| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.943107 | 7.3053 | 0 |
| 2 | 0.829739 | 6.4271 | 0 |
| 3 | 0.675245 | 5.2304 | 1e-06 |
| 4 | 0.513774 | 3.9797 | 9.4e-05 |
| 5 | 0.356542 | 2.7618 | 0.003809 |
| 6 | 0.23019 | 1.783 | 0.039819 |
| 7 | 0.133737 | 1.0359 | 0.152197 |
| 8 | 0.059462 | 0.4606 | 0.323379 |
| 9 | 0.013229 | 0.1025 | 0.459363 |
| 10 | -0.010525 | -0.0815 | 0.467647 |
| 11 | -0.020231 | -0.1567 | 0.438 |
| 12 | -0.033402 | -0.2587 | 0.398363 |
| 13 | -0.046923 | -0.3635 | 0.358769 |
| 14 | -0.059016 | -0.4571 | 0.324613 |
| 15 | -0.071881 | -0.5568 | 0.289872 |
| 16 | -0.084463 | -0.6542 | 0.257727 |
| 17 | -0.09273 | -0.7183 | 0.237685 |
| 18 | -0.092216 | -0.7143 | 0.238906 |
| 19 | -0.081015 | -0.6275 | 0.266343 |
| 20 | -0.066545 | -0.5155 | 0.304064 |
| 21 | -0.045652 | -0.3536 | 0.362432 |
| 22 | -0.02615 | -0.2026 | 0.420084 |
| 23 | -0.012561 | -0.0973 | 0.461408 |
| 24 | -0.017341 | -0.1343 | 0.446798 |
| 25 | -0.029841 | -0.2311 | 0.408993 |
| 26 | -0.058045 | -0.4496 | 0.327304 |
| 27 | -0.095655 | -0.7409 | 0.230811 |
| 28 | -0.140989 | -1.0921 | 0.139579 |
| 29 | -0.180515 | -1.3983 | 0.083591 |
| 30 | -0.212056 | -1.6426 | 0.052851 |
| 31 | -0.235349 | -1.823 | 0.036643 |
| 32 | -0.247044 | -1.9136 | 0.030223 |
| 33 | -0.252324 | -1.9545 | 0.027654 |
| 34 | -0.250319 | -1.939 | 0.028607 |
| 35 | -0.25207 | -1.9525 | 0.027773 |
| 36 | -0.252518 | -1.956 | 0.027563 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.943107 | 7.3053 | 0 |
| 2 | -0.540125 | -4.1838 | 4.7e-05 |
| 3 | -0.262554 | -2.0337 | 0.023204 |
| 4 | 0.110923 | 0.8592 | 0.196823 |
| 5 | -0.036583 | -0.2834 | 0.388934 |
| 6 | 0.166516 | 1.2898 | 0.101031 |
| 7 | -0.021818 | -0.169 | 0.433183 |
| 8 | -0.172808 | -1.3386 | 0.092881 |
| 9 | 0.155448 | 1.2041 | 0.116641 |
| 10 | 0.017738 | 0.1374 | 0.445587 |
| 11 | -0.072824 | -0.5641 | 0.287398 |
| 12 | -0.141767 | -1.0981 | 0.13827 |
| 13 | 0.000145 | 0.0011 | 0.499553 |
| 14 | 0.130426 | 1.0103 | 0.15821 |
| 15 | -0.034964 | -0.2708 | 0.393727 |
| 16 | -0.060916 | -0.4719 | 0.319371 |
| 17 | -0.009812 | -0.076 | 0.469834 |
| 18 | 0.068537 | 0.5309 | 0.298728 |
| 19 | 0.132621 | 1.0273 | 0.154206 |
| 20 | -0.160449 | -1.2428 | 0.109383 |
| 21 | -0.01519 | -0.1177 | 0.453364 |
| 22 | 0.018949 | 0.1468 | 0.441898 |
| 23 | -0.01249 | -0.0967 | 0.461625 |
| 24 | -0.128808 | -0.9977 | 0.161206 |
| 25 | -0.000704 | -0.0055 | 0.497834 |
| 26 | -0.099088 | -0.7675 | 0.222887 |
| 27 | 0.029575 | 0.2291 | 0.40979 |
| 28 | -0.032416 | -0.2511 | 0.4013 |
| 29 | -0.02837 | -0.2198 | 0.413404 |
| 30 | -0.00757 | -0.0586 | 0.476717 |
| 31 | -0.036402 | -0.282 | 0.38947 |
| 32 | -0.019937 | -0.1544 | 0.438894 |
| 33 | -0.094895 | -0.7351 | 0.232585 |
| 34 | 0.011808 | 0.0915 | 0.463714 |
| 35 | -0.07891 | -0.6112 | 0.271678 |
| 36 | -0.038209 | -0.296 | 0.38414 |
