| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.923799 | 7.1557 | 0 |
| 2 | 0.846636 | 6.558 | 0 |
| 3 | 0.750657 | 5.8146 | 0 |
| 4 | 0.646242 | 5.0058 | 3e-06 |
| 5 | 0.54266 | 4.2034 | 4.4e-05 |
| 6 | 0.434843 | 3.3683 | 0.000663 |
| 7 | 0.340071 | 2.6342 | 0.005357 |
| 8 | 0.253641 | 1.9647 | 0.027043 |
| 9 | 0.171842 | 1.3311 | 0.094099 |
| 10 | 0.097746 | 0.7571 | 0.225964 |
| 11 | 0.043391 | 0.3361 | 0.368982 |
| 12 | -0.021354 | -0.1654 | 0.434589 |
| 13 | -0.069678 | -0.5397 | 0.295692 |
| 14 | -0.122877 | -0.9518 | 0.172509 |
| 15 | -0.184957 | -1.4327 | 0.078571 |
| 16 | -0.228008 | -1.7661 | 0.041229 |
| 17 | -0.274443 | -2.1258 | 0.018821 |
| 18 | -0.322382 | -2.4972 | 0.00764 |
| 19 | -0.36247 | -2.8077 | 0.003361 |
| 20 | -0.402384 | -3.1169 | 0.001402 |
| 21 | -0.442075 | -3.4243 | 0.000559 |
| 22 | -0.46022 | -3.5648 | 0.000361 |
| 23 | -0.473365 | -3.6667 | 0.000261 |
| 24 | -0.456423 | -3.5354 | 0.000396 |
| 25 | -0.446817 | -3.461 | 0.000499 |
| 26 | -0.42149 | -3.2648 | 0.000906 |
| 27 | -0.383749 | -2.9725 | 0.002123 |
| 28 | -0.346633 | -2.685 | 0.004682 |
| 29 | -0.319368 | -2.4738 | 0.008107 |
| 30 | -0.284497 | -2.2037 | 0.015697 |
| 31 | -0.25184 | -1.9507 | 0.027881 |
| 32 | -0.224837 | -1.7416 | 0.043353 |
| 33 | -0.181336 | -1.4046 | 0.082644 |
| 34 | -0.142129 | -1.1009 | 0.137663 |
| 35 | -0.104045 | -0.8059 | 0.211732 |
| 36 | -0.085752 | -0.6642 | 0.254543 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.923799 | 7.1557 | 0 |
| 2 | -0.046177 | -0.3577 | 0.360917 |
| 3 | -0.170373 | -1.3197 | 0.095974 |
| 4 | -0.114407 | -0.8862 | 0.189526 |
| 5 | -0.044626 | -0.3457 | 0.365398 |
| 6 | -0.08452 | -0.6547 | 0.257584 |
| 7 | 0.017093 | 0.1324 | 0.447556 |
| 8 | -0.004607 | -0.0357 | 0.485826 |
| 9 | -0.052018 | -0.4029 | 0.344215 |
| 10 | -0.03839 | -0.2974 | 0.383607 |
| 11 | 0.063789 | 0.4941 | 0.311518 |
| 12 | -0.14708 | -1.1393 | 0.129558 |
| 13 | 0.016105 | 0.1248 | 0.450569 |
| 14 | -0.085496 | -0.6622 | 0.255174 |
| 15 | -0.148302 | -1.1487 | 0.12761 |
| 16 | 0.053121 | 0.4115 | 0.341095 |
| 17 | -0.048011 | -0.3719 | 0.355641 |
| 18 | -0.123603 | -0.9574 | 0.171097 |
| 19 | -0.020795 | -0.1611 | 0.436286 |
| 20 | -0.063074 | -0.4886 | 0.313464 |
| 21 | -0.11834 | -0.9167 | 0.181496 |
| 22 | 0.069436 | 0.5378 | 0.296336 |
| 23 | -0.00518 | -0.0401 | 0.484064 |
| 24 | 0.077034 | 0.5967 | 0.276477 |
| 25 | -0.118167 | -0.9153 | 0.181845 |
| 26 | 0.051986 | 0.4027 | 0.344306 |
| 27 | -0.009963 | -0.0772 | 0.46937 |
| 28 | -0.019004 | -0.1472 | 0.441732 |
| 29 | -0.123049 | -0.9531 | 0.172173 |
| 30 | 0.014893 | 0.1154 | 0.454274 |
| 31 | -0.015733 | -0.1219 | 0.451707 |
| 32 | -0.036809 | -0.2851 | 0.388265 |
| 33 | 0.091256 | 0.7069 | 0.241192 |
| 34 | 0.03038 | 0.2353 | 0.407379 |
| 35 | -0.10733 | -0.8314 | 0.204528 |
| 36 | -0.150683 | -1.1672 | 0.123877 |
