| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.912354 | 6.321 | 0 |
| 2 | 0.826197 | 5.7241 | 0 |
| 3 | 0.727907 | 5.0431 | 3e-06 |
| 4 | 0.621619 | 4.3067 | 4.1e-05 |
| 5 | 0.509858 | 3.5324 | 0.000461 |
| 6 | 0.411477 | 2.8508 | 0.003205 |
| 7 | 0.31489 | 2.1816 | 0.017033 |
| 8 | 0.231349 | 1.6028 | 0.057767 |
| 9 | 0.164168 | 1.1374 | 0.130511 |
| 10 | 0.090784 | 0.629 | 0.266176 |
| 11 | 0.030141 | 0.2088 | 0.417734 |
| 12 | -0.039989 | -0.2771 | 0.391465 |
| 13 | -0.093516 | -0.6479 | 0.26007 |
| 14 | -0.136885 | -0.9484 | 0.173846 |
| 15 | -0.189195 | -1.3108 | 0.098084 |
| 16 | -0.257501 | -1.784 | 0.040371 |
| 17 | -0.291413 | -2.019 | 0.024547 |
| 18 | -0.339618 | -2.3529 | 0.011386 |
| 19 | -0.377757 | -2.6172 | 0.005911 |
| 20 | -0.40501 | -2.806 | 0.003613 |
| 21 | -0.423899 | -2.9369 | 0.00254 |
| 22 | -0.436768 | -3.026 | 0.001988 |
| 23 | -0.429566 | -2.9761 | 0.002281 |
| 24 | -0.401715 | -2.7832 | 0.003838 |
| 25 | -0.347955 | -2.4107 | 0.0099 |
| 26 | -0.312837 | -2.1674 | 0.017598 |
| 27 | -0.280456 | -1.9431 | 0.028944 |
| 28 | -0.239863 | -1.6618 | 0.051533 |
| 29 | -0.205262 | -1.4221 | 0.080732 |
| 30 | -0.181 | -1.254 | 0.107957 |
| 31 | -0.1502 | -1.0406 | 0.151634 |
| 32 | -0.119156 | -0.8255 | 0.206575 |
| 33 | -0.104078 | -0.7211 | 0.237181 |
| 34 | -0.054576 | -0.3781 | 0.353507 |
| 35 | -0.010912 | -0.0756 | 0.470025 |
| 36 | 0.028616 | 0.1983 | 0.421841 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.912354 | 6.321 | 0 |
| 2 | -0.036942 | -0.2559 | 0.399546 |
| 3 | -0.1196 | -0.8286 | 0.205713 |
| 4 | -0.106983 | -0.7412 | 0.231092 |
| 5 | -0.096547 | -0.6689 | 0.253383 |
| 6 | 0.012626 | 0.0875 | 0.465329 |
| 7 | -0.04947 | -0.3427 | 0.366645 |
| 8 | 0.00077 | 0.0053 | 0.497882 |
| 9 | 0.026967 | 0.1868 | 0.426288 |
| 10 | -0.111905 | -0.7753 | 0.220982 |
| 11 | -0.006825 | -0.0473 | 0.48124 |
| 12 | -0.130439 | -0.9037 | 0.185333 |
| 13 | 0.024703 | 0.1711 | 0.432414 |
| 14 | 0.016494 | 0.1143 | 0.454749 |
| 15 | -0.13114 | -0.9086 | 0.18406 |
| 16 | -0.173591 | -1.2027 | 0.1175 |
| 17 | 0.110683 | 0.7668 | 0.223467 |
| 18 | -0.13728 | -0.9511 | 0.173157 |
| 19 | -0.019165 | -0.1328 | 0.447463 |
| 20 | -0.027683 | -0.1918 | 0.424357 |
| 21 | -0.022063 | -0.1529 | 0.439577 |
| 22 | -0.032025 | -0.2219 | 0.412677 |
| 23 | 0.017889 | 0.1239 | 0.450941 |
| 24 | 0.077819 | 0.5391 | 0.296139 |
| 25 | 0.154775 | 1.0723 | 0.144471 |
| 26 | -0.195334 | -1.3533 | 0.091147 |
| 27 | -0.037483 | -0.2597 | 0.398106 |
| 28 | -0.01861 | -0.1289 | 0.448974 |
| 29 | 0.004139 | 0.0287 | 0.488621 |
| 30 | -0.031778 | -0.2202 | 0.413338 |
| 31 | 0.013439 | 0.0931 | 0.463102 |
| 32 | -0.00894 | -0.0619 | 0.475434 |
| 33 | -0.053688 | -0.372 | 0.35578 |
| 34 | 0.119664 | 0.8291 | 0.205588 |
| 35 | 0.028935 | 0.2005 | 0.420981 |
| 36 | -0.032324 | -0.2239 | 0.411874 |
