| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.952308 | 7.4378 | 0 |
| 2 | 0.882817 | 6.895 | 0 |
| 3 | 0.795684 | 6.2145 | 0 |
| 4 | 0.695609 | 5.4329 | 1e-06 |
| 5 | 0.587967 | 4.5922 | 1.1e-05 |
| 6 | 0.484784 | 3.7863 | 0.000176 |
| 7 | 0.378474 | 2.956 | 0.002213 |
| 8 | 0.269561 | 2.1053 | 0.019693 |
| 9 | 0.162634 | 1.2702 | 0.104416 |
| 10 | 0.058855 | 0.4597 | 0.323693 |
| 11 | -0.030216 | -0.236 | 0.407113 |
| 12 | -0.101065 | -0.7893 | 0.216486 |
| 13 | -0.154034 | -1.203 | 0.116805 |
| 14 | -0.189158 | -1.4774 | 0.072361 |
| 15 | -0.212571 | -1.6602 | 0.051 |
| 16 | -0.236637 | -1.8482 | 0.034712 |
| 17 | -0.261987 | -2.0462 | 0.022528 |
| 18 | -0.290257 | -2.267 | 0.013474 |
| 19 | -0.316272 | -2.4702 | 0.008159 |
| 20 | -0.340319 | -2.658 | 0.005012 |
| 21 | -0.357577 | -2.7928 | 0.003486 |
| 22 | -0.37343 | -2.9166 | 0.002473 |
| 23 | -0.385709 | -3.0125 | 0.001884 |
| 24 | -0.39759 | -3.1053 | 0.001441 |
| 25 | -0.400876 | -3.1309 | 0.001337 |
| 26 | -0.400134 | -3.1251 | 0.00136 |
| 27 | -0.391925 | -3.061 | 0.001639 |
| 28 | -0.377676 | -2.9497 | 0.002253 |
| 29 | -0.3566 | -2.7851 | 0.003559 |
| 30 | -0.333663 | -2.606 | 0.005748 |
| 31 | -0.311332 | -2.4316 | 0.008992 |
| 32 | -0.283019 | -2.2105 | 0.015417 |
| 33 | -0.25392 | -1.9832 | 0.025927 |
| 34 | -0.224168 | -1.7508 | 0.042503 |
| 35 | -0.190539 | -1.4882 | 0.07093 |
| 36 | -0.155064 | -1.2111 | 0.115267 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.952308 | 7.4378 | 0 |
| 2 | -0.25856 | -2.0194 | 0.023922 |
| 3 | -0.18618 | -1.4541 | 0.075521 |
| 4 | -0.133265 | -1.0408 | 0.15103 |
| 5 | -0.086629 | -0.6766 | 0.25061 |
| 6 | 0.032419 | 0.2532 | 0.400482 |
| 7 | -0.111051 | -0.8673 | 0.19458 |
| 8 | -0.112429 | -0.8781 | 0.191668 |
| 9 | -0.060116 | -0.4695 | 0.320187 |
| 10 | -0.058867 | -0.4598 | 0.323659 |
| 11 | 0.08323 | 0.65 | 0.25905 |
| 12 | 0.066914 | 0.5226 | 0.301568 |
| 13 | 0.029279 | 0.2287 | 0.409943 |
| 14 | 0.029531 | 0.2306 | 0.409182 |
| 15 | -0.046124 | -0.3602 | 0.359957 |
| 16 | -0.145956 | -1.14 | 0.129381 |
| 17 | -0.109767 | -0.8573 | 0.197315 |
| 18 | -0.11614 | -0.9071 | 0.183966 |
| 19 | -0.02641 | -0.2063 | 0.418634 |
| 20 | -0.051207 | -0.3999 | 0.3453 |
| 21 | -0.006728 | -0.0525 | 0.479134 |
| 22 | -0.057418 | -0.4485 | 0.327708 |
| 23 | -0.009564 | -0.0747 | 0.470351 |
| 24 | -0.020637 | -0.1612 | 0.436242 |
| 25 | 0.08852 | 0.6914 | 0.245981 |
| 26 | -0.013609 | -0.1063 | 0.45785 |
| 27 | -0.014598 | -0.114 | 0.4548 |
| 28 | -0.06353 | -0.4962 | 0.310773 |
| 29 | -0.058245 | -0.4549 | 0.325394 |
| 30 | -0.08663 | -0.6766 | 0.250607 |
| 31 | -0.090772 | -0.709 | 0.240527 |
| 32 | 0.033184 | 0.2592 | 0.398186 |
| 33 | -0.017818 | -0.1392 | 0.444889 |
| 34 | -0.02002 | -0.1564 | 0.438131 |
| 35 | 0.038037 | 0.2971 | 0.383709 |
| 36 | 0.001221 | 0.0095 | 0.496211 |
