| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.922282 | 6.5864 | 0 |
| 2 | 0.841033 | 6.0062 | 0 |
| 3 | 0.751625 | 5.3677 | 1e-06 |
| 4 | 0.651569 | 4.6531 | 1.2e-05 |
| 5 | 0.544559 | 3.8889 | 0.000146 |
| 6 | 0.439353 | 3.1376 | 0.001414 |
| 7 | 0.326996 | 2.3352 | 0.011752 |
| 8 | 0.233085 | 1.6646 | 0.051067 |
| 9 | 0.148303 | 1.0591 | 0.147274 |
| 10 | 0.067655 | 0.4832 | 0.315526 |
| 11 | -0.001536 | -0.011 | 0.495646 |
| 12 | -0.073742 | -0.5266 | 0.300369 |
| 13 | -0.137228 | -0.98 | 0.165855 |
| 14 | -0.190799 | -1.3626 | 0.089501 |
| 15 | -0.255485 | -1.8245 | 0.036966 |
| 16 | -0.320371 | -2.2879 | 0.013161 |
| 17 | -0.360967 | -2.5778 | 0.006438 |
| 18 | -0.406079 | -2.9 | 0.002747 |
| 19 | -0.446524 | -3.1888 | 0.001221 |
| 20 | -0.483356 | -3.4519 | 0.000564 |
| 21 | -0.51111 | -3.6501 | 0.000309 |
| 22 | -0.529145 | -3.7788 | 0.000207 |
| 23 | -0.524825 | -3.748 | 0.000228 |
| 24 | -0.502512 | -3.5887 | 0.000373 |
| 25 | -0.455255 | -3.2512 | 0.00102 |
| 26 | -0.422658 | -3.0184 | 0.00198 |
| 27 | -0.367439 | -2.624 | 0.005717 |
| 28 | -0.299182 | -2.1366 | 0.018725 |
| 29 | -0.238126 | -1.7006 | 0.047558 |
| 30 | -0.191618 | -1.3684 | 0.088589 |
| 31 | -0.13938 | -0.9954 | 0.162127 |
| 32 | -0.094478 | -0.6747 | 0.251454 |
| 33 | -0.051464 | -0.3675 | 0.357373 |
| 34 | -0.003504 | -0.025 | 0.490067 |
| 35 | 0.038961 | 0.2782 | 0.390978 |
| 36 | 0.065236 | 0.4659 | 0.321644 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.922282 | 6.5864 | 0 |
| 2 | -0.064064 | -0.4575 | 0.324625 |
| 3 | -0.098476 | -0.7033 | 0.242545 |
| 4 | -0.121385 | -0.8669 | 0.195039 |
| 5 | -0.104684 | -0.7476 | 0.22907 |
| 6 | -0.051043 | -0.3645 | 0.358489 |
| 7 | -0.116004 | -0.8284 | 0.205643 |
| 8 | 0.048483 | 0.3462 | 0.365294 |
| 9 | -0.009779 | -0.0698 | 0.472297 |
| 10 | -0.050819 | -0.3629 | 0.359081 |
| 11 | -0.011576 | -0.0827 | 0.467218 |
| 12 | -0.117108 | -0.8363 | 0.20344 |
| 13 | -0.028566 | -0.204 | 0.419581 |
| 14 | -0.029909 | -0.2136 | 0.415857 |
| 15 | -0.157696 | -1.1262 | 0.132681 |
| 16 | -0.092528 | -0.6608 | 0.255863 |
| 17 | 0.066857 | 0.4775 | 0.317539 |
| 18 | -0.097674 | -0.6975 | 0.244319 |
| 19 | -0.073923 | -0.5279 | 0.299923 |
| 20 | -0.089598 | -0.6399 | 0.262565 |
| 21 | -0.028789 | -0.2056 | 0.418963 |
| 22 | -0.046745 | -0.3338 | 0.36994 |
| 23 | 0.035028 | 0.2501 | 0.401738 |
| 24 | 0.074792 | 0.5341 | 0.29779 |
| 25 | 0.100398 | 0.717 | 0.238327 |
| 26 | -0.167725 | -1.1978 | 0.118267 |
| 27 | 0.088517 | 0.6321 | 0.26506 |
| 28 | 0.033466 | 0.239 | 0.406034 |
| 29 | -0.06303 | -0.4501 | 0.327264 |
| 30 | -0.107469 | -0.7675 | 0.223166 |
| 31 | 0.008058 | 0.0575 | 0.477167 |
| 32 | 0.00072 | 0.0051 | 0.497959 |
| 33 | -0.003953 | -0.0282 | 0.488795 |
| 34 | 0.044263 | 0.3161 | 0.376608 |
| 35 | 0.013238 | 0.0945 | 0.462527 |
| 36 | -0.137093 | -0.979 | 0.166091 |
