| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.9567 | 8.0613 | 0 |
| 2 | 0.892709 | 7.5221 | 0 |
| 3 | 0.8114 | 6.837 | 0 |
| 4 | 0.718277 | 6.0523 | 0 |
| 5 | 0.617543 | 5.2035 | 1e-06 |
| 6 | 0.520658 | 4.3871 | 2e-05 |
| 7 | 0.420872 | 3.5463 | 0.000348 |
| 8 | 0.31841 | 2.683 | 0.004536 |
| 9 | 0.217702 | 1.8344 | 0.035393 |
| 10 | 0.120371 | 1.0143 | 0.156949 |
| 11 | 0.036197 | 0.305 | 0.380628 |
| 12 | -0.031127 | -0.2623 | 0.396934 |
| 13 | -0.081939 | -0.6904 | 0.246088 |
| 14 | -0.117631 | -0.9912 | 0.162482 |
| 15 | -0.143069 | -1.2055 | 0.116002 |
| 16 | -0.169171 | -1.4255 | 0.079203 |
| 17 | -0.197533 | -1.6644 | 0.050216 |
| 18 | -0.229434 | -1.9332 | 0.028597 |
| 19 | -0.258933 | -2.1818 | 0.016218 |
| 20 | -0.287092 | -2.4191 | 0.009062 |
| 21 | -0.309697 | -2.6096 | 0.005525 |
| 22 | -0.332103 | -2.7984 | 0.003304 |
| 23 | -0.35147 | -2.9615 | 0.00208 |
| 24 | -0.370675 | -3.1234 | 0.001294 |
| 25 | -0.382118 | -3.2198 | 0.000968 |
| 26 | -0.390533 | -3.2907 | 0.000779 |
| 27 | -0.391261 | -3.2968 | 0.000765 |
| 28 | -0.385584 | -3.249 | 0.000885 |
| 29 | -0.374716 | -3.1574 | 0.001169 |
| 30 | -0.361856 | -3.0491 | 0.001612 |
| 31 | -0.348891 | -2.9398 | 0.002215 |
| 32 | -0.330113 | -2.7816 | 0.003461 |
| 33 | -0.310956 | -2.6202 | 0.005371 |
| 34 | -0.289558 | -2.4399 | 0.008596 |
| 35 | -0.264036 | -2.2248 | 0.014637 |
| 36 | -0.234975 | -1.9799 | 0.025794 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.9567 | 8.0613 | 0 |
| 2 | -0.266349 | -2.2443 | 0.013966 |
| 3 | -0.194563 | -1.6394 | 0.052775 |
| 4 | -0.121669 | -1.0252 | 0.154375 |
| 5 | -0.086143 | -0.7259 | 0.235156 |
| 6 | 0.040845 | 0.3442 | 0.365868 |
| 7 | -0.104897 | -0.8839 | 0.189873 |
| 8 | -0.110685 | -0.9326 | 0.177081 |
| 9 | -0.048279 | -0.4068 | 0.342688 |
| 10 | -0.042381 | -0.3571 | 0.361036 |
| 11 | 0.088947 | 0.7495 | 0.228021 |
| 12 | 0.077327 | 0.6516 | 0.258392 |
| 13 | 0.032073 | 0.2703 | 0.393875 |
| 14 | 0.015583 | 0.1313 | 0.447953 |
| 15 | -0.045737 | -0.3854 | 0.350553 |
| 16 | -0.142238 | -1.1985 | 0.11735 |
| 17 | -0.114063 | -0.9611 | 0.169879 |
| 18 | -0.113806 | -0.9589 | 0.17042 |
| 19 | -0.010018 | -0.0844 | 0.466484 |
| 20 | -0.042709 | -0.3599 | 0.360005 |
| 21 | -0.002734 | -0.023 | 0.490842 |
| 22 | -0.063941 | -0.5388 | 0.295863 |
| 23 | -0.000185 | -0.0016 | 0.499382 |
| 24 | -0.011165 | -0.0941 | 0.462656 |
| 25 | 0.090343 | 0.7612 | 0.224515 |
| 26 | -0.025362 | -0.2137 | 0.415695 |
| 27 | -0.011995 | -0.1011 | 0.45989 |
| 28 | -0.057507 | -0.4846 | 0.314738 |
| 29 | -0.077869 | -0.6561 | 0.25693 |
| 30 | -0.082182 | -0.6925 | 0.245448 |
| 31 | -0.084287 | -0.7102 | 0.239949 |
| 32 | 0.040262 | 0.3393 | 0.367709 |
| 33 | -0.02518 | -0.2122 | 0.416292 |
| 34 | -0.008867 | -0.0747 | 0.470327 |
| 35 | 0.035674 | 0.3006 | 0.382302 |
| 36 | 0.015863 | 0.1337 | 0.447022 |
