| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.940542 | 6.5838 | 0 |
| 2 | 0.869198 | 6.0844 | 0 |
| 3 | 0.786067 | 5.5025 | 1e-06 |
| 4 | 0.683813 | 4.7867 | 8e-06 |
| 5 | 0.572741 | 4.0092 | 0.000104 |
| 6 | 0.460074 | 3.2205 | 0.001137 |
| 7 | 0.345287 | 2.417 | 0.009708 |
| 8 | 0.232312 | 1.6262 | 0.055163 |
| 9 | 0.124106 | 0.8687 | 0.194612 |
| 10 | 0.033895 | 0.2373 | 0.406722 |
| 11 | -0.041679 | -0.2918 | 0.385854 |
| 12 | -0.118925 | -0.8325 | 0.204589 |
| 13 | -0.177152 | -1.2401 | 0.110428 |
| 14 | -0.225646 | -1.5795 | 0.060325 |
| 15 | -0.272084 | -1.9046 | 0.031356 |
| 16 | -0.324576 | -2.272 | 0.013755 |
| 17 | -0.377428 | -2.642 | 0.005516 |
| 18 | -0.40807 | -2.8565 | 0.003134 |
| 19 | -0.439736 | -3.0782 | 0.001704 |
| 20 | -0.466962 | -3.2687 | 0.000989 |
| 21 | -0.47987 | -3.3591 | 0.00076 |
| 22 | -0.486463 | -3.4052 | 0.000664 |
| 23 | -0.488814 | -3.4217 | 0.000632 |
| 24 | -0.472678 | -3.3087 | 0.000881 |
| 25 | -0.44689 | -3.1282 | 0.001479 |
| 26 | -0.398945 | -2.7926 | 0.003718 |
| 27 | -0.360478 | -2.5233 | 0.007459 |
| 28 | -0.308128 | -2.1569 | 0.017973 |
| 29 | -0.234488 | -1.6414 | 0.053557 |
| 30 | -0.168677 | -1.1807 | 0.121703 |
| 31 | -0.113138 | -0.792 | 0.216099 |
| 32 | -0.054289 | -0.38 | 0.352785 |
| 33 | -0.006593 | -0.0462 | 0.481689 |
| 34 | 0.03579 | 0.2505 | 0.401612 |
| 35 | 0.077189 | 0.5403 | 0.295712 |
| 36 | 0.107889 | 0.7552 | 0.226866 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.940542 | 6.5838 | 0 |
| 2 | -0.133655 | -0.9356 | 0.177038 |
| 3 | -0.132436 | -0.9271 | 0.179222 |
| 4 | -0.201393 | -1.4098 | 0.082464 |
| 5 | -0.114067 | -0.7985 | 0.214226 |
| 6 | -0.057603 | -0.4032 | 0.34427 |
| 7 | -0.069646 | -0.4875 | 0.314032 |
| 8 | -0.054272 | -0.3799 | 0.352829 |
| 9 | -0.048749 | -0.3412 | 0.367189 |
| 10 | 0.068055 | 0.4764 | 0.317959 |
| 11 | 0.027931 | 0.1955 | 0.422898 |
| 12 | -0.139985 | -0.9799 | 0.165976 |
| 13 | 0.034068 | 0.2385 | 0.406253 |
| 14 | -0.045145 | -0.316 | 0.376666 |
| 15 | -0.084823 | -0.5938 | 0.277702 |
| 16 | -0.191992 | -1.3439 | 0.092578 |
| 17 | -0.135889 | -0.9512 | 0.17308 |
| 18 | 0.130159 | 0.9111 | 0.183348 |
| 19 | -0.075048 | -0.5253 | 0.30086 |
| 20 | -0.040821 | -0.2857 | 0.388137 |
| 21 | -0.00537 | -0.0376 | 0.485084 |
| 22 | -0.020826 | -0.1458 | 0.442345 |
| 23 | -0.023889 | -0.1672 | 0.433943 |
| 24 | 0.027078 | 0.1895 | 0.425224 |
| 25 | -0.029672 | -0.2077 | 0.418161 |
| 26 | 0.124757 | 0.8733 | 0.19338 |
| 27 | -0.162103 | -1.1347 | 0.131006 |
| 28 | 0.06671 | 0.467 | 0.321296 |
| 29 | 0.108506 | 0.7595 | 0.225583 |
| 30 | -0.036092 | -0.2526 | 0.400799 |
| 31 | -0.106132 | -0.7429 | 0.230537 |
| 32 | -0.012828 | -0.0898 | 0.464407 |
| 33 | -0.07273 | -0.5091 | 0.306479 |
| 34 | 0.019023 | 0.1332 | 0.447305 |
| 35 | 0.051953 | 0.3637 | 0.358835 |
| 36 | -0.072351 | -0.5065 | 0.307405 |
