| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.870689 | 6.0323 | 0 |
| 2 | 0.732953 | 5.078 | 3e-06 |
| 3 | 0.617773 | 4.2801 | 4.4e-05 |
| 4 | 0.498927 | 3.4567 | 0.000577 |
| 5 | 0.381662 | 2.6442 | 0.005515 |
| 6 | 0.313374 | 2.1711 | 0.017449 |
| 7 | 0.257076 | 1.7811 | 0.040614 |
| 8 | 0.232172 | 1.6085 | 0.057138 |
| 9 | 0.21686 | 1.5025 | 0.069766 |
| 10 | 0.17515 | 1.2135 | 0.115443 |
| 11 | 0.105705 | 0.7323 | 0.23376 |
| 12 | 0.057358 | 0.3974 | 0.346421 |
| 13 | 0.026573 | 0.1841 | 0.427354 |
| 14 | 0.017764 | 0.1231 | 0.451281 |
| 15 | -0.006004 | -0.0416 | 0.483495 |
| 16 | -0.033066 | -0.2291 | 0.409888 |
| 17 | -0.077535 | -0.5372 | 0.296813 |
| 18 | -0.150425 | -1.0422 | 0.151275 |
| 19 | -0.21297 | -1.4755 | 0.073304 |
| 20 | -0.252544 | -1.7497 | 0.043283 |
| 21 | -0.310818 | -2.1534 | 0.01817 |
| 22 | -0.349832 | -2.4237 | 0.009591 |
| 23 | -0.333697 | -2.3119 | 0.012559 |
| 24 | -0.3007 | -2.0833 | 0.021286 |
| 25 | -0.264109 | -1.8298 | 0.036747 |
| 26 | -0.247926 | -1.7177 | 0.04615 |
| 27 | -0.257525 | -1.7842 | 0.040358 |
| 28 | -0.253997 | -1.7597 | 0.042412 |
| 29 | -0.253772 | -1.7582 | 0.042546 |
| 30 | -0.280405 | -1.9427 | 0.028965 |
| 31 | -0.28487 | -1.9736 | 0.027097 |
| 32 | -0.28283 | -1.9595 | 0.027938 |
| 33 | -0.256018 | -1.7737 | 0.041225 |
| 34 | -0.240377 | -1.6654 | 0.051176 |
| 35 | -0.233183 | -1.6155 | 0.056374 |
| 36 | -0.238127 | -1.6498 | 0.052757 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.870689 | 6.0323 | 0 |
| 2 | -0.103952 | -0.7202 | 0.237447 |
| 3 | 0.015756 | 0.1092 | 0.456765 |
| 4 | -0.093277 | -0.6462 | 0.260601 |
| 5 | -0.064007 | -0.4435 | 0.329716 |
| 6 | 0.118541 | 0.8213 | 0.207774 |
| 7 | -0.022643 | -0.1569 | 0.437999 |
| 8 | 0.107614 | 0.7456 | 0.229781 |
| 9 | -0.007553 | -0.0523 | 0.479242 |
| 10 | -0.126542 | -0.8767 | 0.192506 |
| 11 | -0.123373 | -0.8548 | 0.198467 |
| 12 | 0.029117 | 0.2017 | 0.420491 |
| 13 | 0.059931 | 0.4152 | 0.339919 |
| 14 | 0.095802 | 0.6637 | 0.255017 |
| 15 | -0.104354 | -0.723 | 0.236599 |
| 16 | -0.076678 | -0.5312 | 0.29885 |
| 17 | -0.147849 | -1.0243 | 0.155408 |
| 18 | -0.18543 | -1.2847 | 0.102532 |
| 19 | 0.04432 | 0.3071 | 0.380065 |
| 20 | 0.06512 | 0.4512 | 0.326951 |
| 21 | -0.107959 | -0.748 | 0.229065 |
| 22 | -0.055399 | -0.3838 | 0.351405 |
| 23 | 0.046907 | 0.325 | 0.373304 |
| 24 | 0.022763 | 0.1577 | 0.437676 |
| 25 | 0.067405 | 0.467 | 0.321309 |
| 26 | -0.09974 | -0.691 | 0.246442 |
| 27 | -0.084657 | -0.5865 | 0.280137 |
| 28 | 0.028149 | 0.195 | 0.423099 |
| 29 | -0.08475 | -0.5872 | 0.279923 |
| 30 | -0.088045 | -0.61 | 0.272371 |
| 31 | 0.088866 | 0.6157 | 0.270507 |
| 32 | -0.061655 | -0.4272 | 0.335587 |
| 33 | 0.0693 | 0.4801 | 0.316661 |
| 34 | -0.132227 | -0.9161 | 0.182099 |
| 35 | -0.0389 | -0.2695 | 0.394348 |
| 36 | -0.013277 | -0.092 | 0.463546 |
