| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.903812 | 8.2836 | 0 |
| 2 | 0.793009 | 7.268 | 0 |
| 3 | 0.646514 | 5.9254 | 0 |
| 4 | 0.529053 | 4.8488 | 3e-06 |
| 5 | 0.421382 | 3.862 | 0.00011 |
| 6 | 0.318663 | 2.9206 | 0.002243 |
| 7 | 0.207703 | 1.9036 | 0.030192 |
| 8 | 0.083278 | 0.7633 | 0.223723 |
| 9 | -0.039811 | -0.3649 | 0.358061 |
| 10 | -0.176817 | -1.6206 | 0.054431 |
| 11 | -0.296575 | -2.7182 | 0.003986 |
| 12 | -0.392844 | -3.6005 | 0.000268 |
| 13 | -0.430493 | -3.9455 | 8.2e-05 |
| 14 | -0.439749 | -4.0304 | 6.1e-05 |
| 15 | -0.417781 | -3.829 | 0.000124 |
| 16 | -0.383703 | -3.5167 | 0.000354 |
| 17 | -0.366972 | -3.3634 | 0.000581 |
| 18 | -0.34716 | -3.1818 | 0.001026 |
| 19 | -0.32 | -2.9328 | 0.002164 |
| 20 | -0.291853 | -2.6749 | 0.004492 |
| 21 | -0.254067 | -2.3286 | 0.011143 |
| 22 | -0.219582 | -2.0125 | 0.023685 |
| 23 | -0.153922 | -1.4107 | 0.081011 |
| 24 | -0.095892 | -0.8789 | 0.190991 |
| 25 | -0.038866 | -0.3562 | 0.361288 |
| 26 | -0.015774 | -0.1446 | 0.442699 |
| 27 | 0.001074 | 0.0098 | 0.496086 |
| 28 | 0.011616 | 0.1065 | 0.457735 |
| 29 | 0.037949 | 0.3478 | 0.364427 |
| 30 | 0.067934 | 0.6226 | 0.26761 |
| 31 | 0.090778 | 0.832 | 0.203886 |
| 32 | 0.104779 | 0.9603 | 0.169826 |
| 33 | 0.09523 | 0.8728 | 0.19263 |
| 34 | 0.088172 | 0.8081 | 0.210655 |
| 35 | 0.079835 | 0.7317 | 0.233194 |
| 36 | 0.090917 | 0.8333 | 0.203527 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.903812 | 8.2836 | 0 |
| 2 | -0.130334 | -1.1945 | 0.117817 |
| 3 | -0.254616 | -2.3336 | 0.011003 |
| 4 | 0.102338 | 0.9379 | 0.175482 |
| 5 | -0.006112 | -0.056 | 0.477731 |
| 6 | -0.123486 | -1.1318 | 0.130477 |
| 7 | -0.125374 | -1.1491 | 0.126894 |
| 8 | -0.145749 | -1.3358 | 0.092609 |
| 9 | -0.078906 | -0.7232 | 0.235787 |
| 10 | -0.20668 | -1.8943 | 0.030817 |
| 11 | -0.082996 | -0.7607 | 0.224491 |
| 12 | 0.006008 | 0.0551 | 0.47811 |
| 13 | 0.15341 | 1.406 | 0.081703 |
| 14 | 0.010354 | 0.0949 | 0.462312 |
| 15 | 0.034521 | 0.3164 | 0.376245 |
| 16 | 0.077305 | 0.7085 | 0.240294 |
| 17 | -0.145466 | -1.3332 | 0.093033 |
| 18 | -0.050525 | -0.4631 | 0.322255 |
| 19 | 0.028236 | 0.2588 | 0.398217 |
| 20 | -0.149146 | -1.3669 | 0.087645 |
| 21 | -0.076342 | -0.6997 | 0.243029 |
| 22 | -0.112956 | -1.0353 | 0.15176 |
| 23 | 0.165833 | 1.5199 | 0.066148 |
| 24 | -0.009876 | -0.0905 | 0.464046 |
| 25 | -0.033343 | -0.3056 | 0.380336 |
| 26 | -0.054351 | -0.4981 | 0.309845 |
| 27 | 0.070004 | 0.6416 | 0.26144 |
| 28 | 0.021845 | 0.2002 | 0.420899 |
| 29 | -0.002736 | -0.0251 | 0.490026 |
| 30 | 0.004433 | 0.0406 | 0.483845 |
| 31 | -0.04625 | -0.4239 | 0.336366 |
| 32 | -0.110321 | -1.0111 | 0.157433 |
| 33 | -0.098835 | -0.9058 | 0.183806 |
| 34 | 0.015461 | 0.1417 | 0.443829 |
| 35 | 0.091529 | 0.8389 | 0.201959 |
| 36 | 0.088251 | 0.8088 | 0.210448 |
