| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.948079 | 6.5685 | 0 |
| 2 | 0.846325 | 5.8635 | 0 |
| 3 | 0.702199 | 4.865 | 6e-06 |
| 4 | 0.547598 | 3.7939 | 0.000208 |
| 5 | 0.381829 | 2.6454 | 0.005499 |
| 6 | 0.225642 | 1.5633 | 0.062276 |
| 7 | 0.075141 | 0.5206 | 0.302521 |
| 8 | -0.074385 | -0.5154 | 0.304334 |
| 9 | -0.210027 | -1.4551 | 0.076074 |
| 10 | -0.321916 | -2.2303 | 0.015219 |
| 11 | -0.400989 | -2.7781 | 0.003889 |
| 12 | -0.441622 | -3.0596 | 0.00181 |
| 13 | -0.431851 | -2.9919 | 0.002184 |
| 14 | -0.387869 | -2.6872 | 0.004935 |
| 15 | -0.327775 | -2.2709 | 0.013839 |
| 16 | -0.267971 | -1.8566 | 0.034759 |
| 17 | -0.207487 | -1.4375 | 0.07853 |
| 18 | -0.153933 | -1.0665 | 0.145771 |
| 19 | -0.101042 | -0.7 | 0.243641 |
| 20 | -0.054776 | -0.3795 | 0.352995 |
| 21 | -0.006212 | -0.043 | 0.482924 |
| 22 | 0.029854 | 0.2068 | 0.418508 |
| 23 | 0.061718 | 0.4276 | 0.335429 |
| 24 | 0.079065 | 0.5478 | 0.293191 |
| 25 | 0.086311 | 0.598 | 0.276332 |
| 26 | 0.07518 | 0.5209 | 0.302427 |
| 27 | 0.057012 | 0.395 | 0.347301 |
| 28 | 0.035807 | 0.2481 | 0.402565 |
| 29 | 0.011787 | 0.0817 | 0.467626 |
| 30 | -0.012084 | -0.0837 | 0.466813 |
| 31 | -0.036857 | -0.2554 | 0.39977 |
| 32 | -0.060157 | -0.4168 | 0.339348 |
| 33 | -0.086895 | -0.602 | 0.274996 |
| 34 | -0.105996 | -0.7344 | 0.23315 |
| 35 | -0.120735 | -0.8365 | 0.203517 |
| 36 | -0.130117 | -0.9015 | 0.185918 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.948079 | 6.5685 | 0 |
| 2 | -0.519341 | -3.5981 | 0.000378 |
| 3 | -0.33192 | -2.2996 | 0.012932 |
| 4 | 0.10243 | 0.7097 | 0.240675 |
| 5 | -0.176396 | -1.2221 | 0.113818 |
| 6 | 0.023369 | 0.1619 | 0.436031 |
| 7 | -0.109802 | -0.7607 | 0.22527 |
| 8 | -0.308881 | -2.14 | 0.018733 |
| 9 | 0.114121 | 0.7907 | 0.216518 |
| 10 | 0.073929 | 0.5122 | 0.305432 |
| 11 | -0.010949 | -0.0759 | 0.469925 |
| 12 | 0.147923 | 1.0248 | 0.155287 |
| 13 | 0.182024 | 1.2611 | 0.106684 |
| 14 | -0.113907 | -0.7892 | 0.216946 |
| 15 | -0.152144 | -1.0541 | 0.148561 |
| 16 | -0.125648 | -0.8705 | 0.194177 |
| 17 | 0.009236 | 0.064 | 0.474623 |
| 18 | -0.007407 | -0.0513 | 0.479642 |
| 19 | 0.028165 | 0.1951 | 0.423057 |
| 20 | -0.158251 | -1.0964 | 0.139189 |
| 21 | 0.129389 | 0.8964 | 0.187248 |
| 22 | 0.005014 | 0.0347 | 0.486215 |
| 23 | 0.098132 | 0.6799 | 0.249924 |
| 24 | 0.014974 | 0.1037 | 0.458903 |
| 25 | -0.034915 | -0.2419 | 0.404946 |
| 26 | -0.13425 | -0.9301 | 0.178483 |
| 27 | -0.04113 | -0.285 | 0.388453 |
| 28 | -0.045878 | -0.3178 | 0.375989 |
| 29 | -0.079428 | -0.5503 | 0.292335 |
| 30 | 0.034121 | 0.2364 | 0.407065 |
| 31 | -0.006361 | -0.0441 | 0.482515 |
| 32 | -0.053627 | -0.3715 | 0.355935 |
| 33 | 0.030659 | 0.2124 | 0.416343 |
| 34 | 0.10422 | 0.7221 | 0.236881 |
| 35 | -0.00318 | -0.022 | 0.491258 |
| 36 | -0.078379 | -0.543 | 0.294813 |
