| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.847766 | 6.3441 | 0 |
| 2 | 0.670974 | 5.0211 | 3e-06 |
| 3 | 0.53212 | 3.982 | 1e-04 |
| 4 | 0.431807 | 3.2313 | 0.001033 |
| 5 | 0.364455 | 2.7273 | 0.004255 |
| 6 | 0.288123 | 2.1561 | 0.017692 |
| 7 | 0.225597 | 1.6882 | 0.048467 |
| 8 | 0.180744 | 1.3526 | 0.090816 |
| 9 | 0.175898 | 1.3163 | 0.096718 |
| 10 | 0.122116 | 0.9138 | 0.182362 |
| 11 | 0.080881 | 0.6053 | 0.273727 |
| 12 | 0.058757 | 0.4397 | 0.330924 |
| 13 | -0.015886 | -0.1189 | 0.452897 |
| 14 | -0.069925 | -0.5233 | 0.301424 |
| 15 | -0.141806 | -1.0612 | 0.146581 |
| 16 | -0.205026 | -1.5343 | 0.065296 |
| 17 | -0.215705 | -1.6142 | 0.056054 |
| 18 | -0.221832 | -1.66 | 0.051249 |
| 19 | -0.238878 | -1.7876 | 0.039626 |
| 20 | -0.2415 | -1.8072 | 0.038051 |
| 21 | -0.230819 | -1.7273 | 0.044814 |
| 22 | -0.191896 | -1.436 | 0.07828 |
| 23 | -0.101181 | -0.7572 | 0.226061 |
| 24 | -0.015392 | -0.1152 | 0.454356 |
| 25 | -0.043817 | -0.3279 | 0.372105 |
| 26 | -0.084471 | -0.6321 | 0.26494 |
| 27 | -0.133802 | -1.0013 | 0.160499 |
| 28 | -0.172571 | -1.2914 | 0.100934 |
| 29 | -0.184256 | -1.3788 | 0.086713 |
| 30 | -0.203919 | -1.526 | 0.06632 |
| 31 | -0.197371 | -1.477 | 0.072641 |
| 32 | -0.187126 | -1.4003 | 0.083466 |
| 33 | -0.169909 | -1.2715 | 0.104406 |
| 34 | -0.174225 | -1.3038 | 0.098822 |
| 35 | -0.1645 | -1.231 | 0.111733 |
| 36 | -0.146774 | -1.0984 | 0.138374 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.847766 | 6.3441 | 0 |
| 2 | -0.169689 | -1.2698 | 0.104697 |
| 3 | 0.038887 | 0.291 | 0.386062 |
| 4 | 0.027118 | 0.2029 | 0.419963 |
| 5 | 0.039482 | 0.2955 | 0.38437 |
| 6 | -0.084574 | -0.6329 | 0.26469 |
| 7 | 0.026215 | 0.1962 | 0.422592 |
| 8 | 0.010262 | 0.0768 | 0.46953 |
| 9 | 0.107381 | 0.8036 | 0.212523 |
| 10 | -0.214837 | -1.6077 | 0.056763 |
| 11 | 0.09248 | 0.6921 | 0.245881 |
| 12 | 0.001367 | 0.0102 | 0.495937 |
| 13 | -0.23183 | -1.7349 | 0.044134 |
| 14 | 0.04555 | 0.3409 | 0.367239 |
| 15 | -0.13381 | -1.0013 | 0.160484 |
| 16 | -0.048603 | -0.3637 | 0.358722 |
| 17 | 0.104109 | 0.7791 | 0.219606 |
| 18 | -0.10972 | -0.8211 | 0.207545 |
| 19 | -0.0192 | -0.1437 | 0.443134 |
| 20 | 0.044702 | 0.3345 | 0.369617 |
| 21 | -0.079366 | -0.5939 | 0.277479 |
| 22 | 0.20777 | 1.5548 | 0.062813 |
| 23 | 0.118318 | 0.8854 | 0.18986 |
| 24 | 0.027549 | 0.2062 | 0.418709 |
| 25 | -0.280292 | -2.0975 | 0.020237 |
| 26 | -0.019737 | -0.1477 | 0.441555 |
| 27 | -0.056566 | -0.4233 | 0.336847 |
| 28 | -0.050574 | -0.3785 | 0.353259 |
| 29 | -0.070873 | -0.5304 | 0.298978 |
| 30 | 0.023832 | 0.1783 | 0.429548 |
| 31 | 0.011654 | 0.0872 | 0.465408 |
| 32 | -0.119495 | -0.8942 | 0.187516 |
| 33 | -0.005787 | -0.0433 | 0.482804 |
| 34 | -0.02146 | -0.1606 | 0.436497 |
| 35 | -0.035265 | -0.2639 | 0.396412 |
| 36 | -0.014489 | -0.1084 | 0.457023 |
