| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.939418 | 6.5085 | 0 |
| 2 | 0.866164 | 6.001 | 0 |
| 3 | 0.780214 | 5.4055 | 1e-06 |
| 4 | 0.681134 | 4.719 | 1e-05 |
| 5 | 0.572121 | 3.9638 | 0.000122 |
| 6 | 0.46101 | 3.194 | 0.00124 |
| 7 | 0.347018 | 2.4042 | 0.010058 |
| 8 | 0.235623 | 1.6324 | 0.054565 |
| 9 | 0.135437 | 0.9383 | 0.176384 |
| 10 | 0.048303 | 0.3347 | 0.369672 |
| 11 | -0.025232 | -0.1748 | 0.430982 |
| 12 | -0.10007 | -0.6933 | 0.245729 |
| 13 | -0.153979 | -1.0668 | 0.1457 |
| 14 | -0.199665 | -1.3833 | 0.086483 |
| 15 | -0.244988 | -1.6973 | 0.048055 |
| 16 | -0.296525 | -2.0544 | 0.022703 |
| 17 | -0.348398 | -2.4138 | 0.009826 |
| 18 | -0.383787 | -2.659 | 0.00531 |
| 19 | -0.41552 | -2.8788 | 0.002972 |
| 20 | -0.441641 | -3.0598 | 0.00181 |
| 21 | -0.461235 | -3.1955 | 0.001234 |
| 22 | -0.469418 | -3.2522 | 0.001049 |
| 23 | -0.472063 | -3.2705 | 0.000995 |
| 24 | -0.456495 | -3.1627 | 0.001355 |
| 25 | -0.427759 | -2.9636 | 0.002361 |
| 26 | -0.380564 | -2.6366 | 0.005624 |
| 27 | -0.344549 | -2.3871 | 0.010484 |
| 28 | -0.293736 | -2.0351 | 0.023693 |
| 29 | -0.229256 | -1.5883 | 0.059389 |
| 30 | -0.171108 | -1.1855 | 0.120833 |
| 31 | -0.12169 | -0.8431 | 0.201679 |
| 32 | -0.074272 | -0.5146 | 0.304607 |
| 33 | -0.029872 | -0.207 | 0.41846 |
| 34 | 0.007909 | 0.0548 | 0.478265 |
| 35 | 0.051645 | 0.3578 | 0.361028 |
| 36 | 0.083806 | 0.5806 | 0.282106 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.939418 | 6.5085 | 0 |
| 2 | -0.139099 | -0.9637 | 0.170012 |
| 3 | -0.13876 | -0.9614 | 0.170595 |
| 4 | -0.145869 | -1.0106 | 0.158635 |
| 5 | -0.124366 | -0.8616 | 0.196587 |
| 6 | -0.064016 | -0.4435 | 0.329693 |
| 7 | -0.084492 | -0.5854 | 0.280517 |
| 8 | -0.049031 | -0.3397 | 0.367785 |
| 9 | 0.015184 | 0.1052 | 0.45833 |
| 10 | 0.020034 | 0.1388 | 0.445096 |
| 11 | 0.014896 | 0.1032 | 0.459116 |
| 12 | -0.135882 | -0.9414 | 0.175602 |
| 13 | 0.067885 | 0.4703 | 0.320128 |
| 14 | -0.045739 | -0.3169 | 0.376351 |
| 15 | -0.111424 | -0.772 | 0.221959 |
| 16 | -0.17166 | -1.1893 | 0.120086 |
| 17 | -0.116362 | -0.8062 | 0.212058 |
| 18 | 0.083729 | 0.5801 | 0.282283 |
| 19 | -0.041839 | -0.2899 | 0.386581 |
| 20 | -0.040667 | -0.2818 | 0.389673 |
| 21 | -0.033296 | -0.2307 | 0.409272 |
| 22 | 0.021303 | 0.1476 | 0.44164 |
| 23 | -0.020467 | -0.1418 | 0.443916 |
| 24 | 0.022452 | 0.1556 | 0.438519 |
| 25 | 0.015747 | 0.1091 | 0.45679 |
| 26 | 0.100997 | 0.6997 | 0.243738 |
| 27 | -0.182349 | -1.2633 | 0.106283 |
| 28 | 0.063113 | 0.4373 | 0.331942 |
| 29 | 0.056784 | 0.3934 | 0.34788 |
| 30 | -0.035842 | -0.2483 | 0.402472 |
| 31 | -0.078455 | -0.5436 | 0.294632 |
| 32 | -0.024521 | -0.1699 | 0.432908 |
| 33 | 0.004534 | 0.0314 | 0.487536 |
| 34 | -0.001153 | -0.008 | 0.49683 |
| 35 | 0.092721 | 0.6424 | 0.261838 |
| 36 | -0.067979 | -0.471 | 0.319897 |
