| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.951116 | 7.3673 | 0 |
| 2 | 0.876764 | 6.7914 | 0 |
| 3 | 0.797355 | 6.1763 | 0 |
| 4 | 0.711748 | 5.5132 | 0 |
| 5 | 0.617142 | 4.7804 | 6e-06 |
| 6 | 0.515925 | 3.9963 | 8.9e-05 |
| 7 | 0.429807 | 3.3293 | 0.000746 |
| 8 | 0.3669 | 2.842 | 0.003059 |
| 9 | 0.307707 | 2.3835 | 0.010166 |
| 10 | 0.248391 | 1.924 | 0.029549 |
| 11 | 0.201642 | 1.5619 | 0.061784 |
| 12 | 0.166602 | 1.2905 | 0.100915 |
| 13 | 0.142921 | 1.1071 | 0.136343 |
| 14 | 0.12352 | 0.9568 | 0.171258 |
| 15 | 0.102026 | 0.7903 | 0.216235 |
| 16 | 0.071315 | 0.5524 | 0.291361 |
| 17 | 0.039113 | 0.303 | 0.381482 |
| 18 | 0.002725 | 0.0211 | 0.491616 |
| 19 | -0.0317 | -0.2456 | 0.403434 |
| 20 | -0.067241 | -0.5208 | 0.302195 |
| 21 | -0.105989 | -0.821 | 0.207453 |
| 22 | -0.14097 | -1.0919 | 0.13961 |
| 23 | -0.174943 | -1.3551 | 0.090233 |
| 24 | -0.204737 | -1.5859 | 0.059011 |
| 25 | -0.2353 | -1.8226 | 0.036672 |
| 26 | -0.264171 | -2.0463 | 0.02256 |
| 27 | -0.291326 | -2.2566 | 0.013844 |
| 28 | -0.310045 | -2.4016 | 0.009719 |
| 29 | -0.316668 | -2.4529 | 0.008548 |
| 30 | -0.308972 | -2.3933 | 0.009922 |
| 31 | -0.292461 | -2.2654 | 0.013556 |
| 32 | -0.278178 | -2.1548 | 0.017602 |
| 33 | -0.260493 | -2.0178 | 0.024047 |
| 34 | -0.234646 | -1.8176 | 0.037063 |
| 35 | -0.206094 | -1.5964 | 0.057827 |
| 36 | -0.186645 | -1.4457 | 0.076726 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.951116 | 7.3673 | 0 |
| 2 | -0.292091 | -2.2625 | 0.013649 |
| 3 | -0.026516 | -0.2054 | 0.418981 |
| 4 | -0.105808 | -0.8196 | 0.207849 |
| 5 | -0.123315 | -0.9552 | 0.171657 |
| 6 | -0.094765 | -0.734 | 0.23289 |
| 7 | 0.138003 | 1.069 | 0.144683 |
| 8 | 0.132468 | 1.0261 | 0.154484 |
| 9 | -0.104129 | -0.8066 | 0.211546 |
| 10 | -0.059284 | -0.4592 | 0.323872 |
| 11 | 0.064354 | 0.4985 | 0.309984 |
| 12 | -0.020234 | -0.1567 | 0.437992 |
| 13 | 0.049948 | 0.3869 | 0.3501 |
| 14 | 0.0283 | 0.2192 | 0.413616 |
| 15 | -0.066377 | -0.5142 | 0.304517 |
| 16 | -0.198335 | -1.5363 | 0.064862 |
| 17 | -0.00329 | -0.0255 | 0.489878 |
| 18 | -0.036602 | -0.2835 | 0.388877 |
| 19 | 0.052593 | 0.4074 | 0.342587 |
| 20 | -0.015665 | -0.1213 | 0.451915 |
| 21 | -0.049985 | -0.3872 | 0.349995 |
| 22 | -0.048589 | -0.3764 | 0.353986 |
| 23 | -0.091124 | -0.7058 | 0.241509 |
| 24 | 0.034543 | 0.2676 | 0.394974 |
| 25 | -0.047318 | -0.3665 | 0.357633 |
| 26 | -0.01489 | -0.1153 | 0.454281 |
| 27 | -0.074356 | -0.576 | 0.283398 |
| 28 | 0.006946 | 0.0538 | 0.478634 |
| 29 | 0.06702 | 0.5191 | 0.302788 |
| 30 | 0.106371 | 0.8239 | 0.206618 |
| 31 | 0.043752 | 0.3389 | 0.367934 |
| 32 | -0.127558 | -0.9881 | 0.163545 |
| 33 | -0.01619 | -0.1254 | 0.45031 |
| 34 | 0.032748 | 0.2537 | 0.400312 |
| 35 | 0.031063 | 0.2406 | 0.405339 |
| 36 | -0.052609 | -0.4075 | 0.342543 |
