| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.908559 | 7.0377 | 0 |
| 2 | 0.798468 | 6.1849 | 0 |
| 3 | 0.645861 | 5.0028 | 3e-06 |
| 4 | 0.485193 | 3.7583 | 0.000195 |
| 5 | 0.305073 | 2.3631 | 0.010691 |
| 6 | 0.146212 | 1.1325 | 0.130955 |
| 7 | -0.019383 | -0.1501 | 0.440579 |
| 8 | -0.164772 | -1.2763 | 0.10338 |
| 9 | -0.301259 | -2.3335 | 0.011494 |
| 10 | -0.413518 | -3.2031 | 0.001089 |
| 11 | -0.499993 | -3.8729 | 0.000134 |
| 12 | -0.549516 | -4.2565 | 3.7e-05 |
| 13 | -0.537942 | -4.1669 | 5e-05 |
| 14 | -0.503058 | -3.8967 | 0.000124 |
| 15 | -0.445705 | -3.4524 | 0.000512 |
| 16 | -0.389723 | -3.0188 | 0.001861 |
| 17 | -0.325513 | -2.5214 | 0.007181 |
| 18 | -0.280771 | -2.1748 | 0.016797 |
| 19 | -0.224901 | -1.7421 | 0.04331 |
| 20 | -0.18503 | -1.4332 | 0.078491 |
| 21 | -0.130232 | -1.0088 | 0.158568 |
| 22 | -0.079988 | -0.6196 | 0.26894 |
| 23 | -0.037812 | -0.2929 | 0.385307 |
| 24 | -0.004531 | -0.0351 | 0.486058 |
| 25 | 0.022315 | 0.1728 | 0.431676 |
| 26 | 0.034012 | 0.2635 | 0.396551 |
| 27 | 0.051917 | 0.4021 | 0.344503 |
| 28 | 0.075053 | 0.5814 | 0.281587 |
| 29 | 0.096195 | 0.7451 | 0.229552 |
| 30 | 0.125537 | 0.9724 | 0.167376 |
| 31 | 0.153055 | 1.1856 | 0.120235 |
| 32 | 0.18338 | 1.4205 | 0.080326 |
| 33 | 0.196803 | 1.5244 | 0.066328 |
| 34 | 0.197121 | 1.5269 | 0.066021 |
| 35 | 0.190351 | 1.4745 | 0.072794 |
| 36 | 0.177177 | 1.3724 | 0.087523 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.908559 | 7.0377 | 0 |
| 2 | -0.15478 | -1.1989 | 0.117636 |
| 3 | -0.300892 | -2.3307 | 0.011574 |
| 4 | -0.112708 | -0.873 | 0.193063 |
| 5 | -0.184042 | -1.4256 | 0.079586 |
| 6 | 0.012472 | 0.0966 | 0.461681 |
| 7 | -0.16268 | -1.2601 | 0.106253 |
| 8 | -0.084747 | -0.6564 | 0.257022 |
| 9 | -0.112449 | -0.871 | 0.193607 |
| 10 | -0.09263 | -0.7175 | 0.237922 |
| 11 | -0.02727 | -0.2112 | 0.41671 |
| 12 | -0.014997 | -0.1162 | 0.453955 |
| 13 | 0.205403 | 1.591 | 0.058427 |
| 14 | -0.056648 | -0.4388 | 0.331193 |
| 15 | -0.07253 | -0.5618 | 0.288168 |
| 16 | -0.152966 | -1.1849 | 0.12037 |
| 17 | -0.080589 | -0.6242 | 0.267419 |
| 18 | -0.143553 | -1.112 | 0.135296 |
| 19 | -0.02802 | -0.217 | 0.414456 |
| 20 | -0.100358 | -0.7774 | 0.219998 |
| 21 | 0.009887 | 0.0766 | 0.469603 |
| 22 | 0.006326 | 0.049 | 0.480542 |
| 23 | -0.121834 | -0.9437 | 0.174548 |
| 24 | 0.006553 | 0.0508 | 0.479843 |
| 25 | -0.019234 | -0.149 | 0.441031 |
| 26 | -0.068341 | -0.5294 | 0.299251 |
| 27 | 0.00499 | 0.0387 | 0.484648 |
| 28 | -0.011934 | -0.0924 | 0.463327 |
| 29 | -0.063006 | -0.488 | 0.31365 |
| 30 | -0.022491 | -0.1742 | 0.431142 |
| 31 | -0.007617 | -0.059 | 0.476573 |
| 32 | 0.01425 | 0.1104 | 0.456239 |
| 33 | -0.033489 | -0.2594 | 0.398106 |
| 34 | -0.095733 | -0.7415 | 0.230628 |
| 35 | -0.0169 | -0.1309 | 0.448143 |
| 36 | -0.048315 | -0.3742 | 0.35477 |
