| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.910939 | 7.0561 | 0 |
| 2 | 0.822534 | 6.3713 | 0 |
| 3 | 0.728148 | 5.6402 | 0 |
| 4 | 0.665066 | 5.1516 | 2e-06 |
| 5 | 0.595331 | 4.6114 | 1.1e-05 |
| 6 | 0.518431 | 4.0157 | 8.4e-05 |
| 7 | 0.456615 | 3.5369 | 0.000394 |
| 8 | 0.4035 | 3.1255 | 0.001367 |
| 9 | 0.351891 | 2.7257 | 0.004198 |
| 10 | 0.291731 | 2.2597 | 0.01374 |
| 11 | 0.233175 | 1.8062 | 0.037954 |
| 12 | 0.172181 | 1.3337 | 0.093671 |
| 13 | 0.120863 | 0.9362 | 0.176461 |
| 14 | 0.07104 | 0.5503 | 0.292088 |
| 15 | 0.025119 | 0.1946 | 0.423194 |
| 16 | -0.027272 | -0.2113 | 0.416704 |
| 17 | -0.088279 | -0.6838 | 0.248365 |
| 18 | -0.134596 | -1.0426 | 0.150664 |
| 19 | -0.170286 | -1.319 | 0.096085 |
| 20 | -0.199731 | -1.5471 | 0.063548 |
| 21 | -0.228019 | -1.7662 | 0.041223 |
| 22 | -0.260288 | -2.0162 | 0.024132 |
| 23 | -0.282444 | -2.1878 | 0.016295 |
| 24 | -0.297577 | -2.305 | 0.01232 |
| 25 | -0.306587 | -2.3748 | 0.010386 |
| 26 | -0.314092 | -2.4329 | 0.008987 |
| 27 | -0.317952 | -2.4628 | 0.008336 |
| 28 | -0.325736 | -2.5231 | 0.00715 |
| 29 | -0.341896 | -2.6483 | 0.005161 |
| 30 | -0.370879 | -2.8728 | 0.002809 |
| 31 | -0.399771 | -3.0966 | 0.001487 |
| 32 | -0.410879 | -3.1827 | 0.001156 |
| 33 | -0.410925 | -3.183 | 0.001155 |
| 34 | -0.39807 | -3.0834 | 0.001545 |
| 35 | -0.380041 | -2.9438 | 0.002303 |
| 36 | -0.35752 | -2.7693 | 0.003732 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.910939 | 7.0561 | 0 |
| 2 | -0.042752 | -0.3312 | 0.370841 |
| 3 | -0.083695 | -0.6483 | 0.259633 |
| 4 | 0.130595 | 1.0116 | 0.157899 |
| 5 | -0.078575 | -0.6086 | 0.272531 |
| 6 | -0.100581 | -0.7791 | 0.219493 |
| 7 | 0.077054 | 0.5969 | 0.276423 |
| 8 | -0.002135 | -0.0165 | 0.493431 |
| 9 | -0.059344 | -0.4597 | 0.323706 |
| 10 | -0.055413 | -0.4292 | 0.334647 |
| 11 | -0.024214 | -0.1876 | 0.425926 |
| 12 | -0.076054 | -0.5891 | 0.278998 |
| 13 | 0.000371 | 0.0029 | 0.498859 |
| 14 | -0.020673 | -0.1601 | 0.436656 |
| 15 | -0.036133 | -0.2799 | 0.390264 |
| 16 | -0.079725 | -0.6175 | 0.269606 |
| 17 | -0.105979 | -0.8209 | 0.207473 |
| 18 | 0.029858 | 0.2313 | 0.408944 |
| 19 | 0.005416 | 0.042 | 0.483337 |
| 20 | -0.038695 | -0.2997 | 0.38271 |
| 21 | -0.005099 | -0.0395 | 0.484313 |
| 22 | -0.066594 | -0.5158 | 0.303932 |
| 23 | -0.013564 | -0.1051 | 0.458337 |
| 24 | 0.006204 | 0.0481 | 0.480916 |
| 25 | -0.002259 | -0.0175 | 0.493048 |
| 26 | -0.011335 | -0.0878 | 0.465165 |
| 27 | -0.006409 | -0.0496 | 0.480286 |
| 28 | -0.068868 | -0.5334 | 0.297848 |
| 29 | -0.102207 | -0.7917 | 0.215829 |
| 30 | -0.11122 | -0.8615 | 0.196194 |
| 31 | -0.05603 | -0.434 | 0.332919 |
| 32 | 0.046205 | 0.3579 | 0.360835 |
| 33 | 0.00126 | 0.0098 | 0.496123 |
| 34 | 0.010017 | 0.0776 | 0.469207 |
| 35 | 0.018881 | 0.1462 | 0.442108 |
| 36 | -0.017345 | -0.1344 | 0.446786 |
