| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.915179 | 7.1478 | 0 |
| 2 | 0.814369 | 6.3604 | 0 |
| 3 | 0.721599 | 5.6359 | 0 |
| 4 | 0.655347 | 5.1184 | 2e-06 |
| 5 | 0.606297 | 4.7353 | 7e-06 |
| 6 | 0.549476 | 4.2915 | 3.2e-05 |
| 7 | 0.489165 | 3.8205 | 0.000157 |
| 8 | 0.394023 | 3.0774 | 0.001563 |
| 9 | 0.316037 | 2.4683 | 0.008197 |
| 10 | 0.262062 | 2.0468 | 0.022498 |
| 11 | 0.21025 | 1.6421 | 0.052857 |
| 12 | 0.161316 | 1.2599 | 0.106249 |
| 13 | 0.078871 | 0.616 | 0.270092 |
| 14 | -0.01296 | -0.1012 | 0.459855 |
| 15 | -0.091972 | -0.7183 | 0.23765 |
| 16 | -0.154916 | -1.2099 | 0.115486 |
| 17 | -0.192291 | -1.5018 | 0.069148 |
| 18 | -0.232032 | -1.8122 | 0.037437 |
| 19 | -0.271863 | -2.1233 | 0.018896 |
| 20 | -0.32547 | -2.542 | 0.006789 |
| 21 | -0.35811 | -2.7969 | 0.003446 |
| 22 | -0.36511 | -2.8516 | 0.002964 |
| 23 | -0.372501 | -2.9093 | 0.002524 |
| 24 | -0.377357 | -2.9473 | 0.002268 |
| 25 | -0.410577 | -3.2067 | 0.00107 |
| 26 | -0.445087 | -3.4762 | 0.000471 |
| 27 | -0.465575 | -3.6363 | 0.000285 |
| 28 | -0.466078 | -3.6402 | 0.000281 |
| 29 | -0.450358 | -3.5174 | 0.000415 |
| 30 | -0.441005 | -3.4444 | 0.00052 |
| 31 | -0.421298 | -3.2904 | 0.000833 |
| 32 | -0.414189 | -3.2349 | 0.000983 |
| 33 | -0.387741 | -3.0284 | 0.001801 |
| 34 | -0.357017 | -2.7884 | 0.003527 |
| 35 | -0.326396 | -2.5492 | 0.006663 |
| 36 | -0.288575 | -2.2538 | 0.013905 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.915179 | 7.1478 | 0 |
| 2 | -0.142711 | -1.1146 | 0.134695 |
| 3 | 0.003457 | 0.027 | 0.489274 |
| 4 | 0.102767 | 0.8026 | 0.212651 |
| 5 | 0.039948 | 0.312 | 0.378052 |
| 6 | -0.087615 | -0.6843 | 0.248191 |
| 7 | -0.023 | -0.1796 | 0.429017 |
| 8 | -0.240455 | -1.878 | 0.032581 |
| 9 | 0.082385 | 0.6434 | 0.261173 |
| 10 | 0.05576 | 0.4355 | 0.332368 |
| 11 | -0.10487 | -0.8191 | 0.20797 |
| 12 | -0.018277 | -0.1428 | 0.443478 |
| 13 | -0.211977 | -1.6556 | 0.05147 |
| 14 | -0.102191 | -0.7981 | 0.213944 |
| 15 | 0.051702 | 0.4038 | 0.343884 |
| 16 | -0.082725 | -0.6461 | 0.260318 |
| 17 | 0.021395 | 0.1671 | 0.433923 |
| 18 | -0.034227 | -0.2673 | 0.395062 |
| 19 | -0.057655 | -0.4503 | 0.327045 |
| 20 | -0.053198 | -0.4155 | 0.339622 |
| 21 | 0.090648 | 0.708 | 0.240827 |
| 22 | -0.008491 | -0.0663 | 0.47367 |
| 23 | -0.064927 | -0.5071 | 0.306959 |
| 24 | -0.025083 | -0.1959 | 0.422667 |
| 25 | -0.173164 | -1.3525 | 0.090612 |
| 26 | -0.004981 | -0.0389 | 0.484548 |
| 27 | 0.019249 | 0.1503 | 0.440498 |
| 28 | -0.05699 | -0.4451 | 0.328908 |
| 29 | -0.019914 | -0.1555 | 0.438456 |
| 30 | -0.034745 | -0.2714 | 0.393514 |
| 31 | 0.044604 | 0.3484 | 0.364381 |
| 32 | -0.039694 | -0.31 | 0.3788 |
| 33 | 0.073924 | 0.5774 | 0.28291 |
| 34 | -0.131738 | -1.0289 | 0.153794 |
| 35 | 0.002708 | 0.0211 | 0.491598 |
| 36 | 0.047936 | 0.3744 | 0.354705 |
