 | 0.088085 |
| 20 | -0.210872 | -1.461 | 0.075271 |
| 21 | -0.234628 | -1.6256 | 0.055297 |
| 22 | -0.274045 | -1.8986 | 0.031816 |
| 23 | -0.300778 | -2.0838 | 0.021261 |
| 24 | -0.292434 | -2.026 | 0.024169 |
| 25 | -0.247373 | -1.7138 | 0.046504 |
| 26 | -0.195329 | -1.3533 | 0.091153 |
| 27 | -0.175998 | -1.2193 | 0.114335 |
| 28 | -0.180394 | -1.2498 | 0.108715 |
| 29 | -0.167071 | -1.1575 | 0.126397 |
| 30 | -0.109687 | -0.7599 | 0.225505 |
| 31 | -0.026434 | -0.1831 | 0.427731 |
| 32 | 0.016764 | 0.1161 | 0.454011 |
| 33 | -0.033446 | -0.2317 | 0.408871 |
| 34 | -0.152056 | -1.0535 | 0.148699 |
| 35 | -0.260347 | -1.8037 | 0.038775 |
| 36 | -0.26491 | -1.8353 | 0.036327 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.83794 | 5.8054 | 0 |
| 2 | -0.678859 | -4.7033 | 1.1e-05 |
| 3 | 0.433866 | 3.0059 | 0.002101 |
| 4 | 0.114642 | 0.7943 | 0.215476 |
| 5 | 0.100121 | 0.6937 | 0.24562 |
| 6 | -0.222019 | -1.5382 | 0.065284 |
| 7 | 0.156455 | 1.084 | 0.1419 |
| 8 | 0.062144 | 0.4305 | 0.334362 |
| 9 | -0.028255 | -0.1958 | 0.422814 |
| 10 | 0.074683 | 0.5174 | 0.30362 |
| 11 | -0.159082 | -1.1022 | 0.137946 |
| 12 | 0.021847 | 0.1514 | 0.440164 |
| 13 | 0.01158 | 0.0802 | 0.468196 |
| 14 | -0.120648 | -0.8359 | 0.203683 |
| 15 | -0.078176 | -0.5416 | 0.295293 |
| 16 | -0.018856 | -0.1306 | 0.448305 |
| 17 | -0.135217 | -0.9368 | 0.176773 |
| 18 | 0.011785 | 0.0816 | 0.467633 |
| 19 | -0.081135 | -0.5621 | 0.288324 |
| 20 | -0.026166 | -0.1813 | 0.428454 |
| 21 | -0.259961 | -1.8011 | 0.038988 |
| 22 | 0.0901 | 0.6242 | 0.267716 |
| 23 | 0.041411 | 0.2869 | 0.387711 |
| 24 | -0.08507 | -0.5894 | 0.279184 |
| 25 | 0.038808 | 0.2689 | 0.394592 |
| 26 | -0.116676 | -0.8084 | 0.211438 |
| 27 | 0.044517 | 0.3084 | 0.379547 |
| 28 | 0.138585 | 0.9601 | 0.170896 |
| 29 | 0.100399 | 0.6956 | 0.245023 |
| 30 | -0.014964 | -0.1037 | 0.45893 |
| 31 | -0.016061 | -0.1113 | 0.455931 |
| 32 | -0.065225 | -0.4519 | 0.326692 |
| 33 | -0.167961 | -1.1637 | 0.125155 |
| 34 | -0.007904 | -0.0548 | 0.478277 |
| 35 | -0.025538 | -0.1769 | 0.430152 |
| 36 | 0.051256 | 0.3551 | 0.362032 |
