| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.912322 | 7.0668 | 0 |
| 2 | 0.791216 | 6.1287 | 0 |
| 3 | 0.671212 | 5.1992 | 1e-06 |
| 4 | 0.542356 | 4.2011 | 4.5e-05 |
| 5 | 0.413226 | 3.2008 | 0.001096 |
| 6 | 0.278263 | 2.1554 | 0.017575 |
| 7 | 0.158982 | 1.2315 | 0.111476 |
| 8 | 0.049649 | 0.3846 | 0.350955 |
| 9 | -0.051669 | -0.4002 | 0.345205 |
| 10 | -0.119061 | -0.9222 | 0.180049 |
| 11 | -0.192376 | -1.4901 | 0.070713 |
| 12 | -0.27934 | -2.1638 | 0.017237 |
| 13 | -0.307735 | -2.3837 | 0.01016 |
| 14 | -0.293923 | -2.2767 | 0.013192 |
| 15 | -0.271556 | -2.1035 | 0.019813 |
| 16 | -0.261585 | -2.0262 | 0.023597 |
| 17 | -0.248428 | -1.9243 | 0.029531 |
| 18 | -0.210546 | -1.6309 | 0.054077 |
| 19 | -0.180628 | -1.3991 | 0.083459 |
| 20 | -0.160012 | -1.2395 | 0.110002 |
| 21 | -0.127722 | -0.9893 | 0.163237 |
| 22 | -0.107513 | -0.8328 | 0.204133 |
| 23 | -0.090149 | -0.6983 | 0.243846 |
| 24 | -0.055295 | -0.4283 | 0.334978 |
| 25 | -0.008054 | -0.0624 | 0.475232 |
| 26 | 0.018885 | 0.1463 | 0.442095 |
| 27 | 0.033477 | 0.2593 | 0.398141 |
| 28 | 0.057877 | 0.4483 | 0.327772 |
| 29 | 0.079887 | 0.6188 | 0.269195 |
| 30 | 0.091658 | 0.71 | 0.240233 |
| 31 | 0.097829 | 0.7578 | 0.225774 |
| 32 | 0.107642 | 0.8338 | 0.203852 |
| 33 | 0.106653 | 0.8261 | 0.206002 |
| 34 | 0.09374 | 0.7261 | 0.235298 |
| 35 | 0.08608 | 0.6668 | 0.253737 |
| 36 | 0.090135 | 0.6982 | 0.243881 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.912322 | 7.0668 | 0 |
| 2 | -0.245225 | -1.8995 | 0.031154 |
| 3 | -0.024882 | -0.1927 | 0.423908 |
| 4 | -0.137889 | -1.0681 | 0.14488 |
| 5 | -0.063636 | -0.4929 | 0.311934 |
| 6 | -0.137376 | -1.0641 | 0.145771 |
| 7 | 0.015022 | 0.1164 | 0.453877 |
| 8 | -0.082177 | -0.6365 | 0.263424 |
| 9 | -0.052679 | -0.4081 | 0.342344 |
| 10 | 0.089324 | 0.6919 | 0.245834 |
| 11 | -0.200099 | -1.55 | 0.063205 |
| 12 | -0.165109 | -1.2789 | 0.102924 |
| 13 | 0.293791 | 2.2757 | 0.013224 |
| 14 | 0.072267 | 0.5598 | 0.288859 |
| 15 | -0.080932 | -0.6269 | 0.266554 |
| 16 | -0.126288 | -0.9782 | 0.165946 |
| 17 | 0.007718 | 0.0598 | 0.476263 |
| 18 | 0.064099 | 0.4965 | 0.310675 |
| 19 | -0.066861 | -0.5179 | 0.303216 |
| 20 | -0.083049 | -0.6433 | 0.261241 |
| 21 | 0.054283 | 0.4205 | 0.33782 |
| 22 | 0.01037 | 0.0803 | 0.468124 |
| 23 | -0.02897 | -0.2244 | 0.411605 |
| 24 | -0.003651 | -0.0283 | 0.488765 |
| 25 | 0.116729 | 0.9042 | 0.184758 |
| 26 | -0.047004 | -0.3641 | 0.358534 |
| 27 | 0.050481 | 0.391 | 0.348581 |
| 28 | -0.029606 | -0.2293 | 0.409696 |
| 29 | -0.086244 | -0.668 | 0.253335 |
| 30 | 0.104718 | 0.8111 | 0.210244 |
| 31 | 0.017612 | 0.1364 | 0.445972 |
| 32 | -0.052211 | -0.4044 | 0.343668 |
| 33 | -0.041048 | -0.318 | 0.375812 |
| 34 | 0.000995 | 0.0077 | 0.496938 |
| 35 | 0.016419 | 0.1272 | 0.449613 |
| 36 | 0.101746 | 0.7881 | 0.216865 |
