| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.928459 | 6.4992 | 0 |
| 2 | 0.848387 | 5.9387 | 0 |
| 3 | 0.757221 | 5.3005 | 1e-06 |
| 4 | 0.648372 | 4.5386 | 1.8e-05 |
| 5 | 0.533944 | 3.7376 | 0.000243 |
| 6 | 0.423736 | 2.9662 | 0.002325 |
| 7 | 0.306167 | 2.1432 | 0.018546 |
| 8 | 0.208042 | 1.4563 | 0.075845 |
| 9 | 0.11595 | 0.8117 | 0.210458 |
| 10 | 0.032726 | 0.2291 | 0.40988 |
| 11 | -0.033952 | -0.2377 | 0.406567 |
| 12 | -0.100212 | -0.7015 | 0.243159 |
| 13 | -0.154197 | -1.0794 | 0.142852 |
| 14 | -0.196658 | -1.3766 | 0.087446 |
| 15 | -0.245845 | -1.7209 | 0.045788 |
| 16 | -0.300871 | -2.1061 | 0.020171 |
| 17 | -0.330956 | -2.3167 | 0.012372 |
| 18 | -0.373238 | -2.6127 | 0.005948 |
| 19 | -0.40357 | -2.825 | 0.003411 |
| 20 | -0.431085 | -3.0176 | 0.002017 |
| 21 | -0.448779 | -3.1415 | 0.001425 |
| 22 | -0.457342 | -3.2014 | 0.001201 |
| 23 | -0.449958 | -3.1497 | 0.001392 |
| 24 | -0.430328 | -3.0123 | 0.002047 |
| 25 | -0.382417 | -2.6769 | 0.00504 |
| 26 | -0.345978 | -2.4218 | 0.009594 |
| 27 | -0.303967 | -2.1278 | 0.019206 |
| 28 | -0.244755 | -1.7133 | 0.04649 |
| 29 | -0.195146 | -1.366 | 0.089085 |
| 30 | -0.150712 | -1.055 | 0.148303 |
| 31 | -0.104082 | -0.7286 | 0.234866 |
| 32 | -0.065805 | -0.4606 | 0.323548 |
| 33 | -0.03205 | -0.2243 | 0.41171 |
| 34 | 0.008676 | 0.0607 | 0.47591 |
| 35 | 0.041225 | 0.2886 | 0.387061 |
| 36 | 0.069914 | 0.4894 | 0.313373 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.928459 | 6.4992 | 0 |
| 2 | -0.098924 | -0.6925 | 0.245956 |
| 3 | -0.121117 | -0.8478 | 0.20033 |
| 4 | -0.17543 | -1.228 | 0.112654 |
| 5 | -0.095267 | -0.6669 | 0.253992 |
| 6 | -0.026564 | -0.1859 | 0.426626 |
| 7 | -0.119914 | -0.8394 | 0.202662 |
| 8 | 0.065256 | 0.4568 | 0.324921 |
| 9 | -0.04593 | -0.3215 | 0.374596 |
| 10 | -0.02312 | -0.1618 | 0.436048 |
| 11 | 0.012553 | 0.0879 | 0.465169 |
| 12 | -0.107544 | -0.7528 | 0.227584 |
| 13 | 0.003686 | 0.0258 | 0.48976 |
| 14 | -0.030654 | -0.2146 | 0.415492 |
| 15 | -0.1257 | -0.8799 | 0.191604 |
| 16 | -0.14245 | -0.9971 | 0.161796 |
| 17 | 0.093174 | 0.6522 | 0.258655 |
| 18 | -0.145314 | -1.0172 | 0.157028 |
| 19 | 0.00337 | 0.0236 | 0.490638 |
| 20 | -0.082561 | -0.5779 | 0.282981 |
| 21 | 0.008911 | 0.0624 | 0.475259 |
| 22 | -0.021098 | -0.1477 | 0.441599 |
| 23 | 0.002472 | 0.0173 | 0.493133 |
| 24 | 0.057387 | 0.4017 | 0.344822 |
| 25 | 0.10657 | 0.746 | 0.229619 |
| 26 | -0.146626 | -1.0264 | 0.154875 |
| 27 | -0.01521 | -0.1065 | 0.457823 |
| 28 | 0.057255 | 0.4008 | 0.345161 |
| 29 | -0.063155 | -0.4421 | 0.330187 |
| 30 | -0.030843 | -0.2159 | 0.414981 |
| 31 | -0.018292 | -0.128 | 0.449318 |
| 32 | -0.013452 | -0.0942 | 0.462682 |
| 33 | 0.009606 | 0.0672 | 0.473331 |
| 34 | 0.034655 | 0.2426 | 0.40467 |
| 35 | 0.020738 | 0.1452 | 0.442587 |
| 36 | -0.05955 | -0.4168 | 0.339306 |
