| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.9536 | 6.743 | 0 |
| 2 | 0.8899 | 6.2925 | 0 |
| 3 | 0.834178 | 5.8985 | 0 |
| 4 | 0.782065 | 5.53 | 1e-06 |
| 5 | 0.730693 | 5.1668 | 2e-06 |
| 6 | 0.676223 | 4.7816 | 8e-06 |
| 7 | 0.613487 | 4.338 | 3.5e-05 |
| 8 | 0.55464 | 3.9219 | 0.000134 |
| 9 | 0.505957 | 3.5777 | 0.000391 |
| 10 | 0.464666 | 3.2857 | 0.000932 |
| 11 | 0.412125 | 2.9142 | 0.002661 |
| 12 | 0.33692 | 2.3824 | 0.010522 |
| 13 | 0.262309 | 1.8548 | 0.034763 |
| 14 | 0.185197 | 1.3095 | 0.098169 |
| 15 | 0.0979 | 0.6923 | 0.245989 |
| 16 | 0.013958 | 0.0987 | 0.460886 |
| 17 | -0.059042 | -0.4175 | 0.339054 |
| 18 | -0.119314 | -0.8437 | 0.201434 |
| 19 | -0.157627 | -1.1146 | 0.135178 |
| 20 | -0.191548 | -1.3544 | 0.090841 |
| 21 | -0.230386 | -1.6291 | 0.054791 |
| 22 | -0.262988 | -1.8596 | 0.034415 |
| 23 | -0.293652 | -2.0764 | 0.021507 |
| 24 | -0.310606 | -2.1963 | 0.016367 |
| 25 | -0.33589 | -2.3751 | 0.01071 |
| 26 | -0.375524 | -2.6554 | 0.0053 |
| 27 | -0.418529 | -2.9594 | 0.00235 |
| 28 | -0.445413 | -3.1495 | 0.001379 |
| 29 | -0.459657 | -3.2503 | 0.001033 |
| 30 | -0.456549 | -3.2283 | 0.001101 |
| 31 | -0.456594 | -3.2286 | 0.0011 |
| 32 | -0.4573 | -3.2336 | 0.001084 |
| 33 | -0.443719 | -3.1376 | 0.001427 |
| 34 | -0.42081 | -2.9756 | 0.002248 |
| 35 | -0.385642 | -2.7269 | 0.004397 |
| 36 | -0.352746 | -2.4943 | 0.007986 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.9536 | 6.743 | 0 |
| 2 | -0.214597 | -1.5174 | 0.067728 |
| 3 | 0.093683 | 0.6624 | 0.255366 |
| 4 | -0.031378 | -0.2219 | 0.412658 |
| 5 | -0.017662 | -0.1249 | 0.450555 |
| 6 | -0.065389 | -0.4624 | 0.32291 |
| 7 | -0.11292 | -0.7985 | 0.214189 |
| 8 | 0.036281 | 0.2565 | 0.399292 |
| 9 | 0.038982 | 0.2756 | 0.391979 |
| 10 | 0.023723 | 0.1677 | 0.43373 |
| 11 | -0.171584 | -1.2133 | 0.115361 |
| 12 | -0.23748 | -1.6792 | 0.049673 |
| 13 | 0.025584 | 0.1809 | 0.428586 |
| 14 | -0.167611 | -1.1852 | 0.120773 |
| 15 | -0.191828 | -1.3564 | 0.090528 |
| 16 | -0.018287 | -0.1293 | 0.448815 |
| 17 | 0.051594 | 0.3648 | 0.358389 |
| 18 | 0.089895 | 0.6357 | 0.263951 |
| 19 | 0.145816 | 1.0311 | 0.153734 |
| 20 | -0.082849 | -0.5858 | 0.280312 |
| 21 | -0.069875 | -0.4941 | 0.311704 |
| 22 | 0.082631 | 0.5843 | 0.280827 |
| 23 | -0.082601 | -0.5841 | 0.280897 |
| 24 | 0.104595 | 0.7396 | 0.2315 |
| 25 | -0.164782 | -1.1652 | 0.124737 |
| 26 | -0.06802 | -0.481 | 0.316317 |
| 27 | -0.069241 | -0.4896 | 0.313276 |
| 28 | 0.088335 | 0.6246 | 0.26753 |
| 29 | -0.058318 | -0.4124 | 0.340915 |
| 30 | 0.041036 | 0.2902 | 0.386443 |
| 31 | -0.101353 | -0.7167 | 0.238456 |
| 32 | -0.004116 | -0.0291 | 0.488448 |
| 33 | 0.07566 | 0.535 | 0.297513 |
| 34 | 0.00282 | 0.0199 | 0.492086 |
| 35 | 0.140619 | 0.9943 | 0.162426 |
| 36 | 0.017234 | 0.1219 | 0.451749 |
