| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.928165 | 6.4305 | 0 |
| 2 | 0.848198 | 5.8765 | 0 |
| 3 | 0.758669 | 5.2562 | 2e-06 |
| 4 | 0.651716 | 4.5152 | 2.1e-05 |
| 5 | 0.535467 | 3.7098 | 0.000269 |
| 6 | 0.424495 | 2.941 | 0.002511 |
| 7 | 0.30621 | 2.1215 | 0.019536 |
| 8 | 0.204231 | 1.415 | 0.081769 |
| 9 | 0.109739 | 0.7603 | 0.225399 |
| 10 | 0.024848 | 0.1722 | 0.432021 |
| 11 | -0.044806 | -0.3104 | 0.378791 |
| 12 | -0.114631 | -0.7942 | 0.215499 |
| 13 | -0.16994 | -1.1774 | 0.122424 |
| 14 | -0.213239 | -1.4774 | 0.073055 |
| 15 | -0.263711 | -1.827 | 0.036957 |
| 16 | -0.326668 | -2.2632 | 0.014091 |
| 17 | -0.36066 | -2.4987 | 0.00797 |
| 18 | -0.403913 | -2.7984 | 0.003686 |
| 19 | -0.436587 | -3.0248 | 0.001995 |
| 20 | -0.463601 | -3.2119 | 0.001178 |
| 21 | -0.478014 | -3.3118 | 0.000883 |
| 22 | -0.48559 | -3.3643 | 0.000758 |
| 23 | -0.476633 | -3.3022 | 0.000908 |
| 24 | -0.449224 | -3.1123 | 0.001562 |
| 25 | -0.397526 | -2.7541 | 0.004144 |
| 26 | -0.360532 | -2.4978 | 0.007988 |
| 27 | -0.316465 | -2.1925 | 0.01661 |
| 28 | -0.250277 | -1.734 | 0.044672 |
| 29 | -0.191978 | -1.3301 | 0.094892 |
| 30 | -0.142653 | -0.9883 | 0.163974 |
| 31 | -0.08986 | -0.6226 | 0.268256 |
| 32 | -0.041081 | -0.2846 | 0.388582 |
| 33 | -0.00368 | -0.0255 | 0.489882 |
| 34 | 0.045149 | 0.3128 | 0.377892 |
| 35 | 0.082511 | 0.5717 | 0.285112 |
| 36 | 0.112738 | 0.7811 | 0.219298 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.928165 | 6.4305 | 0 |
| 2 | -0.095962 | -0.6648 | 0.254665 |
| 3 | -0.109867 | -0.7612 | 0.225135 |
| 4 | -0.17299 | -1.1985 | 0.118301 |
| 5 | -0.123482 | -0.8555 | 0.198259 |
| 6 | -0.021612 | -0.1497 | 0.440801 |
| 7 | -0.118944 | -0.8241 | 0.206988 |
| 8 | 0.04559 | 0.3159 | 0.376741 |
| 9 | -0.036188 | -0.2507 | 0.401552 |
| 10 | -0.01859 | -0.1288 | 0.44903 |
| 11 | 0.008581 | 0.0595 | 0.476419 |
| 12 | -0.120556 | -0.8352 | 0.203861 |
| 13 | 0.015907 | 0.1102 | 0.456353 |
| 14 | -0.027659 | -0.1916 | 0.424421 |
| 15 | -0.137963 | -0.9558 | 0.171972 |
| 16 | -0.19814 | -1.3728 | 0.088105 |
| 17 | 0.108837 | 0.754 | 0.227253 |
| 18 | -0.130555 | -0.9045 | 0.185121 |
| 19 | 0.000693 | 0.0048 | 0.498093 |
| 20 | -0.067533 | -0.4679 | 0.320994 |
| 21 | 0.008694 | 0.0602 | 0.476109 |
| 22 | -0.028411 | -0.1968 | 0.422392 |
| 23 | -0.013274 | -0.092 | 0.463554 |
| 24 | 0.094075 | 0.6518 | 0.258829 |
| 25 | 0.082311 | 0.5703 | 0.285579 |
| 26 | -0.180362 | -1.2496 | 0.108754 |
| 27 | -0.006102 | -0.0423 | 0.483226 |
| 28 | 0.089138 | 0.6176 | 0.269889 |
| 29 | -0.041111 | -0.2848 | 0.388501 |
| 30 | -0.054889 | -0.3803 | 0.352706 |
| 31 | 0.002633 | 0.0182 | 0.492762 |
| 32 | -0.004459 | -0.0309 | 0.487742 |
| 33 | -0.021964 | -0.1522 | 0.439846 |
| 34 | 0.074646 | 0.5172 | 0.303708 |
| 35 | -0.01315 | -0.0911 | 0.463894 |
| 36 | -0.059982 | -0.4156 | 0.33979 |
