| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.951598 | 8.0183 | 0 |
| 2 | 0.883358 | 7.4433 | 0 |
| 3 | 0.796262 | 6.7094 | 0 |
| 4 | 0.705228 | 5.9424 | 0 |
| 5 | 0.605953 | 5.1059 | 1e-06 |
| 6 | 0.512503 | 4.3184 | 2.5e-05 |
| 7 | 0.415579 | 3.5017 | 0.000402 |
| 8 | 0.333444 | 2.8097 | 0.003201 |
| 9 | 0.263585 | 2.221 | 0.014771 |
| 10 | 0.19603 | 1.6518 | 0.051498 |
| 11 | 0.132226 | 1.1142 | 0.134485 |
| 12 | 0.074528 | 0.628 | 0.266015 |
| 13 | 0.024074 | 0.2029 | 0.419915 |
| 14 | -0.01105 | -0.0931 | 0.463039 |
| 15 | -0.041172 | -0.3469 | 0.364838 |
| 16 | -0.075794 | -0.6387 | 0.262552 |
| 17 | -0.105984 | -0.893 | 0.187427 |
| 18 | -0.134811 | -1.1359 | 0.129901 |
| 19 | -0.173791 | -1.4644 | 0.07375 |
| 20 | -0.21097 | -1.7777 | 0.039871 |
| 21 | -0.256219 | -2.1589 | 0.017118 |
| 22 | -0.298305 | -2.5136 | 0.007111 |
| 23 | -0.327847 | -2.7625 | 0.003649 |
| 24 | -0.345423 | -2.9106 | 0.002408 |
| 25 | -0.364114 | -3.0681 | 0.001524 |
| 26 | -0.377554 | -3.1813 | 0.001087 |
| 27 | -0.389322 | -3.2805 | 0.000804 |
| 28 | -0.397255 | -3.3473 | 0.000654 |
| 29 | -0.398735 | -3.3598 | 0.000629 |
| 30 | -0.396746 | -3.343 | 0.000663 |
| 31 | -0.394192 | -3.3215 | 0.000708 |
| 32 | -0.392979 | -3.3113 | 0.000731 |
| 33 | -0.392865 | -3.3103 | 0.000733 |
| 34 | -0.385567 | -3.2488 | 0.000886 |
| 35 | -0.372277 | -3.1369 | 0.001243 |
| 36 | -0.354761 | -2.9893 | 0.00192 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.951598 | 8.0183 | 0 |
| 2 | -0.234812 | -1.9786 | 0.025873 |
| 3 | -0.204776 | -1.7255 | 0.044397 |
| 4 | -0.028006 | -0.236 | 0.407064 |
| 5 | -0.115419 | -0.9725 | 0.167043 |
| 6 | 0.030481 | 0.2568 | 0.399023 |
| 7 | -0.105671 | -0.8904 | 0.188129 |
| 8 | 0.093661 | 0.7892 | 0.216311 |
| 9 | 0.048472 | 0.4084 | 0.342092 |
| 10 | -0.133992 | -1.129 | 0.131341 |
| 11 | -0.030114 | -0.2537 | 0.400214 |
| 12 | -0.021549 | -0.1816 | 0.428217 |
| 13 | 0.010287 | 0.0867 | 0.465584 |
| 14 | 0.094076 | 0.7927 | 0.215298 |
| 15 | -0.068234 | -0.5749 | 0.283572 |
| 16 | -0.124516 | -1.0492 | 0.148824 |
| 17 | 0.015442 | 0.1301 | 0.448423 |
| 18 | -0.057294 | -0.4828 | 0.315374 |
| 19 | -0.172361 | -1.4523 | 0.075406 |
| 20 | 0.017268 | 0.1455 | 0.442363 |
| 21 | -0.112785 | -0.9503 | 0.172581 |
| 22 | 0.032523 | 0.274 | 0.392425 |
| 23 | 0.08156 | 0.6872 | 0.247086 |
| 24 | -0.017802 | -0.15 | 0.440593 |
| 25 | -0.082002 | -0.691 | 0.245922 |
| 26 | -0.063834 | -0.5379 | 0.296174 |
| 27 | -0.042605 | -0.359 | 0.360333 |
| 28 | -0.024829 | -0.2092 | 0.417439 |
| 29 | -0.015253 | -0.1285 | 0.449047 |
| 30 | 0.002991 | 0.0252 | 0.489981 |
| 31 | -0.018204 | -0.1534 | 0.439262 |
| 32 | -0.145691 | -1.2276 | 0.111824 |
| 33 | -0.079904 | -0.6733 | 0.251476 |
| 34 | 0.073119 | 0.6161 | 0.269895 |
| 35 | -0.000759 | -0.0064 | 0.497456 |
| 36 | 0.051413 | 0.4332 | 0.333087 |
