| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.935652 | 6.4145 | 0 |
| 2 | 0.834562 | 5.7215 | 0 |
| 3 | 0.707887 | 4.853 | 7e-06 |
| 4 | 0.556402 | 3.8145 | 0.000199 |
| 5 | 0.359639 | 2.4656 | 0.008693 |
| 6 | 0.187992 | 1.2888 | 0.101886 |
| 7 | 0.026414 | 0.1811 | 0.428539 |
| 8 | -0.139628 | -0.9572 | 0.171671 |
| 9 | -0.295783 | -2.0278 | 0.024136 |
| 10 | -0.41121 | -2.8191 | 0.003513 |
| 11 | -0.501451 | -3.4378 | 0.000619 |
| 12 | -0.577451 | -3.9588 | 0.000127 |
| 13 | -0.596728 | -4.091 | 8.4e-05 |
| 14 | -0.565343 | -3.8758 | 0.000164 |
| 15 | -0.507917 | -3.4821 | 0.000543 |
| 16 | -0.446975 | -3.0643 | 0.001804 |
| 17 | -0.355783 | -2.4391 | 0.009277 |
| 18 | -0.266159 | -1.8247 | 0.037203 |
| 19 | -0.19019 | -1.3039 | 0.099313 |
| 20 | -0.122612 | -0.8406 | 0.202418 |
| 21 | -0.043539 | -0.2985 | 0.383324 |
| 22 | 0.023083 | 0.1582 | 0.43747 |
| 23 | 0.072192 | 0.4949 | 0.311481 |
| 24 | 0.114773 | 0.7868 | 0.217662 |
| 25 | 0.151495 | 1.0386 | 0.152153 |
| 26 | 0.163157 | 1.1186 | 0.134508 |
| 27 | 0.150437 | 1.0313 | 0.153828 |
| 28 | 0.141673 | 0.9713 | 0.168195 |
| 29 | 0.127153 | 0.8717 | 0.193898 |
| 30 | 0.101644 | 0.6968 | 0.24467 |
| 31 | 0.078029 | 0.5349 | 0.297606 |
| 32 | 0.067388 | 0.462 | 0.32311 |
| 33 | 0.047494 | 0.3256 | 0.373085 |
| 34 | 0.022029 | 0.151 | 0.440301 |
| 35 | 0.002622 | 0.018 | 0.492867 |
| 36 | -0.007923 | -0.0543 | 0.478456 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.935652 | 6.4145 | 0 |
| 2 | -0.328226 | -2.2502 | 0.014578 |
| 3 | -0.199445 | -1.3673 | 0.089014 |
| 4 | -0.218421 | -1.4974 | 0.070485 |
| 5 | -0.449156 | -3.0793 | 0.00173 |
| 6 | 0.28909 | 1.9819 | 0.026678 |
| 7 | -0.112359 | -0.7703 | 0.22249 |
| 8 | -0.263432 | -1.806 | 0.038662 |
| 9 | 0.032516 | 0.2229 | 0.412283 |
| 10 | -0.112831 | -0.7735 | 0.221541 |
| 11 | 0.023664 | 0.1622 | 0.435909 |
| 12 | -0.069748 | -0.4782 | 0.317373 |
| 13 | 0.24136 | 1.6547 | 0.052327 |
| 14 | 0.070016 | 0.48 | 0.316726 |
| 15 | -0.04861 | -0.3333 | 0.370212 |
| 16 | -0.178167 | -1.2214 | 0.114004 |
| 17 | -0.118762 | -0.8142 | 0.209821 |
| 18 | -0.096127 | -0.659 | 0.256551 |
| 19 | -0.070629 | -0.4842 | 0.315243 |
| 20 | 0.041233 | 0.2827 | 0.389333 |
| 21 | -0.002484 | -0.017 | 0.493243 |
| 22 | 0.047686 | 0.3269 | 0.37259 |
| 23 | -0.057982 | -0.3975 | 0.346396 |
| 24 | -0.079995 | -0.5484 | 0.293 |
| 25 | 0.048322 | 0.3313 | 0.370952 |
| 26 | -0.02545 | -0.1745 | 0.431121 |
| 27 | -0.045778 | -0.3138 | 0.377518 |
| 28 | 0.074585 | 0.5113 | 0.305758 |
| 29 | -0.073771 | -0.5057 | 0.307699 |
| 30 | -0.075301 | -0.5162 | 0.304055 |
| 31 | 0.030505 | 0.2091 | 0.417624 |
| 32 | -0.111259 | -0.7628 | 0.22471 |
| 33 | -0.008637 | -0.0592 | 0.476518 |
| 34 | 0.048605 | 0.3332 | 0.370225 |
| 35 | -0.041617 | -0.2853 | 0.38833 |
| 36 | 0.060045 | 0.4116 | 0.341235 |
