| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.886446 | 6.1415 | 0 |
| 2 | 0.732251 | 5.0732 | 3e-06 |
| 3 | 0.584381 | 4.0487 | 9.3e-05 |
| 4 | 0.436495 | 3.0241 | 0.001998 |
| 5 | 0.289667 | 2.0069 | 0.025207 |
| 6 | 0.123609 | 0.8564 | 0.19802 |
| 7 | -0.00799 | -0.0554 | 0.478042 |
| 8 | -0.066322 | -0.4595 | 0.323977 |
| 9 | -0.10147 | -0.703 | 0.242724 |
| 10 | -0.110989 | -0.769 | 0.222844 |
| 11 | -0.097828 | -0.6778 | 0.250585 |
| 12 | -0.058994 | -0.4087 | 0.34228 |
| 13 | 0.019018 | 0.1318 | 0.447863 |
| 14 | 0.050861 | 0.3524 | 0.36305 |
| 15 | 0.058367 | 0.4044 | 0.343865 |
| 16 | 0.070397 | 0.4877 | 0.313983 |
| 17 | 0.076462 | 0.5297 | 0.299367 |
| 18 | 0.048016 | 0.3327 | 0.370418 |
| 19 | -0.005975 | -0.0414 | 0.483576 |
| 20 | -0.080534 | -0.558 | 0.289735 |
| 21 | -0.137363 | -0.9517 | 0.173013 |
| 22 | -0.207016 | -1.4342 | 0.078992 |
| 23 | -0.275571 | -1.9092 | 0.031111 |
| 24 | -0.338487 | -2.3451 | 0.011602 |
| 25 | -0.363884 | -2.5211 | 0.007538 |
| 26 | -0.348483 | -2.4144 | 0.009812 |
| 27 | -0.338172 | -2.3429 | 0.011663 |
| 28 | -0.325549 | -2.2555 | 0.01435 |
| 29 | -0.30298 | -2.0991 | 0.020546 |
| 30 | -0.235762 | -1.6334 | 0.054463 |
| 31 | -0.185308 | -1.2839 | 0.102678 |
| 32 | -0.154363 | -1.0695 | 0.145106 |
| 33 | -0.129161 | -0.8949 | 0.187665 |
| 34 | -0.105556 | -0.7313 | 0.234071 |
| 35 | -0.091675 | -0.6351 | 0.264176 |
| 36 | -0.090832 | -0.6293 | 0.266067 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.886446 | 6.1415 | 0 |
| 2 | -0.249919 | -1.7315 | 0.044894 |
| 3 | -0.026902 | -0.1864 | 0.426465 |
| 4 | -0.109812 | -0.7608 | 0.225249 |
| 5 | -0.093284 | -0.6463 | 0.260584 |
| 6 | -0.215336 | -1.4919 | 0.071136 |
| 7 | 0.066401 | 0.46 | 0.323783 |
| 8 | 0.180006 | 1.2471 | 0.109202 |
| 9 | -0.05578 | -0.3865 | 0.350433 |
| 10 | 0.059219 | 0.4103 | 0.341713 |
| 11 | 0.036346 | 0.2518 | 0.40113 |
| 12 | 0.043862 | 0.3039 | 0.381264 |
| 13 | 0.108268 | 0.7501 | 0.228427 |
| 14 | -0.226463 | -1.569 | 0.061611 |
| 15 | 0.014152 | 0.098 | 0.461153 |
| 16 | 0.029312 | 0.2031 | 0.419966 |
| 17 | -0.000721 | -0.005 | 0.498018 |
| 18 | -0.175095 | -1.2131 | 0.115516 |
| 19 | 0.033321 | 0.2309 | 0.409205 |
| 20 | -0.075863 | -0.5256 | 0.300794 |
| 21 | -0.03922 | -0.2717 | 0.3935 |
| 22 | -0.15277 | -1.0584 | 0.14758 |
| 23 | 0.019817 | 0.1373 | 0.445684 |
| 24 | -0.100927 | -0.6992 | 0.243888 |
| 25 | 0.085217 | 0.5904 | 0.278846 |
| 26 | -0.032373 | -0.2243 | 0.411742 |
| 27 | -0.09249 | -0.6408 | 0.262353 |
| 28 | -0.008477 | -0.0587 | 0.476705 |
| 29 | -0.084148 | -0.583 | 0.281313 |
| 30 | 0.132178 | 0.9158 | 0.182187 |
| 31 | -0.180278 | -1.249 | 0.108861 |
| 32 | 0.042132 | 0.2919 | 0.385812 |
| 33 | -5e-05 | -3e-04 | 0.499862 |
| 34 | -0.065721 | -0.4553 | 0.325464 |
| 35 | -0.021947 | -0.1521 | 0.439892 |
| 36 | -0.037885 | -0.2625 | 0.39704 |
