| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.849464 | 5.8853 | 0 |
| 2 | 0.787971 | 5.4592 | 1e-06 |
| 3 | 0.721529 | 4.9989 | 4e-06 |
| 4 | 0.587934 | 4.0733 | 8.6e-05 |
| 5 | 0.510266 | 3.5352 | 0.000457 |
| 6 | 0.40244 | 2.7882 | 0.003787 |
| 7 | 0.306606 | 2.1242 | 0.019415 |
| 8 | 0.179747 | 1.2453 | 0.109529 |
| 9 | 0.040794 | 0.2826 | 0.389339 |
| 10 | -0.047386 | -0.3283 | 0.372056 |
| 11 | -0.147813 | -1.0241 | 0.155466 |
| 12 | -0.274213 | -1.8998 | 0.031738 |
| 13 | -0.281411 | -1.9497 | 0.028535 |
| 14 | -0.325299 | -2.2537 | 0.014408 |
| 15 | -0.356939 | -2.4729 | 0.008497 |
| 16 | -0.343471 | -2.3796 | 0.010676 |
| 17 | -0.375928 | -2.6045 | 0.006106 |
| 18 | -0.393689 | -2.7276 | 0.004443 |
| 19 | -0.39012 | -2.7028 | 0.004739 |
| 20 | -0.371804 | -2.5759 | 0.006565 |
| 21 | -0.310319 | -2.1499 | 0.018313 |
| 22 | -0.283991 | -1.9675 | 0.027456 |
| 23 | -0.246438 | -1.7074 | 0.047107 |
| 24 | -0.226234 | -1.5674 | 0.061796 |
| 25 | -0.235422 | -1.6311 | 0.054712 |
| 26 | -0.201134 | -1.3935 | 0.084944 |
| 27 | -0.179705 | -1.245 | 0.109581 |
| 28 | -0.146795 | -1.017 | 0.157119 |
| 29 | -0.117866 | -0.8166 | 0.209097 |
| 30 | -0.070208 | -0.4864 | 0.314442 |
| 31 | -0.052862 | -0.3662 | 0.357898 |
| 32 | -0.015921 | -0.1103 | 0.456315 |
| 33 | 0.006528 | 0.0452 | 0.482056 |
| 34 | 0.009179 | 0.0636 | 0.47478 |
| 35 | 0.033057 | 0.229 | 0.409912 |
| 36 | 0.035656 | 0.247 | 0.402969 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.849464 | 5.8853 | 0 |
| 2 | 0.238435 | 1.6519 | 0.052539 |
| 3 | 0.035158 | 0.2436 | 0.404297 |
| 4 | -0.276877 | -1.9183 | 0.030518 |
| 5 | -0.005822 | -0.0403 | 0.483997 |
| 6 | -0.099623 | -0.6902 | 0.246693 |
| 7 | -0.013063 | -0.0905 | 0.464131 |
| 8 | -0.233441 | -1.6173 | 0.056181 |
| 9 | -0.201558 | -1.3964 | 0.084504 |
| 10 | 0.010356 | 0.0717 | 0.471551 |
| 11 | 0.02326 | 0.1612 | 0.436325 |
| 12 | -0.228511 | -1.5832 | 0.059975 |
| 13 | 0.242206 | 1.6781 | 0.049918 |
| 14 | 0.05774 | 0.4 | 0.345452 |
| 15 | 0.037316 | 0.2585 | 0.39855 |
| 16 | -0.030761 | -0.2131 | 0.416067 |
| 17 | -0.121716 | -0.8433 | 0.201629 |
| 18 | -0.185392 | -1.2844 | 0.102577 |
| 19 | 0.035312 | 0.2446 | 0.403886 |
| 20 | -0.025416 | -0.1761 | 0.430483 |
| 21 | 0.117265 | 0.8124 | 0.210277 |
| 22 | -0.047191 | -0.3269 | 0.372565 |
| 23 | -0.038479 | -0.2666 | 0.395464 |
| 24 | -0.227214 | -1.5742 | 0.061007 |
| 25 | 0.00799 | 0.0554 | 0.478042 |
| 26 | 0.006258 | 0.0434 | 0.482798 |
| 27 | 0.044623 | 0.3092 | 0.37927 |
| 28 | 0.042964 | 0.2977 | 0.383623 |
| 29 | -0.066575 | -0.4612 | 0.323354 |
| 30 | 0.049022 | 0.3396 | 0.367806 |
| 31 | -0.049509 | -0.343 | 0.366545 |
| 32 | 0.069635 | 0.4824 | 0.315842 |
| 33 | 0.016447 | 0.1139 | 0.454876 |
| 34 | -0.076283 | -0.5285 | 0.299791 |
| 35 | -0.042707 | -0.2959 | 0.384297 |
| 36 | -0.141127 | -0.9778 | 0.166548 |
