| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.907235 | 7.7514 | 0 |
| 2 | 0.795353 | 6.7955 | 0 |
| 3 | 0.653641 | 5.5847 | 0 |
| 4 | 0.501077 | 4.2812 | 2.8e-05 |
| 5 | 0.328487 | 2.8066 | 0.003208 |
| 6 | 0.156358 | 1.3359 | 0.092863 |
| 7 | -0.025804 | -0.2205 | 0.413062 |
| 8 | -0.176792 | -1.5105 | 0.067614 |
| 9 | -0.296885 | -2.5366 | 0.006666 |
| 10 | -0.394533 | -3.3709 | 6e-04 |
| 11 | -0.475864 | -4.0658 | 6e-05 |
| 12 | -0.536922 | -4.5875 | 9e-06 |
| 13 | -0.52829 | -4.5137 | 1.2e-05 |
| 14 | -0.490402 | -4.19 | 3.9e-05 |
| 15 | -0.426637 | -3.6452 | 0.000249 |
| 16 | -0.367689 | -3.1415 | 0.001214 |
| 17 | -0.303996 | -2.5973 | 0.005678 |
| 18 | -0.243781 | -2.0829 | 0.020384 |
| 19 | -0.163421 | -1.3963 | 0.083432 |
| 20 | -0.099807 | -0.8527 | 0.198294 |
| 21 | -0.044682 | -0.3818 | 0.351873 |
| 22 | 0.001051 | 0.009 | 0.49643 |
| 23 | 0.044673 | 0.3817 | 0.351901 |
| 24 | 0.088197 | 0.7536 | 0.226769 |
| 25 | 0.12583 | 1.0751 | 0.142938 |
| 26 | 0.140337 | 1.199 | 0.117195 |
| 27 | 0.139791 | 1.1944 | 0.118099 |
| 28 | 0.149992 | 1.2815 | 0.102031 |
| 29 | 0.156264 | 1.3351 | 0.092993 |
| 30 | 0.161079 | 1.3763 | 0.086474 |
| 31 | 0.156626 | 1.3382 | 0.09249 |
| 32 | 0.153974 | 1.3156 | 0.096221 |
| 33 | 0.142024 | 1.2135 | 0.114434 |
| 34 | 0.131118 | 1.1203 | 0.133135 |
| 35 | 0.125202 | 1.0697 | 0.144133 |
| 36 | 0.111089 | 0.9491 | 0.172838 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.907235 | 7.7514 | 0 |
| 2 | -0.156694 | -1.3388 | 0.092395 |
| 3 | -0.22505 | -1.9228 | 0.029202 |
| 4 | -0.127162 | -1.0865 | 0.140422 |
| 5 | -0.199079 | -1.7009 | 0.046606 |
| 6 | -0.113022 | -0.9657 | 0.168702 |
| 7 | -0.197902 | -1.6909 | 0.047563 |
| 8 | 0.013395 | 0.1144 | 0.454599 |
| 9 | 0.026518 | 0.2266 | 0.410697 |
| 10 | -0.075058 | -0.6413 | 0.261669 |
| 11 | -0.109057 | -0.9318 | 0.17726 |
| 12 | -0.115713 | -0.9886 | 0.16305 |
| 13 | 0.244967 | 2.093 | 0.019912 |
| 14 | 0.007966 | 0.0681 | 0.472962 |
| 15 | -0.02301 | -0.1966 | 0.422346 |
| 16 | -0.144902 | -1.238 | 0.109833 |
| 17 | -0.103055 | -0.8805 | 0.19074 |
| 18 | -0.083158 | -0.7105 | 0.239829 |
| 19 | 0.018958 | 0.162 | 0.435886 |
| 20 | -0.045691 | -0.3904 | 0.348695 |
| 21 | -0.008022 | -0.0685 | 0.472772 |
| 22 | 0.01448 | 0.1237 | 0.45094 |
| 23 | -0.033629 | -0.2873 | 0.387337 |
| 24 | 0.008924 | 0.0762 | 0.469715 |
| 25 | 0.056329 | 0.4813 | 0.31588 |
| 26 | -0.048523 | -0.4146 | 0.339832 |
| 27 | -0.039779 | -0.3399 | 0.367465 |
| 28 | 0.051161 | 0.4371 | 0.331659 |
| 29 | -0.027545 | -0.2353 | 0.4073 |
| 30 | -0.026936 | -0.2301 | 0.409314 |
| 31 | 0.025015 | 0.2137 | 0.415677 |
| 32 | 0.042936 | 0.3668 | 0.357399 |
| 33 | -0.025481 | -0.2177 | 0.414132 |
| 34 | -0.035694 | -0.305 | 0.380628 |
| 35 | 0.084533 | 0.7222 | 0.236225 |
| 36 | 0.013093 | 0.1119 | 0.455618 |
