| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.903559 | 7.057 | 0 |
| 2 | 0.843185 | 6.5855 | 0 |
| 3 | 0.768485 | 6.0021 | 0 |
| 4 | 0.683886 | 5.3413 | 1e-06 |
| 5 | 0.587588 | 4.5892 | 1.1e-05 |
| 6 | 0.493235 | 3.8523 | 0.000142 |
| 7 | 0.380247 | 2.9698 | 0.002128 |
| 8 | 0.32078 | 2.5054 | 0.007459 |
| 9 | 0.237047 | 1.8514 | 0.034477 |
| 10 | 0.153294 | 1.1973 | 0.117918 |
| 11 | 0.081444 | 0.6361 | 0.263546 |
| 12 | 0.028249 | 0.2206 | 0.413058 |
| 13 | 0.014125 | 0.1103 | 0.456259 |
| 14 | -0.006811 | -0.0532 | 0.478874 |
| 15 | -0.030813 | -0.2407 | 0.405315 |
| 16 | -0.039968 | -0.3122 | 0.377993 |
| 17 | -0.05233 | -0.4087 | 0.342092 |
| 18 | -0.059163 | -0.4621 | 0.322834 |
| 19 | -0.088378 | -0.6903 | 0.246326 |
| 20 | -0.138152 | -1.079 | 0.142418 |
| 21 | -0.171175 | -1.3369 | 0.093107 |
| 22 | -0.202976 | -1.5853 | 0.059036 |
| 23 | -0.247841 | -1.9357 | 0.028771 |
| 24 | -0.266537 | -2.0817 | 0.020786 |
| 25 | -0.318836 | -2.4902 | 0.007754 |
| 26 | -0.330119 | -2.5783 | 0.006179 |
| 27 | -0.324611 | -2.5353 | 0.006907 |
| 28 | -0.327779 | -2.56 | 0.00648 |
| 29 | -0.334693 | -2.614 | 0.005628 |
| 30 | -0.302395 | -2.3618 | 0.010698 |
| 31 | -0.304503 | -2.3782 | 0.010271 |
| 32 | -0.252328 | -1.9707 | 0.026648 |
| 33 | -0.22011 | -1.7191 | 0.045332 |
| 34 | -0.187252 | -1.4625 | 0.074371 |
| 35 | -0.147581 | -1.1526 | 0.126777 |
| 36 | -0.120353 | -0.94 | 0.175466 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.903559 | 7.057 | 0 |
| 2 | 0.145801 | 1.1387 | 0.129632 |
| 3 | -0.078151 | -0.6104 | 0.27194 |
| 4 | -0.118626 | -0.9265 | 0.178918 |
| 5 | -0.13716 | -1.0713 | 0.144137 |
| 6 | -0.070791 | -0.5529 | 0.291177 |
| 7 | -0.159818 | -1.2482 | 0.10836 |
| 8 | 0.20465 | 1.5984 | 0.057564 |
| 9 | -0.070989 | -0.5544 | 0.290651 |
| 10 | -0.110963 | -0.8667 | 0.194765 |
| 11 | -0.030482 | -0.2381 | 0.406311 |
| 12 | 0.039873 | 0.3114 | 0.378272 |
| 13 | 0.235886 | 1.8423 | 0.035144 |
| 14 | -0.041664 | -0.3254 | 0.372995 |
| 15 | -0.038329 | -0.2994 | 0.382842 |
| 16 | -0.055937 | -0.4369 | 0.33187 |
| 17 | -0.10351 | -0.8084 | 0.210989 |
| 18 | 0.010794 | 0.0843 | 0.466545 |
| 19 | -0.155416 | -1.2138 | 0.114744 |
| 20 | -0.125688 | -0.9817 | 0.165074 |
| 21 | -0.059073 | -0.4614 | 0.323086 |
| 22 | -0.02207 | -0.1724 | 0.431859 |
| 23 | -0.025669 | -0.2005 | 0.420886 |
| 24 | 0.135589 | 1.059 | 0.146891 |
| 25 | -0.122687 | -0.9582 | 0.170869 |
| 26 | 0.07497 | 0.5855 | 0.280175 |
| 27 | 0.106936 | 0.8352 | 0.203434 |
| 28 | 0.007804 | 0.061 | 0.475798 |
| 29 | -0.085745 | -0.6697 | 0.252791 |
| 30 | 0.062897 | 0.4912 | 0.312509 |
| 31 | -0.204172 | -1.5946 | 0.057982 |
| 32 | 0.10181 | 0.7952 | 0.214801 |
| 33 | 0.045958 | 0.3589 | 0.360437 |
| 34 | -0.008363 | -0.0653 | 0.474068 |
| 35 | -0.009797 | -0.0765 | 0.469629 |
| 36 | -0.150763 | -1.1775 | 0.121786 |
