| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.949339 | 7.3535 | 0 |
| 2 | 0.876377 | 6.7884 | 0 |
| 3 | 0.79466 | 6.1554 | 0 |
| 4 | 0.702637 | 5.4426 | 1e-06 |
| 5 | 0.606389 | 4.6971 | 8e-06 |
| 6 | 0.510983 | 3.9581 | 0.000101 |
| 7 | 0.4172 | 3.2316 | 0.001 |
| 8 | 0.320782 | 2.4848 | 0.007885 |
| 9 | 0.227606 | 1.763 | 0.041494 |
| 10 | 0.14011 | 1.0853 | 0.141068 |
| 11 | 0.061304 | 0.4749 | 0.318306 |
| 12 | -0.013097 | -0.1014 | 0.459767 |
| 13 | -0.075697 | -0.5863 | 0.279921 |
| 14 | -0.130046 | -1.0073 | 0.158911 |
| 15 | -0.183825 | -1.4239 | 0.079828 |
| 16 | -0.225691 | -1.7482 | 0.042772 |
| 17 | -0.258669 | -2.0036 | 0.024815 |
| 18 | -0.296279 | -2.295 | 0.012624 |
| 19 | -0.330099 | -2.5569 | 0.006554 |
| 20 | -0.362358 | -2.8068 | 0.003369 |
| 21 | -0.398402 | -3.086 | 0.001534 |
| 22 | -0.419651 | -3.2506 | 0.000945 |
| 23 | -0.43595 | -3.3769 | 0.000646 |
| 24 | -0.43713 | -3.386 | 0.000628 |
| 25 | -0.428289 | -3.3175 | 0.000773 |
| 26 | -0.418038 | -3.2381 | 0.000981 |
| 27 | -0.395444 | -3.0631 | 0.001639 |
| 28 | -0.373815 | -2.8956 | 0.002636 |
| 29 | -0.363193 | -2.8133 | 0.00331 |
| 30 | -0.357136 | -2.7664 | 0.003762 |
| 31 | -0.345676 | -2.6776 | 0.004775 |
| 32 | -0.327049 | -2.5333 | 0.006965 |
| 33 | -0.304169 | -2.3561 | 0.010877 |
| 34 | -0.278813 | -2.1597 | 0.017402 |
| 35 | -0.258979 | -2.006 | 0.024683 |
| 36 | -0.234068 | -1.8131 | 0.037411 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.949339 | 7.3535 | 0 |
| 2 | -0.251812 | -1.9505 | 0.027894 |
| 3 | -0.083968 | -0.6504 | 0.258955 |
| 4 | -0.130486 | -1.0107 | 0.158099 |
| 5 | -0.061053 | -0.4729 | 0.318995 |
| 6 | -0.033888 | -0.2625 | 0.396921 |
| 7 | -0.043916 | -0.3402 | 0.367458 |
| 8 | -0.101485 | -0.7861 | 0.217453 |
| 9 | -0.030875 | -0.2392 | 0.4059 |
| 10 | -0.029299 | -0.2269 | 0.410618 |
| 11 | 0.00263 | 0.0204 | 0.491906 |
| 12 | -0.064434 | -0.4991 | 0.309765 |
| 13 | 0.029705 | 0.2301 | 0.4094 |
| 14 | -0.038349 | -0.297 | 0.383728 |
| 15 | -0.095769 | -0.7418 | 0.230545 |
| 16 | 0.045054 | 0.349 | 0.364161 |
| 17 | -0.023769 | -0.1841 | 0.427273 |
| 18 | -0.152256 | -1.1794 | 0.121454 |
| 19 | -0.01687 | -0.1307 | 0.448235 |
| 20 | -0.086879 | -0.673 | 0.251777 |
| 21 | -0.113828 | -0.8817 | 0.190727 |
| 22 | 0.116438 | 0.9019 | 0.185352 |
| 23 | -0.082138 | -0.6362 | 0.263519 |
| 24 | 0.090368 | 0.7 | 0.243321 |
| 25 | -0.005321 | -0.0412 | 0.483631 |
| 26 | -0.078928 | -0.6114 | 0.27163 |
| 27 | 0.079675 | 0.6172 | 0.269732 |
| 28 | -0.111745 | -0.8656 | 0.195085 |
| 29 | -0.169052 | -1.3095 | 0.097684 |
| 30 | -0.078831 | -0.6106 | 0.271878 |
| 31 | 0.002188 | 0.017 | 0.493266 |
| 32 | 0.070991 | 0.5499 | 0.292217 |
| 33 | -0.036627 | -0.2837 | 0.388804 |
| 34 | -0.019845 | -0.1537 | 0.439174 |
| 35 | -0.094946 | -0.7355 | 0.232465 |
| 36 | 0.03088 | 0.2392 | 0.405884 |
