| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.902976 | 6.3208 | 0 |
| 2 | 0.801323 | 5.6093 | 0 |
| 3 | 0.695286 | 4.867 | 6e-06 |
| 4 | 0.594475 | 4.1613 | 6.4e-05 |
| 5 | 0.484855 | 3.394 | 0.000686 |
| 6 | 0.384846 | 2.6939 | 0.004822 |
| 7 | 0.28859 | 2.0201 | 0.024427 |
| 8 | 0.206485 | 1.4454 | 0.077356 |
| 9 | 0.125301 | 0.8771 | 0.192354 |
| 10 | 0.056649 | 0.3965 | 0.346714 |
| 11 | -0.007432 | -0.052 | 0.479361 |
| 12 | -0.07916 | -0.5541 | 0.291009 |
| 13 | -0.155706 | -1.0899 | 0.140535 |
| 14 | -0.233198 | -1.6324 | 0.054505 |
| 15 | -0.293546 | -2.0548 | 0.022624 |
| 16 | -0.351299 | -2.4591 | 0.008754 |
| 17 | -0.404323 | -2.8303 | 0.003363 |
| 18 | -0.448165 | -3.1372 | 0.001442 |
| 19 | -0.487892 | -3.4152 | 0.000644 |
| 20 | -0.527797 | -3.6946 | 0.000277 |
| 21 | -0.545808 | -3.8207 | 0.000188 |
| 22 | -0.548728 | -3.8411 | 0.000176 |
| 23 | -0.51475 | -3.6032 | 0.000367 |
| 24 | -0.482846 | -3.3799 | 0.000715 |
| 25 | -0.440917 | -3.0864 | 0.001664 |
| 26 | -0.378438 | -2.6491 | 0.005416 |
| 27 | -0.303613 | -2.1253 | 0.019315 |
| 28 | -0.246816 | -1.7277 | 0.045169 |
| 29 | -0.181364 | -1.2695 | 0.105121 |
| 30 | -0.126863 | -0.888 | 0.189428 |
| 31 | -0.075902 | -0.5313 | 0.2988 |
| 32 | -0.024698 | -0.1729 | 0.431727 |
| 33 | 0.021623 | 0.1514 | 0.440157 |
| 34 | 0.059984 | 0.4199 | 0.338202 |
| 35 | 0.084835 | 0.5938 | 0.277673 |
| 36 | 0.086203 | 0.6034 | 0.274505 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.902976 | 6.3208 | 0 |
| 2 | -0.076054 | -0.5324 | 0.298436 |
| 3 | -0.079783 | -0.5585 | 0.28953 |
| 4 | -0.032977 | -0.2308 | 0.409201 |
| 5 | -0.112269 | -0.7859 | 0.21786 |
| 6 | -0.019833 | -0.1388 | 0.445076 |
| 7 | -0.050934 | -0.3565 | 0.361484 |
| 8 | -0.001697 | -0.0119 | 0.495285 |
| 9 | -0.063828 | -0.4468 | 0.328494 |
| 10 | -0.010806 | -0.0756 | 0.470005 |
| 11 | -0.043365 | -0.3036 | 0.381377 |
| 12 | -0.122592 | -0.8581 | 0.197496 |
| 13 | -0.100375 | -0.7026 | 0.242807 |
| 14 | -0.100406 | -0.7028 | 0.242741 |
| 15 | 0.000352 | 0.0025 | 0.499023 |
| 16 | -0.077658 | -0.5436 | 0.294589 |
| 17 | -0.07215 | -0.505 | 0.307894 |
| 18 | -0.049819 | -0.3487 | 0.364393 |
| 19 | -0.099275 | -0.6949 | 0.245191 |
| 20 | -0.112469 | -0.7873 | 0.217453 |
| 21 | -0.002793 | -0.0195 | 0.492242 |
| 22 | -0.022229 | -0.1556 | 0.438494 |
| 23 | 0.115231 | 0.8066 | 0.211892 |
| 24 | -0.061967 | -0.4338 | 0.333181 |
| 25 | -0.006624 | -0.0464 | 0.481603 |
| 26 | 0.072971 | 0.5108 | 0.305893 |
| 27 | 0.026517 | 0.1856 | 0.426756 |
| 28 | -0.093146 | -0.652 | 0.258716 |
| 29 | 0.044273 | 0.3099 | 0.378972 |
| 30 | -0.042794 | -0.2996 | 0.382891 |
| 31 | -0.022307 | -0.1561 | 0.438279 |
| 32 | 0.03838 | 0.2687 | 0.39466 |
| 33 | -0.039181 | -0.2743 | 0.392515 |
| 34 | -0.0627 | -0.4389 | 0.331331 |
| 35 | -0.083821 | -0.5867 | 0.280035 |
| 36 | -0.157159 | -1.1001 | 0.138329 |
