| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.854546 | 6.6193 | 0 |
| 2 | 0.644418 | 4.9916 | 3e-06 |
| 3 | 0.529174 | 4.099 | 6.3e-05 |
| 4 | 0.547249 | 4.239 | 3.9e-05 |
| 5 | 0.633091 | 4.9039 | 4e-06 |
| 6 | 0.677094 | 5.2447 | 1e-06 |
| 7 | 0.602703 | 4.6685 | 9e-06 |
| 8 | 0.466939 | 3.6169 | 0.000306 |
| 9 | 0.362039 | 2.8043 | 0.003392 |
| 10 | 0.330912 | 2.5632 | 0.006448 |
| 11 | 0.370255 | 2.868 | 0.002846 |
| 12 | 0.372003 | 2.8815 | 0.002741 |
| 13 | 0.291397 | 2.2572 | 0.013826 |
| 14 | 0.209642 | 1.6239 | 0.054822 |
| 15 | 0.156722 | 1.214 | 0.114759 |
| 16 | 0.120107 | 0.9303 | 0.17796 |
| 17 | 0.090957 | 0.7046 | 0.241907 |
| 18 | 0.0473 | 0.3664 | 0.357684 |
| 19 | -0.020956 | -0.1623 | 0.435798 |
| 20 | -0.089291 | -0.6916 | 0.245914 |
| 21 | -0.138983 | -1.0766 | 0.142995 |
| 22 | -0.166442 | -1.2893 | 0.101129 |
| 23 | -0.167483 | -1.2973 | 0.099744 |
| 24 | -0.193174 | -1.4963 | 0.069906 |
| 25 | -0.253474 | -1.9634 | 0.027119 |
| 26 | -0.286343 | -2.218 | 0.015176 |
| 27 | -0.290995 | -2.254 | 0.013929 |
| 28 | -0.279681 | -2.1664 | 0.017132 |
| 29 | -0.263843 | -2.0437 | 0.02269 |
| 30 | -0.272941 | -2.1142 | 0.019332 |
| 31 | -0.310772 | -2.4072 | 0.009584 |
| 32 | -0.35105 | -2.7192 | 0.004273 |
| 33 | -0.370159 | -2.8672 | 0.002852 |
| 34 | -0.339317 | -2.6283 | 0.00544 |
| 35 | -0.28666 | -2.2205 | 0.015088 |
| 36 | -0.286113 | -2.2162 | 0.01524 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.854546 | 6.6193 | 0 |
| 2 | -0.318184 | -2.4646 | 0.008298 |
| 3 | 0.310066 | 2.4018 | 0.009715 |
| 4 | 0.292565 | 2.2662 | 0.01353 |
| 5 | 0.216167 | 1.6744 | 0.049626 |
| 6 | 0.041782 | 0.3236 | 0.373668 |
| 7 | -0.170323 | -1.3193 | 0.096038 |
| 8 | -0.060421 | -0.468 | 0.320734 |
| 9 | -0.067414 | -0.5222 | 0.301732 |
| 10 | -0.063422 | -0.4913 | 0.312515 |
| 11 | 0.071954 | 0.5574 | 0.289678 |
| 12 | -0.195407 | -1.5136 | 0.067687 |
| 13 | -0.089483 | -0.6931 | 0.24545 |
| 14 | 0.160055 | 1.2398 | 0.109942 |
| 15 | -0.077187 | -0.5979 | 0.276083 |
| 16 | -0.124718 | -0.9661 | 0.168947 |
| 17 | -0.0722 | -0.5593 | 0.289034 |
| 18 | -0.056156 | -0.435 | 0.332568 |
| 19 | -0.069757 | -0.5403 | 0.295482 |
| 20 | -0.105328 | -0.8159 | 0.208902 |
| 21 | -0.048525 | -0.3759 | 0.354168 |
| 22 | -0.03259 | -0.2524 | 0.400783 |
| 23 | 0.078212 | 0.6058 | 0.273457 |
| 24 | -0.03299 | -0.2555 | 0.399589 |
| 25 | -0.079209 | -0.6135 | 0.270917 |
| 26 | 0.121216 | 0.9389 | 0.175765 |
| 27 | 0.024276 | 0.188 | 0.425738 |
| 28 | 0.04906 | 0.38 | 0.352637 |
| 29 | 0.02193 | 0.1699 | 0.432841 |
| 30 | -0.046591 | -0.3609 | 0.359723 |
| 31 | -0.007024 | -0.0544 | 0.478395 |
| 32 | -0.076694 | -0.5941 | 0.277351 |
| 33 | -0.038405 | -0.2975 | 0.383564 |
| 34 | 0.075283 | 0.5831 | 0.280993 |
| 35 | -0.032242 | -0.2497 | 0.401818 |
| 36 | -0.075439 | -0.5844 | 0.280588 |
