| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.923718 | 6.3327 | 0 |
| 2 | 0.811628 | 5.5642 | 1e-06 |
| 3 | 0.727581 | 4.988 | 4e-06 |
| 4 | 0.608303 | 4.1703 | 6.5e-05 |
| 5 | 0.443461 | 3.0402 | 0.001928 |
| 6 | 0.29316 | 2.0098 | 0.025106 |
| 7 | 0.164006 | 1.1244 | 0.133283 |
| 8 | 0.030378 | 0.2083 | 0.417963 |
| 9 | -0.07369 | -0.5052 | 0.307892 |
| 10 | -0.143844 | -0.9861 | 0.164556 |
| 11 | -0.212328 | -1.4556 | 0.076069 |
| 12 | -0.278663 | -1.9104 | 0.031096 |
| 13 | -0.291241 | -1.9966 | 0.025837 |
| 14 | -0.277204 | -1.9004 | 0.031761 |
| 15 | -0.297193 | -2.0374 | 0.023629 |
| 16 | -0.318401 | -2.1828 | 0.017038 |
| 17 | -0.307313 | -2.1068 | 0.020249 |
| 18 | -0.298896 | -2.0491 | 0.023027 |
| 19 | -0.307184 | -2.1059 | 0.020289 |
| 20 | -0.292087 | -2.0024 | 0.025512 |
| 21 | -0.27054 | -1.8547 | 0.034957 |
| 22 | -0.266252 | -1.8253 | 0.037154 |
| 23 | -0.249688 | -1.7118 | 0.046765 |
| 24 | -0.218587 | -1.4986 | 0.070338 |
| 25 | -0.189887 | -1.3018 | 0.099664 |
| 26 | -0.17672 | -1.2115 | 0.115875 |
| 27 | -0.154715 | -1.0607 | 0.14713 |
| 28 | -0.119961 | -0.8224 | 0.207499 |
| 29 | -0.091099 | -0.6245 | 0.267646 |
| 30 | -0.061439 | -0.4212 | 0.337764 |
| 31 | -0.024283 | -0.1665 | 0.434247 |
| 32 | 0.004175 | 0.0286 | 0.488644 |
| 33 | 0.022662 | 0.1554 | 0.438601 |
| 34 | 0.046227 | 0.3169 | 0.376354 |
| 35 | 0.056396 | 0.3866 | 0.350388 |
| 36 | 0.054389 | 0.3729 | 0.355459 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.923718 | 6.3327 | 0 |
| 2 | -0.283669 | -1.9447 | 0.028902 |
| 3 | 0.201757 | 1.3832 | 0.086573 |
| 4 | -0.448314 | -3.0735 | 0.001758 |
| 5 | -0.179495 | -1.2306 | 0.112306 |
| 6 | -0.0259 | -0.1776 | 0.429914 |
| 7 | -0.059321 | -0.4067 | 0.343043 |
| 8 | -0.018483 | -0.1267 | 0.449854 |
| 9 | 0.19662 | 1.348 | 0.092066 |
| 10 | -0.079963 | -0.5482 | 0.293075 |
| 11 | -0.06442 | -0.4416 | 0.330387 |
| 12 | -0.137999 | -0.9461 | 0.174475 |
| 13 | 0.2191 | 1.5021 | 0.069883 |
| 14 | -0.105343 | -0.7222 | 0.236877 |
| 15 | -0.174066 | -1.1933 | 0.119364 |
| 16 | -0.06255 | -0.4288 | 0.335007 |
| 17 | -0.06068 | -0.416 | 0.339651 |
| 18 | -0.050191 | -0.3441 | 0.366155 |
| 19 | 0.057522 | 0.3944 | 0.347552 |
| 20 | 0.084755 | 0.581 | 0.281992 |
| 21 | -0.080195 | -0.5498 | 0.292532 |
| 22 | -0.030297 | -0.2077 | 0.418177 |
| 23 | -0.027446 | -0.1882 | 0.42578 |
| 24 | -0.128312 | -0.8797 | 0.191758 |
| 25 | 0.154361 | 1.0582 | 0.147676 |
| 26 | -0.161926 | -1.1101 | 0.136299 |
| 27 | -0.014028 | -0.0962 | 0.461896 |
| 28 | -0.012465 | -0.0855 | 0.466131 |
| 29 | 0.045119 | 0.3093 | 0.379222 |
| 30 | 0.072033 | 0.4938 | 0.311861 |
| 31 | -0.009062 | -0.0621 | 0.475362 |
| 32 | -0.057896 | -0.3969 | 0.346613 |
| 33 | -0.002404 | -0.0165 | 0.49346 |
| 34 | -0.172787 | -1.1846 | 0.121071 |
| 35 | -0.055884 | -0.3831 | 0.35168 |
| 36 | 0.05634 | 0.3862 | 0.350528 |
