| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.820001 | 6.4044 | 0 |
| 2 | 0.776581 | 6.0653 | 0 |
| 3 | 0.718636 | 5.6127 | 0 |
| 4 | 0.695823 | 5.4346 | 1e-06 |
| 5 | 0.625958 | 4.8889 | 4e-06 |
| 6 | 0.553387 | 4.3221 | 2.9e-05 |
| 7 | 0.482311 | 3.767 | 0.000187 |
| 8 | 0.466712 | 3.6451 | 0.000277 |
| 9 | 0.418899 | 3.2717 | 0.000881 |
| 10 | 0.391309 | 3.0562 | 0.001662 |
| 11 | 0.378387 | 2.9553 | 0.002217 |
| 12 | 0.387012 | 3.0227 | 0.00183 |
| 13 | 0.313835 | 2.4511 | 0.008561 |
| 14 | 0.292276 | 2.2827 | 0.012972 |
| 15 | 0.236645 | 1.8483 | 0.034707 |
| 16 | 0.177033 | 1.3827 | 0.085903 |
| 17 | 0.108129 | 0.8445 | 0.20084 |
| 18 | 0.044559 | 0.348 | 0.364514 |
| 19 | -0.006031 | -0.0471 | 0.481291 |
| 20 | -0.042722 | -0.3337 | 0.369887 |
| 21 | -0.118889 | -0.9286 | 0.178391 |
| 22 | -0.155964 | -1.2181 | 0.113935 |
| 23 | -0.157422 | -1.2295 | 0.111803 |
| 24 | -0.163031 | -1.2733 | 0.103869 |
| 25 | -0.192743 | -1.5054 | 0.068695 |
| 26 | -0.20004 | -1.5624 | 0.061688 |
| 27 | -0.181225 | -1.4154 | 0.081016 |
| 28 | -0.204351 | -1.596 | 0.057825 |
| 29 | -0.208387 | -1.6276 | 0.054387 |
| 30 | -0.231413 | -1.8074 | 0.037816 |
| 31 | -0.243224 | -1.8996 | 0.031105 |
| 32 | -0.271897 | -2.1236 | 0.018885 |
| 33 | -0.314155 | -2.4536 | 0.008507 |
| 34 | -0.365514 | -2.8548 | 0.002939 |
| 35 | -0.368418 | -2.8774 | 0.002759 |
| 36 | -0.373542 | -2.9175 | 0.002467 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.820001 | 6.4044 | 0 |
| 2 | 0.318011 | 2.4837 | 0.007882 |
| 3 | 0.080069 | 0.6254 | 0.267033 |
| 4 | 0.117551 | 0.9181 | 0.181091 |
| 5 | -0.076318 | -0.5961 | 0.276669 |
| 6 | -0.120635 | -0.9422 | 0.174906 |
| 7 | -0.089393 | -0.6982 | 0.243859 |
| 8 | 0.105038 | 0.8204 | 0.207598 |
| 9 | 0.008228 | 0.0643 | 0.474486 |
| 10 | 0.048027 | 0.3751 | 0.354444 |
| 11 | 0.107647 | 0.8407 | 0.201886 |
| 12 | 0.101996 | 0.7966 | 0.214383 |
| 13 | -0.224102 | -1.7503 | 0.042548 |
| 14 | -0.05425 | -0.4237 | 0.336635 |
| 15 | -0.113183 | -0.884 | 0.190088 |
| 16 | -0.195868 | -1.5298 | 0.065621 |
| 17 | -0.090939 | -0.7103 | 0.240126 |
| 18 | -0.017344 | -0.1355 | 0.446348 |
| 19 | 0.029032 | 0.2268 | 0.410688 |
| 20 | 0.035431 | 0.2767 | 0.391463 |
| 21 | -0.073683 | -0.5755 | 0.283542 |
| 22 | -0.042055 | -0.3285 | 0.371845 |
| 23 | 0.049199 | 0.3843 | 0.351063 |
| 24 | 0.004671 | 0.0365 | 0.485508 |
| 25 | -0.033869 | -0.2645 | 0.396134 |
| 26 | 0.002764 | 0.0216 | 0.491422 |
| 27 | 0.132238 | 1.0328 | 0.152884 |
| 28 | -0.080902 | -0.6319 | 0.264917 |
| 29 | 0.020294 | 0.1585 | 0.437292 |
| 30 | 0.005209 | 0.0407 | 0.48384 |
| 31 | -0.07585 | -0.5924 | 0.277884 |
| 32 | -0.108983 | -0.8512 | 0.198999 |
| 33 | -0.064358 | -0.5027 | 0.308508 |
| 34 | -0.163891 | -1.28 | 0.102691 |
| 35 | -0.025828 | -0.2017 | 0.420403 |
| 36 | 0.102072 | 0.7972 | 0.214211 |
