| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.928084 | 7.4825 | 0 |
| 2 | 0.822936 | 6.6347 | 0 |
| 3 | 0.698335 | 5.6302 | 0 |
| 4 | 0.55313 | 4.4595 | 1.7e-05 |
| 5 | 0.362245 | 2.9205 | 0.0024 |
| 6 | 0.185626 | 1.4966 | 0.069673 |
| 7 | 0.022096 | 0.1781 | 0.429583 |
| 8 | -0.139309 | -1.1231 | 0.132753 |
| 9 | -0.293582 | -2.3669 | 0.010462 |
| 10 | -0.406336 | -3.276 | 0.000846 |
| 11 | -0.497539 | -4.0113 | 7.9e-05 |
| 12 | -0.580673 | -4.6815 | 7e-06 |
| 13 | -0.600353 | -4.8402 | 4e-06 |
| 14 | -0.565557 | -4.5597 | 1.2e-05 |
| 15 | -0.509195 | -4.1053 | 5.8e-05 |
| 16 | -0.452602 | -3.649 | 0.000263 |
| 17 | -0.366709 | -2.9565 | 0.002166 |
| 18 | -0.276053 | -2.2256 | 0.014758 |
| 19 | -0.201224 | -1.6223 | 0.054788 |
| 20 | -0.136641 | -1.1016 | 0.137342 |
| 21 | -0.058726 | -0.4735 | 0.318734 |
| 22 | 0.007509 | 0.0605 | 0.475954 |
| 23 | 0.056047 | 0.4519 | 0.326435 |
| 24 | 0.100858 | 0.8131 | 0.209552 |
| 25 | 0.145618 | 1.174 | 0.122338 |
| 26 | 0.162857 | 1.313 | 0.0969 |
| 27 | 0.15825 | 1.2758 | 0.103275 |
| 28 | 0.157778 | 1.2721 | 0.103944 |
| 29 | 0.153363 | 1.2365 | 0.11037 |
| 30 | 0.139573 | 1.1253 | 0.132305 |
| 31 | 0.122877 | 0.9907 | 0.162762 |
| 32 | 0.121714 | 0.9813 | 0.165044 |
| 33 | 0.112419 | 0.9064 | 0.184048 |
| 34 | 0.090255 | 0.7277 | 0.234719 |
| 35 | 0.068628 | 0.5533 | 0.29098 |
| 36 | 0.060857 | 0.4906 | 0.312665 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.928084 | 7.4825 | 0 |
| 2 | -0.276962 | -2.2329 | 0.014501 |
| 3 | -0.155476 | -1.2535 | 0.107259 |
| 4 | -0.190765 | -1.538 | 0.064452 |
| 5 | -0.417586 | -3.3667 | 0.000641 |
| 6 | 0.091109 | 0.7345 | 0.232631 |
| 7 | -0.053765 | -0.4335 | 0.333056 |
| 8 | -0.159521 | -1.2861 | 0.101486 |
| 9 | -0.053064 | -0.4278 | 0.3351 |
| 10 | 0.016366 | 0.1319 | 0.447718 |
| 11 | -0.133247 | -1.0743 | 0.143337 |
| 12 | -0.167641 | -1.3516 | 0.090599 |
| 13 | 0.358371 | 2.8893 | 0.002621 |
| 14 | 0.059525 | 0.4799 | 0.316453 |
| 15 | -0.051859 | -0.4181 | 0.338625 |
| 16 | -0.119399 | -0.9626 | 0.169652 |
| 17 | -0.147007 | -1.1852 | 0.120125 |
| 18 | -0.134696 | -1.086 | 0.140755 |
| 19 | -0.085123 | -0.6863 | 0.247489 |
| 20 | 0.016615 | 0.134 | 0.446926 |
| 21 | 0.025326 | 0.2042 | 0.419425 |
| 22 | 0.036469 | 0.294 | 0.384837 |
| 23 | -0.029653 | -0.2391 | 0.405902 |
| 24 | -0.100039 | -0.8065 | 0.211436 |
| 25 | 0.072318 | 0.583 | 0.280941 |
| 26 | -0.007349 | -0.0592 | 0.476468 |
| 27 | -0.016855 | -0.1359 | 0.446163 |
| 28 | 0.038187 | 0.3079 | 0.379581 |
| 29 | -0.057192 | -0.4611 | 0.323135 |
| 30 | 0.000828 | 0.0067 | 0.497348 |
| 31 | -0.088864 | -0.7164 | 0.238141 |
| 32 | 0.02989 | 0.241 | 0.405163 |
| 33 | -0.024097 | -0.1943 | 0.423283 |
| 34 | -0.048596 | -0.3918 | 0.348247 |
| 35 | 0.024159 | 0.1948 | 0.423087 |
| 36 | 0.046693 | 0.3764 | 0.353905 |
