| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.966999 | 7.4903 | 0 |
| 2 | 0.908493 | 7.0372 | 0 |
| 3 | 0.829821 | 6.4278 | 0 |
| 4 | 0.742351 | 5.7502 | 0 |
| 5 | 0.646643 | 5.0089 | 3e-06 |
| 6 | 0.54865 | 4.2498 | 3.8e-05 |
| 7 | 0.447518 | 3.4665 | 0.00049 |
| 8 | 0.340947 | 2.641 | 0.005262 |
| 9 | 0.234143 | 1.8137 | 0.037366 |
| 10 | 0.127945 | 0.9911 | 0.162818 |
| 11 | 0.036972 | 0.2864 | 0.387785 |
| 12 | -0.037116 | -0.2875 | 0.387361 |
| 13 | -0.089748 | -0.6952 | 0.244811 |
| 14 | -0.127453 | -0.9872 | 0.163744 |
| 15 | -0.154038 | -1.1932 | 0.118749 |
| 16 | -0.179757 | -1.3924 | 0.084472 |
| 17 | -0.207818 | -1.6097 | 0.056351 |
| 18 | -0.237092 | -1.8365 | 0.035619 |
| 19 | -0.263541 | -2.0414 | 0.022809 |
| 20 | -0.279926 | -2.1683 | 0.017056 |
| 21 | -0.29051 | -2.2503 | 0.014055 |
| 22 | -0.297323 | -2.3031 | 0.012379 |
| 23 | -0.306047 | -2.3706 | 0.010494 |
| 24 | -0.313848 | -2.4311 | 0.00903 |
| 25 | -0.326928 | -2.5324 | 0.006982 |
| 26 | -0.338451 | -2.6216 | 0.005537 |
| 27 | -0.346911 | -2.6872 | 0.004655 |
| 28 | -0.349242 | -2.7052 | 0.004436 |
| 29 | -0.342012 | -2.6492 | 0.005149 |
| 30 | -0.322586 | -2.4987 | 0.00761 |
| 31 | -0.297742 | -2.3063 | 0.012282 |
| 32 | -0.273707 | -2.1201 | 0.01907 |
| 33 | -0.251077 | -1.9448 | 0.028243 |
| 34 | -0.229074 | -1.7744 | 0.040535 |
| 35 | -0.207643 | -1.6084 | 0.056499 |
| 36 | -0.187388 | -1.4515 | 0.075925 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.966999 | 7.4903 | 0 |
| 2 | -0.409671 | -3.1733 | 0.001189 |
| 3 | -0.230297 | -1.7839 | 0.039751 |
| 4 | -0.016639 | -0.1289 | 0.448938 |
| 5 | -0.107675 | -0.834 | 0.203782 |
| 6 | -0.028106 | -0.2177 | 0.414197 |
| 7 | -0.090232 | -0.6989 | 0.243647 |
| 8 | -0.162589 | -1.2594 | 0.106379 |
| 9 | -0.019457 | -0.1507 | 0.440353 |
| 10 | -0.06395 | -0.4954 | 0.31108 |
| 11 | 0.187766 | 1.4544 | 0.07552 |
| 12 | 0.093222 | 0.7221 | 0.23652 |
| 13 | 0.089476 | 0.6931 | 0.245466 |
| 14 | -0.023233 | -0.18 | 0.428893 |
| 15 | -0.072544 | -0.5619 | 0.288131 |
| 16 | -0.179647 | -1.3915 | 0.0846 |
| 17 | -0.156853 | -1.215 | 0.114568 |
| 18 | -0.099732 | -0.7725 | 0.221419 |
| 19 | -0.0191 | -0.148 | 0.441439 |
| 20 | 0.087659 | 0.679 | 0.249873 |
| 21 | -0.013641 | -0.1057 | 0.458103 |
| 22 | -0.023265 | -0.1802 | 0.428799 |
| 23 | -0.022753 | -0.1762 | 0.430347 |
| 24 | 0.066141 | 0.5123 | 0.305153 |
| 25 | -0.067619 | -0.5238 | 0.301183 |
| 26 | 0.008438 | 0.0654 | 0.474052 |
| 27 | -0.061267 | -0.4746 | 0.318407 |
| 28 | -0.091605 | -0.7096 | 0.240361 |
| 29 | 0.012787 | 0.0991 | 0.460714 |
| 30 | 0.120203 | 0.9311 | 0.17777 |
| 31 | -0.016786 | -0.13 | 0.448491 |
| 32 | -0.044895 | -0.3478 | 0.364619 |
| 33 | -0.050581 | -0.3918 | 0.348297 |
| 34 | 0.00229 | 0.0177 | 0.492952 |
| 35 | -0.091219 | -0.7066 | 0.241282 |
| 36 | -0.093505 | -0.7243 | 0.235852 |
