| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.905819 | 6.3407 | 0 |
| 2 | 0.817637 | 5.7235 | 0 |
| 3 | 0.701326 | 4.9093 | 5e-06 |
| 4 | 0.585342 | 4.0974 | 7.8e-05 |
| 5 | 0.464135 | 3.2489 | 0.001048 |
| 6 | 0.357685 | 2.5038 | 0.007833 |
| 7 | 0.273006 | 1.911 | 0.030929 |
| 8 | 0.198672 | 1.3907 | 0.085299 |
| 9 | 0.132645 | 0.9285 | 0.178846 |
| 10 | 0.0635 | 0.4445 | 0.329318 |
| 11 | 0.018681 | 0.1308 | 0.448247 |
| 12 | -0.054694 | -0.3829 | 0.351742 |
| 13 | -0.100704 | -0.7049 | 0.242097 |
| 14 | -0.158184 | -1.1073 | 0.136788 |
| 15 | -0.225422 | -1.578 | 0.060505 |
| 16 | -0.274695 | -1.9229 | 0.03016 |
| 17 | -0.321131 | -2.2479 | 0.014558 |
| 18 | -0.369448 | -2.5861 | 0.006364 |
| 19 | -0.410786 | -2.8755 | 0.002977 |
| 20 | -0.431412 | -3.0199 | 0.002004 |
| 21 | -0.456823 | -3.1978 | 0.001214 |
| 22 | -0.441281 | -3.089 | 0.001653 |
| 23 | -0.421473 | -2.9503 | 0.002429 |
| 24 | -0.360477 | -2.5233 | 0.007459 |
| 25 | -0.320362 | -2.2425 | 0.014742 |
| 26 | -0.2776 | -1.9432 | 0.028874 |
| 27 | -0.242394 | -1.6968 | 0.048044 |
| 28 | -0.209428 | -1.466 | 0.074519 |
| 29 | -0.188238 | -1.3177 | 0.096871 |
| 30 | -0.160036 | -1.1203 | 0.134034 |
| 31 | -0.124585 | -0.8721 | 0.193705 |
| 32 | -0.108676 | -0.7607 | 0.225232 |
| 33 | -0.051984 | -0.3639 | 0.358754 |
| 34 | -0.005423 | -0.038 | 0.484937 |
| 35 | 0.038571 | 0.27 | 0.394149 |
| 36 | 0.060108 | 0.4208 | 0.337888 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.905819 | 6.3407 | 0 |
| 2 | -0.015992 | -0.1119 | 0.455663 |
| 3 | -0.204313 | -1.4302 | 0.079504 |
| 4 | -0.077896 | -0.5453 | 0.29402 |
| 5 | -0.082942 | -0.5806 | 0.282087 |
| 6 | 0.002728 | 0.0191 | 0.49242 |
| 7 | 0.061491 | 0.4304 | 0.334383 |
| 8 | -0.018944 | -0.1326 | 0.447523 |
| 9 | -0.05006 | -0.3504 | 0.363763 |
| 10 | -0.103224 | -0.7226 | 0.23669 |
| 11 | 0.058268 | 0.4079 | 0.34257 |
| 12 | -0.195676 | -1.3697 | 0.088507 |
| 13 | 0.057946 | 0.4056 | 0.343394 |
| 14 | -0.075408 | -0.5279 | 0.299991 |
| 15 | -0.180018 | -1.2601 | 0.106797 |
| 16 | 0.046787 | 0.3275 | 0.372339 |
| 17 | -0.043912 | -0.3074 | 0.379926 |
| 18 | -0.131852 | -0.923 | 0.180275 |
| 19 | -0.035636 | -0.2495 | 0.402026 |
| 20 | 0.019847 | 0.1389 | 0.445038 |
| 21 | -0.116141 | -0.813 | 0.210078 |
| 22 | 0.12793 | 0.8955 | 0.187446 |
| 23 | 0.048665 | 0.3407 | 0.367411 |
| 24 | 0.089333 | 0.6253 | 0.267328 |
| 25 | -0.137636 | -0.9634 | 0.170027 |
| 26 | -0.025419 | -0.1779 | 0.429755 |
| 27 | -0.088259 | -0.6178 | 0.269781 |
| 28 | 0.014556 | 0.1019 | 0.459629 |
| 29 | -0.001327 | -0.0093 | 0.496314 |
| 30 | 0.023949 | 0.1676 | 0.433776 |
| 31 | 0.007937 | 0.0556 | 0.477961 |
| 32 | -0.091536 | -0.6408 | 0.262334 |
| 33 | 0.1529 | 1.0703 | 0.144864 |
| 34 | 0.02806 | 0.1964 | 0.422548 |
| 35 | -0.118484 | -0.8294 | 0.205453 |
| 36 | -0.099842 | -0.6989 | 0.243962 |
