| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.879145 | 6.8098 | 0 |
| 2 | 0.765878 | 5.9325 | 0 |
| 3 | 0.628636 | 4.8694 | 4e-06 |
| 4 | 0.471555 | 3.6526 | 0.000273 |
| 5 | 0.287567 | 2.2275 | 0.014839 |
| 6 | 0.126237 | 0.9778 | 0.166042 |
| 7 | 0.01761 | 0.1364 | 0.445978 |
| 8 | -0.09538 | -0.7388 | 0.231452 |
| 9 | -0.183928 | -1.4247 | 0.079713 |
| 10 | -0.238209 | -1.8452 | 0.034975 |
| 11 | -0.282527 | -2.1884 | 0.016271 |
| 12 | -0.353208 | -2.7359 | 0.004085 |
| 13 | -0.352486 | -2.7303 | 0.004147 |
| 14 | -0.33238 | -2.5746 | 0.00626 |
| 15 | -0.292688 | -2.2671 | 0.013499 |
| 16 | -0.260228 | -2.0157 | 0.024157 |
| 17 | -0.210193 | -1.6281 | 0.054367 |
| 18 | -0.144579 | -1.1199 | 0.133608 |
| 19 | -0.121805 | -0.9435 | 0.174604 |
| 20 | -0.114496 | -0.8869 | 0.189343 |
| 21 | -0.085463 | -0.662 | 0.255256 |
| 22 | -0.059211 | -0.4587 | 0.324071 |
| 23 | -0.046869 | -0.363 | 0.358923 |
| 24 | -0.023311 | -0.1806 | 0.428657 |
| 25 | 0.02025 | 0.1569 | 0.437942 |
| 26 | 0.049093 | 0.3803 | 0.352542 |
| 27 | 0.059956 | 0.4644 | 0.322014 |
| 28 | 0.08421 | 0.6523 | 0.258354 |
| 29 | 0.10118 | 0.7837 | 0.218139 |
| 30 | 0.091963 | 0.7123 | 0.239506 |
| 31 | 0.07339 | 0.5685 | 0.285917 |
| 32 | 0.074175 | 0.5746 | 0.28387 |
| 33 | 0.073392 | 0.5685 | 0.285911 |
| 34 | 0.055046 | 0.4264 | 0.335676 |
| 35 | 0.048359 | 0.3746 | 0.354645 |
| 36 | 0.052722 | 0.4084 | 0.342222 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.879145 | 6.8098 | 0 |
| 2 | -0.030907 | -0.2394 | 0.405803 |
| 3 | -0.168897 | -1.3083 | 0.097886 |
| 4 | -0.181418 | -1.4053 | 0.082551 |
| 5 | -0.234507 | -1.8165 | 0.037146 |
| 6 | -0.041696 | -0.323 | 0.373917 |
| 7 | 0.152932 | 1.1846 | 0.120422 |
| 8 | -0.090159 | -0.6984 | 0.243821 |
| 9 | -0.057588 | -0.4461 | 0.328575 |
| 10 | -0.011665 | -0.0904 | 0.464153 |
| 11 | -0.109067 | -0.8448 | 0.200781 |
| 12 | -0.238128 | -1.8445 | 0.035022 |
| 13 | 0.222136 | 1.7207 | 0.045233 |
| 14 | 0.069403 | 0.5376 | 0.296424 |
| 15 | 0.056404 | 0.4369 | 0.331876 |
| 16 | -0.07263 | -0.5626 | 0.287905 |
| 17 | -0.128136 | -0.9925 | 0.162461 |
| 18 | -0.020918 | -0.162 | 0.435913 |
| 19 | -0.084583 | -0.6552 | 0.257428 |
| 20 | -0.115102 | -0.8916 | 0.188092 |
| 21 | 0.151036 | 1.1699 | 0.12333 |
| 22 | 0.097671 | 0.7566 | 0.226139 |
| 23 | -0.028581 | -0.2214 | 0.412772 |
| 24 | -0.068736 | -0.5324 | 0.298198 |
| 25 | 0.02677 | 0.2074 | 0.418215 |
| 26 | -0.070464 | -0.5458 | 0.293608 |
| 27 | 0.024355 | 0.1887 | 0.425501 |
| 28 | 0.06387 | 0.4947 | 0.311296 |
| 29 | 0.002794 | 0.0216 | 0.491403 |
| 30 | 0.00569 | 0.0441 | 0.482495 |
| 31 | -0.100757 | -0.7805 | 0.219094 |
| 32 | -0.069561 | -0.5388 | 0.296002 |
| 33 | 0.077354 | 0.5992 | 0.275655 |
| 34 | 0.015593 | 0.1208 | 0.452135 |
| 35 | 0.055695 | 0.4314 | 0.333857 |
| 36 | 0.038658 | 0.2994 | 0.382818 |
