| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.888232 | 6.9373 | 0 |
| 2 | 0.76697 | 5.9902 | 0 |
| 3 | 0.635058 | 4.96 | 3e-06 |
| 4 | 0.500733 | 3.9109 | 0.000117 |
| 5 | 0.377303 | 2.9468 | 0.002271 |
| 6 | 0.262704 | 2.0518 | 0.022245 |
| 7 | 0.1247 | 0.9739 | 0.166967 |
| 8 | 0.039025 | 0.3048 | 0.380779 |
| 9 | -0.048066 | -0.3754 | 0.354329 |
| 10 | -0.122943 | -0.9602 | 0.170368 |
| 11 | -0.195184 | -1.5244 | 0.066284 |
| 12 | -0.264339 | -2.0646 | 0.021612 |
| 13 | -0.2764 | -2.1588 | 0.017406 |
| 14 | -0.256036 | -1.9997 | 0.024995 |
| 15 | -0.268318 | -2.0956 | 0.020136 |
| 16 | -0.278335 | -2.1739 | 0.016803 |
| 17 | -0.287751 | -2.2474 | 0.014121 |
| 18 | -0.300137 | -2.3441 | 0.011172 |
| 19 | -0.300621 | -2.3479 | 0.011069 |
| 20 | -0.31684 | -2.4746 | 0.008067 |
| 21 | -0.315311 | -2.4627 | 0.008315 |
| 22 | -0.292887 | -2.2875 | 0.012823 |
| 23 | -0.258938 | -2.0224 | 0.023765 |
| 24 | -0.197155 | -1.5398 | 0.064387 |
| 25 | -0.132248 | -1.0329 | 0.152867 |
| 26 | -0.099278 | -0.7754 | 0.220554 |
| 27 | -0.04638 | -0.3622 | 0.359211 |
| 28 | 0.00414 | 0.0323 | 0.487155 |
| 29 | 0.047219 | 0.3688 | 0.356779 |
| 30 | 0.098204 | 0.767 | 0.22302 |
| 31 | 0.143989 | 1.1246 | 0.132585 |
| 32 | 0.170249 | 1.3297 | 0.094286 |
| 33 | 0.187164 | 1.4618 | 0.074465 |
| 34 | 0.181755 | 1.4196 | 0.080414 |
| 35 | 0.188325 | 1.4709 | 0.073234 |
| 36 | 0.19273 | 1.5053 | 0.068708 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.888232 | 6.9373 | 0 |
| 2 | -0.104175 | -0.8136 | 0.20951 |
| 3 | -0.117969 | -0.9214 | 0.180245 |
| 4 | -0.089185 | -0.6966 | 0.244363 |
| 5 | -0.033775 | -0.2638 | 0.396415 |
| 6 | -0.048862 | -0.3816 | 0.352033 |
| 7 | -0.213252 | -1.6655 | 0.050466 |
| 8 | 0.147151 | 1.1493 | 0.127462 |
| 9 | -0.107508 | -0.8397 | 0.202187 |
| 10 | -0.049431 | -0.3861 | 0.350396 |
| 11 | -0.104092 | -0.813 | 0.209695 |
| 12 | -0.076832 | -0.6001 | 0.27534 |
| 13 | 0.224816 | 1.7559 | 0.042065 |
| 14 | 0.00482 | 0.0376 | 0.485047 |
| 15 | -0.205569 | -1.6055 | 0.056769 |
| 16 | -0.083519 | -0.6523 | 0.258328 |
| 17 | 9.5e-05 | 7e-04 | 0.499704 |
| 18 | -0.051761 | -0.4043 | 0.343717 |
| 19 | -0.108397 | -0.8466 | 0.200261 |
| 20 | -0.095791 | -0.7481 | 0.228622 |
| 21 | 0.128326 | 1.0023 | 0.160089 |
| 22 | 0.002449 | 0.0191 | 0.492401 |
| 23 | -0.043026 | -0.336 | 0.368995 |
| 24 | 0.087739 | 0.6853 | 0.247888 |
| 25 | 0.087248 | 0.6814 | 0.249089 |
| 26 | -0.094343 | -0.7368 | 0.232022 |
| 27 | -0.054578 | -0.4263 | 0.335706 |
| 28 | 0.010498 | 0.082 | 0.46746 |
| 29 | 0.056529 | 0.4415 | 0.330205 |
| 30 | 0.03414 | 0.2666 | 0.395324 |
| 31 | -0.016705 | -0.1305 | 0.448311 |
| 32 | -0.057398 | -0.4483 | 0.327767 |
| 33 | -0.013528 | -0.1057 | 0.458101 |
| 34 | 0.009856 | 0.077 | 0.469447 |
| 35 | 0.080682 | 0.6301 | 0.265477 |
| 36 | 0.052503 | 0.4101 | 0.341598 |
