| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.839949 | 5.8796 | 0 |
| 2 | 0.785699 | 5.4999 | 1e-06 |
| 3 | 0.730186 | 5.1113 | 3e-06 |
| 4 | 0.544129 | 3.8089 | 0.000195 |
| 5 | 0.422757 | 2.9593 | 0.002369 |
| 6 | 0.269511 | 1.8866 | 0.032575 |
| 7 | 0.066824 | 0.4678 | 0.321012 |
| 8 | -0.052303 | -0.3661 | 0.357926 |
| 9 | -0.192835 | -1.3498 | 0.091634 |
| 10 | -0.320989 | -2.2469 | 0.014592 |
| 11 | -0.400943 | -2.8066 | 0.003582 |
| 12 | -0.486334 | -3.4043 | 0.000665 |
| 13 | -0.513268 | -3.5929 | 0.000378 |
| 14 | -0.488822 | -3.4218 | 0.000632 |
| 15 | -0.471025 | -3.2972 | 0.000911 |
| 16 | -0.447318 | -3.1312 | 0.001467 |
| 17 | -0.392997 | -2.751 | 0.004152 |
| 18 | -0.321416 | -2.2499 | 0.01449 |
| 19 | -0.263979 | -1.8479 | 0.035332 |
| 20 | -0.1954 | -1.3678 | 0.088807 |
| 21 | -0.159285 | -1.115 | 0.135146 |
| 22 | -0.100374 | -0.7026 | 0.242809 |
| 23 | -0.040737 | -0.2852 | 0.388362 |
| 24 | -0.046153 | -0.3231 | 0.374007 |
| 25 | 0.000119 | 8e-04 | 0.499669 |
| 26 | 0.003119 | 0.0218 | 0.491335 |
| 27 | -0.012183 | -0.0853 | 0.466194 |
| 28 | 0.020367 | 0.1426 | 0.443607 |
| 29 | 0.028019 | 0.1961 | 0.422659 |
| 30 | 0.016622 | 0.1164 | 0.453923 |
| 31 | 0.018247 | 0.1277 | 0.449442 |
| 32 | 0.037559 | 0.2629 | 0.396859 |
| 33 | 0.02953 | 0.2067 | 0.418548 |
| 34 | 0.044884 | 0.3142 | 0.377357 |
| 35 | 0.042962 | 0.3007 | 0.382444 |
| 36 | 0.045712 | 0.32 | 0.375169 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.839949 | 5.8796 | 0 |
| 2 | 0.272286 | 1.906 | 0.031262 |
| 3 | 0.077851 | 0.545 | 0.294129 |
| 4 | -0.474727 | -3.3231 | 0.000845 |
| 5 | -0.204264 | -1.4298 | 0.079553 |
| 6 | -0.206423 | -1.445 | 0.077417 |
| 7 | -0.232429 | -1.627 | 0.055075 |
| 8 | 0.014302 | 0.1001 | 0.460332 |
| 9 | 0.039396 | 0.2758 | 0.391941 |
| 10 | 0.064999 | 0.455 | 0.325562 |
| 11 | -0.039338 | -0.2754 | 0.392096 |
| 12 | -0.091524 | -0.6407 | 0.262361 |
| 13 | 0.03131 | 0.2192 | 0.413715 |
| 14 | 0.162361 | 1.1365 | 0.130631 |
| 15 | 0.108955 | 0.7627 | 0.224653 |
| 16 | -0.192255 | -1.3458 | 0.092282 |
| 17 | -0.242167 | -1.6952 | 0.048195 |
| 18 | -0.072565 | -0.508 | 0.306883 |
| 19 | -0.050456 | -0.3532 | 0.362731 |
| 20 | 0.012456 | 0.0872 | 0.465438 |
| 21 | -0.13711 | -0.9598 | 0.170942 |
| 22 | 0.048786 | 0.3415 | 0.367094 |
| 23 | 0.064138 | 0.449 | 0.327718 |
| 24 | -0.204829 | -1.4338 | 0.078989 |
| 25 | 0.022867 | 0.1601 | 0.436743 |
| 26 | -4.6e-05 | -3e-04 | 0.499871 |
| 27 | 0.069085 | 0.4836 | 0.315413 |
| 28 | -0.035118 | -0.2458 | 0.403422 |
| 29 | 0.030964 | 0.2167 | 0.414652 |
| 30 | -0.007133 | -0.0499 | 0.480189 |
| 31 | -0.191689 | -1.3418 | 0.092919 |
| 32 | 0.02812 | 0.1968 | 0.422384 |
| 33 | -0.141077 | -0.9875 | 0.164114 |
| 34 | 0.045424 | 0.318 | 0.375931 |
| 35 | -0.042876 | -0.3001 | 0.382672 |
| 36 | -0.009053 | -0.0634 | 0.474865 |
