| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.923804 | 7.1558 | 0 |
| 2 | 0.833919 | 6.4595 | 0 |
| 3 | 0.709338 | 5.4945 | 0 |
| 4 | 0.592368 | 4.5885 | 1.2e-05 |
| 5 | 0.461766 | 3.5768 | 0.000348 |
| 6 | 0.330933 | 2.5634 | 0.006445 |
| 7 | 0.215171 | 1.6667 | 0.050393 |
| 8 | 0.119876 | 0.9286 | 0.17842 |
| 9 | 0.057837 | 0.448 | 0.327882 |
| 10 | 0.011037 | 0.0855 | 0.466078 |
| 11 | -0.009457 | -0.0733 | 0.470925 |
| 12 | -0.015627 | -0.121 | 0.45203 |
| 13 | -0.01401 | -0.1085 | 0.456973 |
| 14 | -0.014524 | -0.1125 | 0.455401 |
| 15 | -0.005958 | -0.0461 | 0.481673 |
| 16 | -0.010087 | -0.0781 | 0.468991 |
| 17 | -0.013193 | -0.1022 | 0.459471 |
| 18 | -0.024553 | -0.1902 | 0.424904 |
| 19 | -0.036012 | -0.2789 | 0.390622 |
| 20 | -0.052587 | -0.4073 | 0.342604 |
| 21 | -0.070625 | -0.5471 | 0.293183 |
| 22 | -0.092814 | -0.7189 | 0.237487 |
| 23 | -0.107403 | -0.8319 | 0.204371 |
| 24 | -0.12055 | -0.9338 | 0.177081 |
| 25 | -0.120402 | -0.9326 | 0.177374 |
| 26 | -0.140408 | -1.0876 | 0.140562 |
| 27 | -0.164753 | -1.2762 | 0.103407 |
| 28 | -0.189078 | -1.4646 | 0.074126 |
| 29 | -0.201144 | -1.5581 | 0.062239 |
| 30 | -0.21374 | -1.6556 | 0.05151 |
| 31 | -0.234253 | -1.8145 | 0.037299 |
| 32 | -0.25751 | -1.9947 | 0.025314 |
| 33 | -0.269471 | -2.0873 | 0.020558 |
| 34 | -0.269499 | -2.0875 | 0.020548 |
| 35 | -0.260864 | -2.0206 | 0.023893 |
| 36 | -0.248775 | -1.927 | 0.029359 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.923804 | 7.1558 | 0 |
| 2 | -0.132991 | -1.0301 | 0.153538 |
| 3 | -0.282201 | -2.1859 | 0.016367 |
| 4 | 0.013899 | 0.1077 | 0.457313 |
| 5 | -0.133771 | -1.0362 | 0.152136 |
| 6 | -0.116715 | -0.9041 | 0.184787 |
| 7 | 0.056051 | 0.4342 | 0.332861 |
| 8 | 0.03935 | 0.3048 | 0.380786 |
| 9 | 0.101229 | 0.7841 | 0.218028 |
| 10 | -0.008454 | -0.0655 | 0.474003 |
| 11 | 0.046503 | 0.3602 | 0.359978 |
| 12 | 0.020301 | 0.1573 | 0.437787 |
| 13 | -0.071399 | -0.5531 | 0.29114 |
| 14 | -0.071322 | -0.5525 | 0.291344 |
| 15 | 0.062218 | 0.4819 | 0.315801 |
| 16 | -0.101884 | -0.7892 | 0.216554 |
| 17 | 0.004321 | 0.0335 | 0.486704 |
| 18 | 0.013493 | 0.1045 | 0.458555 |
| 19 | -0.005746 | -0.0445 | 0.482325 |
| 20 | -0.021552 | -0.1669 | 0.433988 |
| 21 | -0.019673 | -0.1524 | 0.439696 |
| 22 | -0.048024 | -0.372 | 0.355605 |
| 23 | 0.040615 | 0.3146 | 0.377078 |
| 24 | -0.044751 | -0.3466 | 0.365038 |
| 25 | 0.066398 | 0.5143 | 0.304461 |
| 26 | -0.185746 | -1.4388 | 0.077704 |
| 27 | -0.107899 | -0.8358 | 0.203297 |
| 28 | 0.038039 | 0.2947 | 0.384638 |
| 29 | 0.043984 | 0.3407 | 0.367261 |
| 30 | -0.066762 | -0.5171 | 0.303481 |
| 31 | -0.059704 | -0.4625 | 0.322709 |
| 32 | -0.055997 | -0.4338 | 0.333012 |
| 33 | 0.064256 | 0.4977 | 0.310247 |
| 34 | -0.014327 | -0.111 | 0.456002 |
| 35 | 0.010206 | 0.0791 | 0.468625 |
| 36 | -0.018718 | -0.145 | 0.442602 |
