| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.962625 | 7.4565 | 0 |
| 2 | 0.910043 | 7.0492 | 0 |
| 3 | 0.850015 | 6.5842 | 0 |
| 4 | 0.779442 | 6.0375 | 0 |
| 5 | 0.699878 | 5.4212 | 1e-06 |
| 6 | 0.605173 | 4.6877 | 8e-06 |
| 7 | 0.507643 | 3.9322 | 0.00011 |
| 8 | 0.413559 | 3.2034 | 0.001088 |
| 9 | 0.314939 | 2.4395 | 0.00884 |
| 10 | 0.21472 | 1.6632 | 0.050742 |
| 11 | 0.125841 | 0.9748 | 0.166796 |
| 12 | 0.035056 | 0.2715 | 0.393453 |
| 13 | -0.039972 | -0.3096 | 0.378961 |
| 14 | -0.110431 | -0.8554 | 0.197867 |
| 15 | -0.182427 | -1.4131 | 0.0814 |
| 16 | -0.240482 | -1.8628 | 0.033696 |
| 17 | -0.292184 | -2.2632 | 0.013626 |
| 18 | -0.33504 | -2.5952 | 0.005933 |
| 19 | -0.373305 | -2.8916 | 0.002666 |
| 20 | -0.412711 | -3.1968 | 0.001109 |
| 21 | -0.449163 | -3.4792 | 0.000471 |
| 22 | -0.470848 | -3.6472 | 0.000278 |
| 23 | -0.482541 | -3.7377 | 0.000208 |
| 24 | -0.479158 | -3.7115 | 0.000226 |
| 25 | -0.470728 | -3.6462 | 0.000279 |
| 26 | -0.46077 | -3.5691 | 0.000356 |
| 27 | -0.437284 | -3.3872 | 0.000626 |
| 28 | -0.408631 | -3.1652 | 0.001217 |
| 29 | -0.380043 | -2.9438 | 0.002303 |
| 30 | -0.354663 | -2.7472 | 0.003962 |
| 31 | -0.32903 | -2.5487 | 0.006695 |
| 32 | -0.295284 | -2.2873 | 0.012861 |
| 33 | -0.262003 | -2.0295 | 0.023426 |
| 34 | -0.230235 | -1.7834 | 0.03979 |
| 35 | -0.20207 | -1.5652 | 0.061395 |
| 36 | -0.168457 | -1.3049 | 0.098461 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.962625 | 7.4565 | 0 |
| 2 | -0.226367 | -1.7534 | 0.042317 |
| 3 | -0.092148 | -0.7138 | 0.239066 |
| 4 | -0.153423 | -1.1884 | 0.119677 |
| 5 | -0.12001 | -0.9296 | 0.178153 |
| 6 | -0.226221 | -1.7523 | 0.042416 |
| 7 | -0.025709 | -0.1991 | 0.421414 |
| 8 | 0.015877 | 0.123 | 0.451266 |
| 9 | -0.116592 | -0.9031 | 0.185038 |
| 10 | -0.067854 | -0.5256 | 0.300554 |
| 11 | 0.118298 | 0.9163 | 0.181581 |
| 12 | -0.169362 | -1.3119 | 0.09728 |
| 13 | 0.156416 | 1.2116 | 0.115209 |
| 14 | -0.091235 | -0.7067 | 0.241243 |
| 15 | -0.132564 | -1.0268 | 0.154309 |
| 16 | 0.053615 | 0.4153 | 0.339702 |
| 17 | -0.042464 | -0.3289 | 0.37168 |
| 18 | -0.026315 | -0.2038 | 0.419585 |
| 19 | -0.086914 | -0.6732 | 0.251693 |
| 20 | -0.101692 | -0.7877 | 0.216986 |
| 21 | -0.10513 | -0.8143 | 0.209338 |
| 22 | 0.076449 | 0.5922 | 0.277981 |
| 23 | 0.106781 | 0.8271 | 0.205722 |
| 24 | 0.081602 | 0.6321 | 0.264867 |
| 25 | -0.041162 | -0.3188 | 0.375479 |
| 26 | -0.039796 | -0.3083 | 0.379476 |
| 27 | 0.002349 | 0.0182 | 0.49277 |
| 28 | 0.0028 | 0.0217 | 0.491383 |
| 29 | -0.106421 | -0.8243 | 0.206507 |
| 30 | -0.142029 | -1.1002 | 0.137831 |
| 31 | -0.047477 | -0.3678 | 0.357176 |
| 32 | 0.064404 | 0.4989 | 0.309846 |
| 33 | -0.064994 | -0.5034 | 0.308248 |
| 34 | 0.104031 | 0.8058 | 0.211764 |
| 35 | -0.089159 | -0.6906 | 0.246233 |
| 36 | 0.088406 | 0.6848 | 0.248056 |
