| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.889545 | 6.29 | 0 |
| 2 | 0.790011 | 5.5862 | 0 |
| 3 | 0.724643 | 5.124 | 2e-06 |
| 4 | 0.631282 | 4.4638 | 2.3e-05 |
| 5 | 0.531346 | 3.7572 | 0.000225 |
| 6 | 0.421344 | 2.9793 | 0.002225 |
| 7 | 0.316132 | 2.2354 | 0.014944 |
| 8 | 0.2299 | 1.6256 | 0.055157 |
| 9 | 0.152428 | 1.0778 | 0.143142 |
| 10 | 0.069733 | 0.4931 | 0.312054 |
| 11 | -0.014575 | -0.1031 | 0.459163 |
| 12 | -0.103134 | -0.7293 | 0.234621 |
| 13 | -0.165924 | -1.1733 | 0.123125 |
| 14 | -0.21593 | -1.5269 | 0.066549 |
| 15 | -0.282258 | -1.9959 | 0.025705 |
| 16 | -0.345091 | -2.4402 | 0.009134 |
| 17 | -0.385826 | -2.7282 | 0.004382 |
| 18 | -0.429181 | -3.0348 | 0.001907 |
| 19 | -0.4623 | -3.269 | 0.000978 |
| 20 | -0.501487 | -3.546 | 0.00043 |
| 21 | -0.54968 | -3.8868 | 0.00015 |
| 22 | -0.555166 | -3.9256 | 0.000133 |
| 23 | -0.522035 | -3.6913 | 0.000276 |
| 24 | -0.505125 | -3.5718 | 0.000398 |
| 25 | -0.465315 | -3.2903 | 0.000919 |
| 26 | -0.41961 | -2.9671 | 0.002301 |
| 27 | -0.368683 | -2.607 | 0.006004 |
| 28 | -0.278142 | -1.9668 | 0.027386 |
| 29 | -0.216534 | -1.5311 | 0.066021 |
| 30 | -0.166784 | -1.1793 | 0.121923 |
| 31 | -0.112668 | -0.7967 | 0.2147 |
| 32 | -0.061264 | -0.4332 | 0.333366 |
| 33 | -0.007082 | -0.0501 | 0.480131 |
| 34 | 0.049587 | 0.3506 | 0.363668 |
| 35 | 0.07614 | 0.5384 | 0.296349 |
| 36 | 0.105193 | 0.7438 | 0.230232 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.889545 | 6.29 | 0 |
| 2 | -0.00613 | -0.0433 | 0.482798 |
| 3 | 0.110383 | 0.7805 | 0.219381 |
| 4 | -0.160374 | -1.134 | 0.131098 |
| 5 | -0.074937 | -0.5299 | 0.299268 |
| 6 | -0.154867 | -1.0951 | 0.139365 |
| 7 | -0.053032 | -0.375 | 0.354625 |
| 8 | 0.001538 | 0.0109 | 0.495682 |
| 9 | 0.005052 | 0.0357 | 0.485823 |
| 10 | -0.065555 | -0.4635 | 0.322494 |
| 11 | -0.086171 | -0.6093 | 0.272535 |
| 12 | -0.135706 | -0.9596 | 0.170941 |
| 13 | 0.017452 | 0.1234 | 0.45114 |
| 14 | -0.017665 | -0.1249 | 0.450547 |
| 15 | -0.098696 | -0.6979 | 0.244241 |
| 16 | -0.082575 | -0.5839 | 0.28096 |
| 17 | -0.020929 | -0.148 | 0.441473 |
| 18 | -0.107086 | -0.7572 | 0.226238 |
| 19 | -0.029852 | -0.2111 | 0.41684 |
| 20 | -0.13266 | -0.938 | 0.176364 |
| 21 | -0.135244 | -0.9563 | 0.171757 |
| 22 | 0.050509 | 0.3572 | 0.36124 |
| 23 | 0.125011 | 0.884 | 0.190474 |
| 24 | -0.062313 | -0.4406 | 0.330694 |
| 25 | 0.086638 | 0.6126 | 0.271451 |
| 26 | -0.064629 | -0.457 | 0.324826 |
| 27 | -0.014939 | -0.1056 | 0.458147 |
| 28 | 0.127661 | 0.9027 | 0.185508 |
| 29 | -0.080623 | -0.5701 | 0.285585 |
| 30 | -0.017036 | -0.1205 | 0.4523 |
| 31 | -0.056725 | -0.4011 | 0.345024 |
| 32 | -0.033691 | -0.2382 | 0.406337 |
| 33 | -0.017056 | -0.1206 | 0.452245 |
| 34 | 0.059668 | 0.4219 | 0.337449 |
| 35 | -0.080464 | -0.569 | 0.285964 |
| 36 | -0.019512 | -0.138 | 0.445408 |
