| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.932494 | 7.2231 | 0 |
| 2 | 0.819457 | 6.3475 | 0 |
| 3 | 0.722195 | 5.5941 | 0 |
| 4 | 0.689827 | 5.3434 | 1e-06 |
| 5 | 0.704509 | 5.4571 | 0 |
| 6 | 0.721557 | 5.5892 | 0 |
| 7 | 0.693764 | 5.3739 | 1e-06 |
| 8 | 0.623773 | 4.8317 | 5e-06 |
| 9 | 0.533728 | 4.1342 | 5.6e-05 |
| 10 | 0.446266 | 3.4568 | 0.000505 |
| 11 | 0.380042 | 2.9438 | 0.002303 |
| 12 | 0.332471 | 2.5753 | 0.006249 |
| 13 | 0.292058 | 2.2623 | 0.013657 |
| 14 | 0.252434 | 1.9553 | 0.027602 |
| 15 | 0.195852 | 1.5171 | 0.067251 |
| 16 | 0.126867 | 0.9827 | 0.164849 |
| 17 | 0.054569 | 0.4227 | 0.337017 |
| 18 | -0.00223 | -0.0173 | 0.493137 |
| 19 | -0.042288 | -0.3276 | 0.372192 |
| 20 | -0.066393 | -0.5143 | 0.304473 |
| 21 | -0.098662 | -0.7642 | 0.223862 |
| 22 | -0.145247 | -1.1251 | 0.132519 |
| 23 | -0.196623 | -1.523 | 0.066502 |
| 24 | -0.237351 | -1.8385 | 0.035469 |
| 25 | -0.256724 | -1.9886 | 0.025657 |
| 26 | -0.264995 | -2.0526 | 0.022238 |
| 27 | -0.281548 | -2.1809 | 0.016562 |
| 28 | -0.309538 | -2.3977 | 0.009814 |
| 29 | -0.340624 | -2.6385 | 0.005297 |
| 30 | -0.355599 | -2.7545 | 0.003885 |
| 31 | -0.344151 | -2.6658 | 0.004928 |
| 32 | -0.33225 | -2.5736 | 0.006277 |
| 33 | -0.338944 | -2.6254 | 0.005482 |
| 34 | -0.361807 | -2.8025 | 0.003409 |
| 35 | -0.385853 | -2.9888 | 0.002027 |
| 36 | -0.391028 | -3.0289 | 0.001808 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.932494 | 7.2231 | 0 |
| 2 | -0.383945 | -2.974 | 0.002114 |
| 3 | 0.204054 | 1.5806 | 0.059614 |
| 4 | 0.388198 | 3.007 | 0.001925 |
| 5 | 0.078565 | 0.6086 | 0.272557 |
| 6 | -0.05006 | -0.3878 | 0.349781 |
| 7 | -0.172067 | -1.3328 | 0.093815 |
| 8 | -0.040455 | -0.3134 | 0.377547 |
| 9 | -0.11276 | -0.8734 | 0.192954 |
| 10 | -0.221075 | -1.7124 | 0.04599 |
| 11 | -0.074418 | -0.5764 | 0.283237 |
| 12 | -0.067035 | -0.5193 | 0.302748 |
| 13 | -0.048996 | -0.3795 | 0.352819 |
| 14 | 0.040221 | 0.3116 | 0.37823 |
| 15 | -0.124425 | -0.9638 | 0.169509 |
| 16 | 0.012692 | 0.0983 | 0.461006 |
| 17 | 0.004352 | 0.0337 | 0.486611 |
| 18 | 0.0528 | 0.409 | 0.342002 |
| 19 | -0.007932 | -0.0614 | 0.475605 |
| 20 | 0.029914 | 0.2317 | 0.408774 |
| 21 | -0.079582 | -0.6164 | 0.269968 |
| 22 | -0.042487 | -0.3291 | 0.371611 |
| 23 | 0.028506 | 0.2208 | 0.412996 |
| 24 | 0.002532 | 0.0196 | 0.492208 |
| 25 | 0.021803 | 0.1689 | 0.433226 |
| 26 | -0.063074 | -0.4886 | 0.313464 |
| 27 | -0.08372 | -0.6485 | 0.25957 |
| 28 | 0.006779 | 0.0525 | 0.479148 |
| 29 | -0.017648 | -0.1367 | 0.445863 |
| 30 | 0.064096 | 0.4965 | 0.310682 |
| 31 | 0.098769 | 0.7651 | 0.223617 |
| 32 | -0.178024 | -1.379 | 0.086512 |
| 33 | -0.064367 | -0.4986 | 0.309949 |
| 34 | 0.002938 | 0.0228 | 0.49096 |
| 35 | -0.030038 | -0.2327 | 0.408402 |
| 36 | 0.003566 | 0.0276 | 0.489028 |
