| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.879174 | 6.0911 | 0 |
| 2 | 0.634572 | 4.3964 | 3e-05 |
| 3 | 0.395288 | 2.7386 | 0.004316 |
| 4 | 0.254834 | 1.7655 | 0.041917 |
| 5 | 0.211283 | 1.4638 | 0.074882 |
| 6 | 0.212549 | 1.4726 | 0.073696 |
| 7 | 0.18997 | 1.3162 | 0.097187 |
| 8 | 0.132175 | 0.9157 | 0.182192 |
| 9 | 0.058723 | 0.4068 | 0.342965 |
| 10 | -0.000261 | -0.0018 | 0.499283 |
| 11 | -0.046885 | -0.3248 | 0.373361 |
| 12 | -0.093554 | -0.6482 | 0.259984 |
| 13 | -0.127819 | -0.8856 | 0.190135 |
| 14 | -0.146113 | -1.0123 | 0.158235 |
| 15 | -0.154762 | -1.0722 | 0.144491 |
| 16 | -0.165429 | -1.1461 | 0.128712 |
| 17 | -0.166384 | -1.1527 | 0.127362 |
| 18 | -0.142328 | -0.9861 | 0.16452 |
| 19 | -0.108604 | -0.7524 | 0.227733 |
| 20 | -0.093453 | -0.6475 | 0.260208 |
| 21 | -0.128795 | -0.8923 | 0.188337 |
| 22 | -0.22405 | -1.5523 | 0.063584 |
| 23 | -0.337452 | -2.3379 | 0.011803 |
| 24 | -0.399935 | -2.7708 | 0.003965 |
| 25 | -0.383461 | -2.6567 | 0.005341 |
| 26 | -0.312748 | -2.1668 | 0.017623 |
| 27 | -0.248653 | -1.7227 | 0.045689 |
| 28 | -0.218316 | -1.5125 | 0.068477 |
| 29 | -0.207113 | -1.4349 | 0.078897 |
| 30 | -0.201025 | -1.3927 | 0.085058 |
| 31 | -0.169073 | -1.1714 | 0.123616 |
| 32 | -0.118705 | -0.8224 | 0.207454 |
| 33 | -0.062618 | -0.4338 | 0.333178 |
| 34 | -0.009536 | -0.0661 | 0.473799 |
| 35 | 0.054716 | 0.3791 | 0.353148 |
| 36 | 0.119148 | 0.8255 | 0.206591 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.879174 | 6.0911 | 0 |
| 2 | -0.609431 | -4.2223 | 5.4e-05 |
| 3 | 0.232495 | 1.6108 | 0.056893 |
| 4 | 0.226563 | 1.5697 | 0.06153 |
| 5 | -0.062512 | -0.4331 | 0.333443 |
| 6 | -0.034229 | -0.2371 | 0.406775 |
| 7 | -0.125694 | -0.8708 | 0.194091 |
| 8 | 0.069306 | 0.4802 | 0.316645 |
| 9 | -0.019365 | -0.1342 | 0.446916 |
| 10 | -0.03919 | -0.2715 | 0.393579 |
| 11 | -0.132216 | -0.916 | 0.182119 |
| 12 | -0.070204 | -0.4864 | 0.314453 |
| 13 | 0.149476 | 1.0356 | 0.152789 |
| 14 | -0.090366 | -0.6261 | 0.267115 |
| 15 | -0.098465 | -0.6822 | 0.2492 |
| 16 | -0.044069 | -0.3053 | 0.380722 |
| 17 | 0.149949 | 1.0389 | 0.152033 |
| 18 | 0.106559 | 0.7383 | 0.231975 |
| 19 | -0.211655 | -1.4664 | 0.074532 |
| 20 | -0.117454 | -0.8137 | 0.209905 |
| 21 | -0.141089 | -0.9775 | 0.166613 |
| 22 | -0.099562 | -0.6898 | 0.246825 |
| 23 | -0.010817 | -0.0749 | 0.470286 |
| 24 | -0.006439 | -0.0446 | 0.482302 |
| 25 | -0.046822 | -0.3244 | 0.373526 |
| 26 | -0.022982 | -0.1592 | 0.437081 |
| 27 | -0.049797 | -0.345 | 0.365799 |
| 28 | 0.034024 | 0.2357 | 0.407324 |
| 29 | 0.065354 | 0.4528 | 0.326371 |
| 30 | -0.12977 | -0.8991 | 0.186552 |
| 31 | 0.141951 | 0.9835 | 0.165155 |
| 32 | -0.062815 | -0.4352 | 0.332686 |
| 33 | 0.049603 | 0.3437 | 0.366302 |
| 34 | 0.047251 | 0.3274 | 0.372408 |
| 35 | 0.076531 | 0.5302 | 0.299201 |
| 36 | -0.039415 | -0.2731 | 0.392983 |
