| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.917462 | 6.8041 | 0 |
| 2 | 0.826409 | 6.1288 | 0 |
| 3 | 0.722885 | 5.3611 | 1e-06 |
| 4 | 0.610439 | 4.5271 | 1.6e-05 |
| 5 | 0.484952 | 3.5965 | 0.000345 |
| 6 | 0.383284 | 2.8425 | 0.003134 |
| 7 | 0.287184 | 2.1298 | 0.018838 |
| 8 | 0.204376 | 1.5157 | 0.067662 |
| 9 | 0.126307 | 0.9367 | 0.176499 |
| 10 | 0.061954 | 0.4595 | 0.323857 |
| 11 | 0.007508 | 0.0557 | 0.477898 |
| 12 | -0.05557 | -0.4121 | 0.340927 |
| 13 | -0.113926 | -0.8449 | 0.200915 |
| 14 | -0.178618 | -1.3247 | 0.09538 |
| 15 | -0.220868 | -1.638 | 0.053565 |
| 16 | -0.279313 | -2.0714 | 0.021511 |
| 17 | -0.331836 | -2.461 | 0.008512 |
| 18 | -0.386843 | -2.8689 | 0.002916 |
| 19 | -0.429764 | -3.1872 | 0.001185 |
| 20 | -0.474145 | -3.5164 | 0.000442 |
| 21 | -0.495471 | -3.6745 | 0.000271 |
| 22 | -0.498509 | -3.697 | 0.000252 |
| 23 | -0.476097 | -3.5308 | 0.000423 |
| 24 | -0.457462 | -3.3926 | 0.000645 |
| 25 | -0.429548 | -3.1856 | 0.00119 |
| 26 | -0.380831 | -2.8243 | 0.003294 |
| 27 | -0.341107 | -2.5297 | 0.007155 |
| 28 | -0.303871 | -2.2536 | 0.014115 |
| 29 | -0.255384 | -1.894 | 0.031746 |
| 30 | -0.206639 | -1.5325 | 0.065569 |
| 31 | -0.167669 | -1.2435 | 0.109485 |
| 32 | -0.113898 | -0.8447 | 0.200971 |
| 33 | -0.063269 | -0.4692 | 0.320384 |
| 34 | -0.023254 | -0.1725 | 0.431856 |
| 35 | -0.002547 | -0.0189 | 0.492499 |
| 36 | 0.013909 | 0.1031 | 0.45911 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.917462 | 6.8041 | 0 |
| 2 | -0.096856 | -0.7183 | 0.237805 |
| 3 | -0.126853 | -0.9408 | 0.175469 |
| 4 | -0.111541 | -0.8272 | 0.205846 |
| 5 | -0.147175 | -1.0915 | 0.13991 |
| 6 | 0.083984 | 0.6228 | 0.267982 |
| 7 | -0.034405 | -0.2552 | 0.399776 |
| 8 | -0.000172 | -0.0013 | 0.499492 |
| 9 | -0.058646 | -0.4349 | 0.332659 |
| 10 | -0.020749 | -0.1539 | 0.439135 |
| 11 | 0.000133 | 0.001 | 0.499608 |
| 12 | -0.141956 | -1.0528 | 0.148524 |
| 13 | -0.035503 | -0.2633 | 0.396653 |
| 14 | -0.126556 | -0.9386 | 0.17603 |
| 15 | 0.089586 | 0.6644 | 0.254608 |
| 16 | -0.165311 | -1.226 | 0.112715 |
| 17 | -0.06637 | -0.4922 | 0.312264 |
| 18 | -0.103027 | -0.7641 | 0.224046 |
| 19 | -0.053742 | -0.3986 | 0.345879 |
| 20 | -0.050112 | -0.3716 | 0.355795 |
| 21 | 0.003544 | 0.0263 | 0.489564 |
| 22 | 0.042457 | 0.3149 | 0.377026 |
| 23 | 0.048531 | 0.3599 | 0.360144 |
| 24 | -0.101482 | -0.7526 | 0.227446 |
| 25 | -0.039175 | -0.2905 | 0.386253 |
| 26 | 0.061229 | 0.4541 | 0.325777 |
| 27 | -0.080323 | -0.5957 | 0.276912 |
| 28 | -0.030403 | -0.2255 | 0.411222 |
| 29 | 0.072713 | 0.5393 | 0.295944 |
| 30 | -0.041673 | -0.3091 | 0.379225 |
| 31 | -0.018356 | -0.1361 | 0.446107 |
| 32 | 0.06393 | 0.4741 | 0.318648 |
| 33 | -0.019635 | -0.1456 | 0.442379 |
| 34 | -0.104086 | -0.7719 | 0.221732 |
| 35 | -0.099479 | -0.7378 | 0.231899 |
| 36 | -0.057069 | -0.4232 | 0.336887 |
