| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.943243 | 7.3063 | 0 |
| 2 | 0.861224 | 6.671 | 0 |
| 3 | 0.758694 | 5.8768 | 0 |
| 4 | 0.652925 | 5.0575 | 2e-06 |
| 5 | 0.540573 | 4.1873 | 4.7e-05 |
| 6 | 0.424568 | 3.2887 | 0.000843 |
| 7 | 0.309644 | 2.3985 | 0.009794 |
| 8 | 0.196191 | 1.5197 | 0.06692 |
| 9 | 0.095421 | 0.7391 | 0.231356 |
| 10 | 0.013862 | 0.1074 | 0.457427 |
| 11 | -0.047429 | -0.3674 | 0.357314 |
| 12 | -0.087023 | -0.6741 | 0.251425 |
| 13 | -0.112593 | -0.8721 | 0.193304 |
| 14 | -0.138587 | -1.0735 | 0.143674 |
| 15 | -0.167269 | -1.2957 | 0.100028 |
| 16 | -0.202932 | -1.5719 | 0.060615 |
| 17 | -0.237891 | -1.8427 | 0.035158 |
| 18 | -0.270616 | -2.0962 | 0.020146 |
| 19 | -0.296375 | -2.2957 | 0.012601 |
| 20 | -0.322385 | -2.4972 | 0.00764 |
| 21 | -0.343985 | -2.6645 | 0.004944 |
| 22 | -0.366714 | -2.8406 | 0.003071 |
| 23 | -0.379951 | -2.9431 | 0.002307 |
| 24 | -0.392093 | -3.0371 | 0.001766 |
| 25 | -0.394319 | -3.0544 | 0.001681 |
| 26 | -0.389701 | -3.0186 | 0.001862 |
| 27 | -0.377966 | -2.9277 | 0.002409 |
| 28 | -0.362548 | -2.8083 | 0.003356 |
| 29 | -0.346044 | -2.6804 | 0.004739 |
| 30 | -0.323172 | -2.5033 | 0.007522 |
| 31 | -0.298653 | -2.3134 | 0.012074 |
| 32 | -0.273527 | -2.1187 | 0.019131 |
| 33 | -0.243268 | -1.8843 | 0.032183 |
| 34 | -0.209479 | -1.6226 | 0.054957 |
| 35 | -0.17644 | -1.3667 | 0.088409 |
| 36 | -0.140426 | -1.0877 | 0.140531 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.943243 | 7.3063 | 0 |
| 2 | -0.25825 | -2.0004 | 0.024995 |
| 3 | -0.192795 | -1.4934 | 0.070288 |
| 4 | -0.025655 | -0.1987 | 0.421576 |
| 5 | -0.106857 | -0.8277 | 0.205557 |
| 6 | -0.09718 | -0.7528 | 0.22727 |
| 7 | -0.049241 | -0.3814 | 0.352121 |
| 8 | -0.076643 | -0.5937 | 0.277481 |
| 9 | 0.023577 | 0.1826 | 0.427853 |
| 10 | 0.065477 | 0.5072 | 0.306944 |
| 11 | 0.036419 | 0.2821 | 0.389417 |
| 12 | 0.05868 | 0.4545 | 0.325543 |
| 13 | -0.012268 | -0.095 | 0.462305 |
| 14 | -0.146392 | -1.1339 | 0.130663 |
| 15 | -0.111032 | -0.8601 | 0.196591 |
| 16 | -0.137395 | -1.0643 | 0.145738 |
| 17 | -0.058998 | -0.457 | 0.324661 |
| 18 | -0.023758 | -0.184 | 0.427305 |
| 19 | 0.023143 | 0.1793 | 0.429168 |
| 20 | -0.039116 | -0.303 | 0.381472 |
| 21 | 0.029677 | 0.2299 | 0.409485 |
| 22 | -0.053969 | -0.418 | 0.338703 |
| 23 | 0.022185 | 0.1718 | 0.43207 |
| 24 | -0.106298 | -0.8234 | 0.206776 |
| 25 | -0.043526 | -0.3372 | 0.36859 |
| 26 | -0.05973 | -0.4627 | 0.322639 |
| 27 | -0.042506 | -0.3293 | 0.371556 |
| 28 | -0.037896 | -0.2935 | 0.385059 |
| 29 | -0.022725 | -0.176 | 0.430433 |
| 30 | 0.039297 | 0.3044 | 0.380939 |
| 31 | -0.014083 | -0.1091 | 0.45675 |
| 32 | -0.047095 | -0.3648 | 0.358273 |
| 33 | 0.021225 | 0.1644 | 0.434982 |
| 34 | -0.01352 | -0.1047 | 0.458471 |
| 35 | -0.055439 | -0.4294 | 0.334573 |
| 36 | 0.004342 | 0.0336 | 0.48664 |
