| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.965787 | 7.481 | 0 |
| 2 | 0.9178 | 7.1092 | 0 |
| 3 | 0.863723 | 6.6904 | 0 |
| 4 | 0.796124 | 6.1668 | 0 |
| 5 | 0.717293 | 5.5561 | 0 |
| 6 | 0.627462 | 4.8603 | 4e-06 |
| 7 | 0.533969 | 4.1361 | 5.6e-05 |
| 8 | 0.438555 | 3.397 | 0.000607 |
| 9 | 0.339958 | 2.6333 | 0.005369 |
| 10 | 0.242939 | 1.8818 | 0.032358 |
| 11 | 0.152206 | 1.179 | 0.12153 |
| 12 | 0.058909 | 0.4563 | 0.324907 |
| 13 | -0.029678 | -0.2299 | 0.409481 |
| 14 | -0.099354 | -0.7696 | 0.222281 |
| 15 | -0.167986 | -1.3012 | 0.09908 |
| 16 | -0.232906 | -1.8041 | 0.038119 |
| 17 | -0.28867 | -2.236 | 0.01454 |
| 18 | -0.332712 | -2.5772 | 0.006219 |
| 19 | -0.368435 | -2.8539 | 0.00296 |
| 20 | -0.411796 | -3.1898 | 0.001132 |
| 21 | -0.448596 | -3.4748 | 0.000478 |
| 22 | -0.473333 | -3.6664 | 0.000262 |
| 23 | -0.483284 | -3.7435 | 0.000204 |
| 24 | -0.484257 | -3.751 | 0.000199 |
| 25 | -0.472428 | -3.6594 | 0.000268 |
| 26 | -0.459546 | -3.5596 | 0.000367 |
| 27 | -0.441448 | -3.4194 | 0.000567 |
| 28 | -0.413584 | -3.2036 | 0.001087 |
| 29 | -0.38904 | -3.0135 | 0.00189 |
| 30 | -0.358649 | -2.7781 | 0.003644 |
| 31 | -0.327276 | -2.5351 | 0.006934 |
| 32 | -0.298015 | -2.3084 | 0.012219 |
| 33 | -0.264896 | -2.0519 | 0.022276 |
| 34 | -0.235671 | -1.8255 | 0.036452 |
| 35 | -0.204749 | -1.586 | 0.059 |
| 36 | -0.168388 | -1.3043 | 0.098552 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.965787 | 7.481 | 0 |
| 2 | -0.222212 | -1.7212 | 0.04518 |
| 3 | -0.078763 | -0.6101 | 0.27205 |
| 4 | -0.214182 | -1.659 | 0.051162 |
| 5 | -0.148509 | -1.1503 | 0.127282 |
| 6 | -0.17098 | -1.3244 | 0.095196 |
| 7 | -0.042485 | -0.3291 | 0.371616 |
| 8 | -0.048311 | -0.3742 | 0.354781 |
| 9 | -0.066701 | -0.5167 | 0.303646 |
| 10 | -0.012832 | -0.0994 | 0.460578 |
| 11 | 0.03282 | 0.2542 | 0.400097 |
| 12 | -0.146061 | -1.1314 | 0.131197 |
| 13 | -0.006651 | -0.0515 | 0.479543 |
| 14 | 0.182219 | 1.4115 | 0.081637 |
| 15 | -0.157052 | -1.2165 | 0.114276 |
| 16 | -0.048186 | -0.3732 | 0.35514 |
| 17 | -0.008912 | -0.069 | 0.472597 |
| 18 | 0.029365 | 0.2275 | 0.410419 |
| 19 | -0.059333 | -0.4596 | 0.323736 |
| 20 | -0.26366 | -2.0423 | 0.022762 |
| 21 | 0.013032 | 0.1009 | 0.459966 |
| 22 | 0.010354 | 0.0802 | 0.46817 |
| 23 | 0.178559 | 1.3831 | 0.085878 |
| 24 | 0.0601 | 0.4655 | 0.321619 |
| 25 | 0.085661 | 0.6635 | 0.254767 |
| 26 | -0.16731 | -1.296 | 0.099973 |
| 27 | 0.025044 | 0.194 | 0.423418 |
| 28 | -0.023005 | -0.1782 | 0.429584 |
| 29 | -0.215791 | -1.6715 | 0.049915 |
| 30 | 0.041547 | 0.3218 | 0.374353 |
| 31 | 0.019653 | 0.1522 | 0.439756 |
| 32 | -0.063531 | -0.4921 | 0.31222 |
| 33 | -0.084554 | -0.655 | 0.2575 |
| 34 | -0.020551 | -0.1592 | 0.437028 |
| 35 | 0.098123 | 0.7601 | 0.225099 |
| 36 | 0.125988 | 0.9759 | 0.166516 |
