| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.825678 | 7.2922 | 0 |
| 2 | 0.704911 | 6.2256 | 0 |
| 3 | 0.602534 | 5.3214 | 0 |
| 4 | 0.53152 | 4.6943 | 6e-06 |
| 5 | 0.437611 | 3.8649 | 0.000114 |
| 6 | 0.294175 | 2.5981 | 0.005602 |
| 7 | 0.154892 | 1.368 | 0.087625 |
| 8 | 0.036777 | 0.3248 | 0.373098 |
| 9 | -0.027146 | -0.2398 | 0.405576 |
| 10 | -0.123245 | -1.0885 | 0.139869 |
| 11 | -0.211362 | -1.8667 | 0.032851 |
| 12 | -0.319344 | -2.8204 | 0.00304 |
| 13 | -0.300353 | -2.6526 | 0.004836 |
| 14 | -0.295928 | -2.6136 | 0.005374 |
| 15 | -0.253289 | -2.237 | 0.014071 |
| 16 | -0.203221 | -1.7948 | 0.03828 |
| 17 | -0.176412 | -1.558 | 0.061637 |
| 18 | -0.112507 | -0.9936 | 0.161736 |
| 19 | -0.089353 | -0.7891 | 0.216209 |
| 20 | -0.039506 | -0.3489 | 0.364049 |
| 21 | 0.005358 | 0.0473 | 0.481189 |
| 22 | 0.050522 | 0.4462 | 0.328344 |
| 23 | 0.091449 | 0.8077 | 0.210872 |
| 24 | 0.115019 | 1.0158 | 0.156427 |
| 25 | 0.11029 | 0.9741 | 0.166521 |
| 26 | 0.109432 | 0.9665 | 0.168395 |
| 27 | 0.107865 | 0.9526 | 0.171859 |
| 28 | 0.077904 | 0.688 | 0.246739 |
| 29 | 0.030366 | 0.2682 | 0.394633 |
| 30 | -0.01701 | -0.1502 | 0.440487 |
| 31 | -0.03625 | -0.3201 | 0.374856 |
| 32 | -0.0578 | -0.5105 | 0.305581 |
| 33 | -0.091383 | -0.8071 | 0.21104 |
| 34 | -0.147406 | -1.3019 | 0.098399 |
| 35 | -0.225946 | -1.9955 | 0.02474 |
| 36 | -0.269747 | -2.3823 | 0.009819 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.825678 | 7.2922 | 0 |
| 2 | 0.072792 | 0.6429 | 0.261093 |
| 3 | 0.008747 | 0.0773 | 0.46931 |
| 4 | 0.053087 | 0.4688 | 0.320243 |
| 5 | -0.088093 | -0.778 | 0.219456 |
| 6 | -0.224998 | -1.9871 | 0.02521 |
| 7 | -0.138524 | -1.2234 | 0.112429 |
| 8 | -0.085348 | -0.7538 | 0.226626 |
| 9 | 0.052733 | 0.4657 | 0.321355 |
| 10 | -0.117553 | -1.0382 | 0.151192 |
| 11 | -0.050804 | -0.4487 | 0.32745 |
| 12 | -0.153495 | -1.3556 | 0.089564 |
| 13 | 0.248528 | 2.1949 | 0.015571 |
| 14 | -0.025692 | -0.2269 | 0.410545 |
| 15 | 0.146922 | 1.2976 | 0.099128 |
| 16 | 0.116946 | 1.0328 | 0.152435 |
| 17 | -0.044747 | -0.3952 | 0.346888 |
| 18 | 0.001812 | 0.016 | 0.493638 |
| 19 | -0.162806 | -1.4379 | 0.077237 |
| 20 | -0.021671 | -0.1914 | 0.424356 |
| 21 | 0.054549 | 0.4818 | 0.31566 |
| 22 | -0.03373 | -0.2979 | 0.383286 |
| 23 | 0.066753 | 0.5895 | 0.278598 |
| 24 | -0.061464 | -0.5428 | 0.294395 |
| 25 | -0.012649 | -0.1117 | 0.45567 |
| 26 | -0.026198 | -0.2314 | 0.408815 |
| 27 | 0.046849 | 0.4138 | 0.340092 |
| 28 | -0.001529 | -0.0135 | 0.494632 |
| 29 | -0.109275 | -0.9651 | 0.16874 |
| 30 | 0.024222 | 0.2139 | 0.415582 |
| 31 | -0.060894 | -0.5378 | 0.296122 |
| 32 | 0.004579 | 0.0404 | 0.483921 |
| 33 | -0.025165 | -0.2223 | 0.41235 |
| 34 | -0.11017 | -0.973 | 0.166783 |
| 35 | -0.100677 | -0.8892 | 0.188326 |
| 36 | -0.095636 | -0.8446 | 0.200448 |
