| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.921968 | 6.5842 | 0 |
| 2 | 0.839949 | 5.9984 | 0 |
| 3 | 0.749524 | 5.3527 | 1e-06 |
| 4 | 0.650449 | 4.6451 | 1.2e-05 |
| 5 | 0.544459 | 3.8882 | 0.000147 |
| 6 | 0.439891 | 3.1414 | 0.001399 |
| 7 | 0.328513 | 2.3461 | 0.011449 |
| 8 | 0.23509 | 1.6789 | 0.049647 |
| 9 | 0.150818 | 1.0771 | 0.143262 |
| 10 | 0.070246 | 0.5017 | 0.309035 |
| 11 | 0.000566 | 0.004 | 0.498396 |
| 12 | -0.071704 | -0.5121 | 0.305406 |
| 13 | -0.135226 | -0.9657 | 0.169374 |
| 14 | -0.189174 | -1.351 | 0.091334 |
| 15 | -0.254204 | -1.8154 | 0.037674 |
| 16 | -0.319426 | -2.2812 | 0.013374 |
| 17 | -0.360942 | -2.5776 | 0.00644 |
| 18 | -0.406372 | -2.9021 | 0.002731 |
| 19 | -0.447289 | -3.1943 | 0.001202 |
| 20 | -0.484285 | -3.4585 | 0.000553 |
| 21 | -0.512186 | -3.6577 | 0.000301 |
| 22 | -0.531133 | -3.793 | 0.000198 |
| 23 | -0.527602 | -3.7678 | 0.000214 |
| 24 | -0.505896 | -3.6128 | 0.000346 |
| 25 | -0.458089 | -3.2714 | 0.000961 |
| 26 | -0.424454 | -3.0312 | 0.001911 |
| 27 | -0.367746 | -2.6262 | 0.005685 |
| 28 | -0.299855 | -2.1414 | 0.018521 |
| 29 | -0.239168 | -1.708 | 0.046859 |
| 30 | -0.192897 | -1.3776 | 0.087177 |
| 31 | -0.140816 | -1.0056 | 0.159671 |
| 32 | -0.095857 | -0.6846 | 0.248361 |
| 33 | -0.052702 | -0.3764 | 0.354102 |
| 34 | -0.004407 | -0.0315 | 0.487507 |
| 35 | 0.038163 | 0.2725 | 0.393154 |
| 36 | 0.064695 | 0.462 | 0.323018 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.921968 | 6.5842 | 0 |
| 2 | -0.067186 | -0.4798 | 0.316708 |
| 3 | -0.100255 | -0.716 | 0.238639 |
| 4 | -0.107967 | -0.771 | 0.22212 |
| 5 | -0.103316 | -0.7378 | 0.232001 |
| 6 | -0.053614 | -0.3829 | 0.351699 |
| 7 | -0.114262 | -0.816 | 0.209149 |
| 8 | 0.044543 | 0.3181 | 0.375853 |
| 9 | -0.009791 | -0.0699 | 0.472264 |
| 10 | -0.055279 | -0.3948 | 0.347329 |
| 11 | -0.012956 | -0.0925 | 0.463322 |
| 12 | -0.111812 | -0.7985 | 0.214142 |
| 13 | -0.028043 | -0.2003 | 0.421034 |
| 14 | -0.030039 | -0.2145 | 0.415499 |
| 15 | -0.158981 | -1.1354 | 0.130767 |
| 16 | -0.091569 | -0.6539 | 0.258045 |
| 17 | 0.06339 | 0.4527 | 0.326344 |
| 18 | -0.098728 | -0.7051 | 0.24199 |
| 19 | -0.075763 | -0.5411 | 0.295412 |
| 20 | -0.083519 | -0.5964 | 0.276759 |
| 21 | -0.029585 | -0.2113 | 0.416755 |
| 22 | -0.053769 | -0.384 | 0.351291 |
| 23 | 0.033793 | 0.2413 | 0.405134 |
| 24 | 0.072717 | 0.5193 | 0.302898 |
| 25 | 0.108063 | 0.7717 | 0.221919 |
| 26 | -0.162922 | -1.1635 | 0.125021 |
| 27 | 0.095495 | 0.682 | 0.249173 |
| 28 | 0.025138 | 0.1795 | 0.429121 |
| 29 | -0.069648 | -0.4974 | 0.310527 |
| 30 | -0.104751 | -0.7481 | 0.228927 |
| 31 | 0.011536 | 0.0824 | 0.467331 |
| 32 | -0.000253 | -0.0018 | 0.499283 |
| 33 | -0.005669 | -0.0405 | 0.483933 |
| 34 | 0.046996 | 0.3356 | 0.369266 |
| 35 | 0.010221 | 0.073 | 0.47105 |
| 36 | -0.1349 | -0.9634 | 0.169952 |
