| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.930743 | 7.2095 | 0 |
| 2 | 0.843711 | 6.5354 | 0 |
| 3 | 0.767169 | 5.9425 | 0 |
| 4 | 0.703157 | 5.4466 | 1e-06 |
| 5 | 0.655173 | 5.0749 | 2e-06 |
| 6 | 0.610685 | 4.7303 | 7e-06 |
| 7 | 0.560291 | 4.34 | 2.8e-05 |
| 8 | 0.500844 | 3.8795 | 0.000131 |
| 9 | 0.448469 | 3.4738 | 0.000479 |
| 10 | 0.405263 | 3.1392 | 0.001314 |
| 11 | 0.359143 | 2.7819 | 0.003606 |
| 12 | 0.308439 | 2.3892 | 0.010024 |
| 13 | 0.256064 | 1.9835 | 0.025949 |
| 14 | 0.203319 | 1.5749 | 0.060269 |
| 15 | 0.150711 | 1.1674 | 0.123833 |
| 16 | 0.097073 | 0.7519 | 0.227518 |
| 17 | 0.043649 | 0.3381 | 0.368233 |
| 18 | 0.000579 | 0.0045 | 0.498218 |
| 19 | -0.038178 | -0.2957 | 0.384229 |
| 20 | -0.075032 | -0.5812 | 0.281644 |
| 21 | -0.10359 | -0.8024 | 0.212743 |
| 22 | -0.131158 | -1.0159 | 0.156868 |
| 23 | -0.153499 | -1.189 | 0.119562 |
| 24 | -0.175783 | -1.3616 | 0.089206 |
| 25 | -0.191889 | -1.4864 | 0.071209 |
| 26 | -0.206615 | -1.6004 | 0.057377 |
| 27 | -0.223965 | -1.7348 | 0.043953 |
| 28 | -0.234534 | -1.8167 | 0.03713 |
| 29 | -0.244151 | -1.8912 | 0.031715 |
| 30 | -0.252681 | -1.9573 | 0.027487 |
| 31 | -0.255965 | -1.9827 | 0.025993 |
| 32 | -0.26092 | -2.0211 | 0.02387 |
| 33 | -0.260125 | -2.0149 | 0.0242 |
| 34 | -0.249209 | -1.9304 | 0.029146 |
| 35 | -0.243829 | -1.8887 | 0.031885 |
| 36 | -0.239245 | -1.8532 | 0.034387 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.930743 | 7.2095 | 0 |
| 2 | -0.168802 | -1.3075 | 0.098009 |
| 3 | 0.049618 | 0.3843 | 0.351041 |
| 4 | 0.030429 | 0.2357 | 0.407234 |
| 5 | 0.070131 | 0.5432 | 0.294491 |
| 6 | -0.021209 | -0.1643 | 0.43503 |
| 7 | -0.057327 | -0.4441 | 0.329299 |
| 8 | -0.076019 | -0.5888 | 0.27909 |
| 9 | 0.03944 | 0.3055 | 0.380521 |
| 10 | 0.009975 | 0.0773 | 0.469335 |
| 11 | -0.074236 | -0.575 | 0.283712 |
| 12 | -0.060063 | -0.4652 | 0.321719 |
| 13 | -0.030194 | -0.2339 | 0.407936 |
| 14 | -0.033573 | -0.2601 | 0.397857 |
| 15 | -0.051365 | -0.3979 | 0.346068 |
| 16 | -0.070952 | -0.5496 | 0.292319 |
| 17 | -0.046503 | -0.3602 | 0.359977 |
| 18 | 0.041082 | 0.3182 | 0.375712 |
| 19 | -0.03252 | -0.2519 | 0.400991 |
| 20 | -0.03615 | -0.28 | 0.390215 |
| 21 | 0.026646 | 0.2064 | 0.418588 |
| 22 | -0.023811 | -0.1844 | 0.427146 |
| 23 | 0.021225 | 0.1644 | 0.434982 |
| 24 | -0.044366 | -0.3437 | 0.366154 |
| 25 | 0.020758 | 0.1608 | 0.436399 |
| 26 | -0.018981 | -0.147 | 0.441803 |
| 27 | -0.03155 | -0.2444 | 0.403883 |
| 28 | 0.019293 | 0.1494 | 0.440853 |
| 29 | -0.030656 | -0.2375 | 0.406555 |
| 30 | -0.013314 | -0.1031 | 0.459102 |
| 31 | 0.011568 | 0.0896 | 0.46445 |
| 32 | -0.047726 | -0.3697 | 0.35646 |
| 33 | 0.026965 | 0.2089 | 0.417629 |
| 34 | 0.04803 | 0.372 | 0.355586 |
| 35 | -0.076143 | -0.5898 | 0.278768 |
| 36 | -0.001594 | -0.0123 | 0.495095 |
