| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.923995 | 6.468 | 0 |
| 2 | 0.845781 | 5.9205 | 0 |
| 3 | 0.75851 | 5.3096 | 1e-06 |
| 4 | 0.6536 | 4.5752 | 1.6e-05 |
| 5 | 0.539056 | 3.7734 | 0.000218 |
| 6 | 0.427947 | 2.9956 | 0.002144 |
| 7 | 0.313782 | 2.1965 | 0.01641 |
| 8 | 0.215615 | 1.5093 | 0.068822 |
| 9 | 0.121794 | 0.8526 | 0.199027 |
| 10 | 0.036089 | 0.2526 | 0.400809 |
| 11 | -0.033418 | -0.2339 | 0.408007 |
| 12 | -0.104499 | -0.7315 | 0.233982 |
| 13 | -0.165979 | -1.1619 | 0.125461 |
| 14 | -0.211121 | -1.4778 | 0.072924 |
| 15 | -0.265907 | -1.8613 | 0.03435 |
| 16 | -0.325001 | -2.275 | 0.013659 |
| 17 | -0.362811 | -2.5397 | 0.007159 |
| 18 | -0.408949 | -2.8626 | 0.003082 |
| 19 | -0.441747 | -3.0922 | 0.001637 |
| 20 | -0.474918 | -3.3244 | 0.000842 |
| 21 | -0.494935 | -3.4645 | 0.000557 |
| 22 | -0.499377 | -3.4956 | 0.000507 |
| 23 | -0.489641 | -3.4275 | 0.000621 |
| 24 | -0.470603 | -3.2942 | 0.000919 |
| 25 | -0.413423 | -2.894 | 0.002832 |
| 26 | -0.375571 | -2.629 | 0.005704 |
| 27 | -0.327327 | -2.2913 | 0.013143 |
| 28 | -0.263137 | -1.842 | 0.035769 |
| 29 | -0.204948 | -1.4346 | 0.078871 |
| 30 | -0.155902 | -1.0913 | 0.140235 |
| 31 | -0.102989 | -0.7209 | 0.237192 |
| 32 | -0.057775 | -0.4044 | 0.34383 |
| 33 | -0.012311 | -0.0862 | 0.465837 |
| 34 | 0.03309 | 0.2316 | 0.408895 |
| 35 | 0.068054 | 0.4764 | 0.31796 |
| 36 | 0.100649 | 0.7045 | 0.242214 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.923995 | 6.468 | 0 |
| 2 | -0.054612 | -0.3823 | 0.351953 |
| 3 | -0.104295 | -0.7301 | 0.234414 |
| 4 | -0.170684 | -1.1948 | 0.118961 |
| 5 | -0.129799 | -0.9086 | 0.184006 |
| 6 | -0.04157 | -0.291 | 0.386145 |
| 7 | -0.082323 | -0.5763 | 0.283537 |
| 8 | 0.039357 | 0.2755 | 0.392045 |
| 9 | -0.047102 | -0.3297 | 0.371512 |
| 10 | -0.033524 | -0.2347 | 0.407723 |
| 11 | 0.011427 | 0.08 | 0.468287 |
| 12 | -0.11153 | -0.7807 | 0.219364 |
| 13 | -0.031823 | -0.2228 | 0.412325 |
| 14 | 0.009788 | 0.0685 | 0.472828 |
| 15 | -0.144606 | -1.0122 | 0.158197 |
| 16 | -0.134217 | -0.9395 | 0.176036 |
| 17 | 0.037291 | 0.261 | 0.39758 |
| 18 | -0.122548 | -0.8578 | 0.19758 |
| 19 | 0.005624 | 0.0394 | 0.484378 |
| 20 | -0.106529 | -0.7457 | 0.229705 |
| 21 | 0.004843 | 0.0339 | 0.486546 |
| 22 | 0.010284 | 0.072 | 0.471452 |
| 23 | 0.003605 | 0.0252 | 0.489986 |
| 24 | 0.011172 | 0.0782 | 0.468992 |
| 25 | 0.166364 | 1.1645 | 0.12492 |
| 26 | -0.187643 | -1.3135 | 0.097566 |
| 27 | 0.016503 | 0.1155 | 0.454253 |
| 28 | 0.028199 | 0.1974 | 0.42217 |
| 29 | -0.040747 | -0.2852 | 0.388335 |
| 30 | -0.039569 | -0.277 | 0.391478 |
| 31 | -0.009531 | -0.0667 | 0.473538 |
| 32 | -0.009573 | -0.067 | 0.473424 |
| 33 | 0.022158 | 0.1551 | 0.438688 |
| 34 | 0.016526 | 0.1157 | 0.454188 |
| 35 | -0.00014 | -0.001 | 0.499612 |
| 36 | -0.061608 | -0.4313 | 0.334087 |
