| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.866061 | 6.0002 | 0 |
| 2 | 0.795019 | 5.5081 | 1e-06 |
| 3 | 0.654271 | 4.5329 | 1.9e-05 |
| 4 | 0.502812 | 3.4836 | 0.000533 |
| 5 | 0.36375 | 2.5201 | 0.007555 |
| 6 | 0.203171 | 1.4076 | 0.082845 |
| 7 | 0.088266 | 0.6115 | 0.27187 |
| 8 | -0.036136 | -0.2504 | 0.401688 |
| 9 | -0.114223 | -0.7914 | 0.216314 |
| 10 | -0.155253 | -1.0756 | 0.143736 |
| 11 | -0.204154 | -1.4144 | 0.081846 |
| 12 | -0.194729 | -1.3491 | 0.091814 |
| 13 | -0.167046 | -1.1573 | 0.126432 |
| 14 | -0.127718 | -0.8849 | 0.190322 |
| 15 | -0.091069 | -0.6309 | 0.265536 |
| 16 | -0.082389 | -0.5708 | 0.285397 |
| 17 | -0.05492 | -0.3805 | 0.352627 |
| 18 | -0.065608 | -0.4545 | 0.325744 |
| 19 | -0.053912 | -0.3735 | 0.355206 |
| 20 | -0.067472 | -0.4675 | 0.321142 |
| 21 | -0.079177 | -0.5486 | 0.292927 |
| 22 | -0.114396 | -0.7926 | 0.215968 |
| 23 | -0.119645 | -0.8289 | 0.205625 |
| 24 | -0.162799 | -1.1279 | 0.132483 |
| 25 | -0.168936 | -1.1704 | 0.123805 |
| 26 | -0.180723 | -1.2521 | 0.108303 |
| 27 | -0.212064 | -1.4692 | 0.074149 |
| 28 | -0.222668 | -1.5427 | 0.064737 |
| 29 | -0.240309 | -1.6649 | 0.051223 |
| 30 | -0.239489 | -1.6592 | 0.051796 |
| 31 | -0.245211 | -1.6989 | 0.047909 |
| 32 | -0.23683 | -1.6408 | 0.053687 |
| 33 | -0.225103 | -1.5596 | 0.062717 |
| 34 | -0.213336 | -1.478 | 0.072965 |
| 35 | -0.159273 | -1.1035 | 0.137661 |
| 36 | -0.117818 | -0.8163 | 0.20919 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.866061 | 6.0002 | 0 |
| 2 | 0.179875 | 1.2462 | 0.109368 |
| 3 | -0.273702 | -1.8963 | 0.031977 |
| 4 | -0.244175 | -1.6917 | 0.048594 |
| 5 | -0.036034 | -0.2497 | 0.401961 |
| 6 | -0.123208 | -0.8536 | 0.19878 |
| 7 | 0.032327 | 0.224 | 0.411866 |
| 8 | -0.057973 | -0.4016 | 0.344864 |
| 9 | 0.028199 | 0.1954 | 0.422964 |
| 10 | 0.115097 | 0.7974 | 0.214568 |
| 11 | -0.093401 | -0.6471 | 0.260324 |
| 12 | 0.042138 | 0.2919 | 0.385795 |
| 13 | 0.139208 | 0.9645 | 0.169825 |
| 14 | -0.003282 | -0.0227 | 0.490976 |
| 15 | -0.106084 | -0.735 | 0.232966 |
| 16 | -0.172624 | -1.196 | 0.118791 |
| 17 | 0.005284 | 0.0366 | 0.485475 |
| 18 | -0.035027 | -0.2427 | 0.404645 |
| 19 | 0.045426 | 0.3147 | 0.377169 |
| 20 | -0.035873 | -0.2485 | 0.402391 |
| 21 | 0.023066 | 0.1598 | 0.436853 |
| 22 | -0.130842 | -0.9065 | 0.184599 |
| 23 | 0.086358 | 0.5983 | 0.276224 |
| 24 | -0.139596 | -0.9672 | 0.169158 |
| 25 | 0.072442 | 0.5019 | 0.309018 |
| 26 | 0.016534 | 0.1145 | 0.454641 |
| 27 | -0.219657 | -1.5218 | 0.067307 |
| 28 | -0.102294 | -0.7087 | 0.240966 |
| 29 | 0.025531 | 0.1769 | 0.430171 |
| 30 | 0.021641 | 0.1499 | 0.440723 |
| 31 | -0.003184 | -0.0221 | 0.491246 |
| 32 | -0.007622 | -0.0528 | 0.479054 |
| 33 | -0.071213 | -0.4934 | 0.311998 |
| 34 | -0.00544 | -0.0377 | 0.485046 |
| 35 | 0.151799 | 1.0517 | 0.149103 |
| 36 | 0.008873 | 0.0615 | 0.475617 |
