| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.939167 | 6.5742 | 0 |
| 2 | 0.84169 | 5.8918 | 0 |
| 3 | 0.717593 | 5.0232 | 4e-06 |
| 4 | 0.58283 | 4.0798 | 8.3e-05 |
| 5 | 0.426941 | 2.9886 | 0.002186 |
| 6 | 0.253036 | 1.7713 | 0.041369 |
| 7 | 0.082193 | 0.5753 | 0.283844 |
| 8 | -0.069728 | -0.4881 | 0.313829 |
| 9 | -0.178327 | -1.2483 | 0.108928 |
| 10 | -0.278444 | -1.9491 | 0.028509 |
| 11 | -0.35726 | -2.5008 | 0.007892 |
| 12 | -0.416491 | -2.9154 | 0.002671 |
| 13 | -0.425964 | -2.9817 | 0.002227 |
| 14 | -0.406504 | -2.8455 | 0.003228 |
| 15 | -0.3729 | -2.6103 | 0.005984 |
| 16 | -0.335079 | -2.3456 | 0.011546 |
| 17 | -0.302759 | -2.1193 | 0.019578 |
| 18 | -0.265033 | -1.8552 | 0.034792 |
| 19 | -0.22154 | -1.5508 | 0.063695 |
| 20 | -0.189317 | -1.3252 | 0.095622 |
| 21 | -0.176743 | -1.2372 | 0.110955 |
| 22 | -0.166327 | -1.1643 | 0.124972 |
| 23 | -0.155237 | -1.0867 | 0.141252 |
| 24 | -0.140231 | -0.9816 | 0.165555 |
| 25 | -0.116027 | -0.8122 | 0.210305 |
| 26 | -0.093938 | -0.6576 | 0.256946 |
| 27 | -0.078982 | -0.5529 | 0.291431 |
| 28 | -0.056036 | -0.3923 | 0.348287 |
| 29 | -0.032849 | -0.2299 | 0.409548 |
| 30 | -0.012525 | -0.0877 | 0.465245 |
| 31 | 0.003096 | 0.0217 | 0.491398 |
| 32 | 0.016503 | 0.1155 | 0.454253 |
| 33 | 0.029836 | 0.2089 | 0.417714 |
| 34 | 0.043853 | 0.307 | 0.380083 |
| 35 | 0.058411 | 0.4089 | 0.342206 |
| 36 | 0.062882 | 0.4402 | 0.330873 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.939167 | 6.5742 | 0 |
| 2 | -0.342011 | -2.3941 | 0.010267 |
| 3 | -0.211627 | -1.4814 | 0.072453 |
| 4 | -0.075872 | -0.5311 | 0.298872 |
| 5 | -0.247296 | -1.7311 | 0.044866 |
| 6 | -0.224507 | -1.5716 | 0.061245 |
| 7 | -0.024971 | -0.1748 | 0.430979 |
| 8 | 0.032498 | 0.2275 | 0.410497 |
| 9 | 0.230084 | 1.6106 | 0.056847 |
| 10 | -0.212315 | -1.4862 | 0.071816 |
| 11 | -0.015695 | -0.1099 | 0.456483 |
| 12 | -0.042043 | -0.2943 | 0.384886 |
| 13 | 0.194926 | 1.3645 | 0.089325 |
| 14 | -0.051283 | -0.359 | 0.360575 |
| 15 | -0.074808 | -0.5237 | 0.301439 |
| 16 | -0.068263 | -0.4778 | 0.317444 |
| 17 | -0.160194 | -1.1214 | 0.133801 |
| 18 | -0.145821 | -1.0207 | 0.156194 |
| 19 | 0.085475 | 0.5983 | 0.276189 |
| 20 | -0.136481 | -0.9554 | 0.172041 |
| 21 | 0.013914 | 0.0974 | 0.461405 |
| 22 | 0.014455 | 0.1012 | 0.459908 |
| 23 | 0.000237 | 0.0017 | 0.499341 |
| 24 | -0.008815 | -0.0617 | 0.475525 |
| 25 | 0.171497 | 1.2005 | 0.117863 |
| 26 | -0.026926 | -0.1885 | 0.425638 |
| 27 | -0.118065 | -0.8265 | 0.206277 |
| 28 | -0.028315 | -0.1982 | 0.421852 |
| 29 | -0.153146 | -1.072 | 0.14448 |
| 30 | -0.109799 | -0.7686 | 0.222912 |
| 31 | 0.043071 | 0.3015 | 0.382155 |
| 32 | -0.032655 | -0.2286 | 0.410071 |
| 33 | 0.042562 | 0.2979 | 0.383508 |
| 34 | 0.027593 | 0.1932 | 0.423819 |
| 35 | 0.008787 | 0.0615 | 0.475601 |
| 36 | -0.03368 | -0.2358 | 0.407301 |
