| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.945875 | 7.3267 | 0 |
| 2 | 0.888171 | 6.8797 | 0 |
| 3 | 0.834078 | 6.4607 | 0 |
| 4 | 0.767736 | 5.9469 | 0 |
| 5 | 0.708534 | 5.4883 | 0 |
| 6 | 0.652193 | 5.0519 | 2e-06 |
| 7 | 0.584738 | 4.5294 | 1.4e-05 |
| 8 | 0.507962 | 3.9347 | 0.00011 |
| 9 | 0.430284 | 3.333 | 0.000738 |
| 10 | 0.346113 | 2.681 | 0.004733 |
| 11 | 0.25715 | 1.9919 | 0.025471 |
| 12 | 0.186169 | 1.4421 | 0.077242 |
| 13 | 0.11703 | 0.9065 | 0.184147 |
| 14 | 0.053485 | 0.4143 | 0.340068 |
| 15 | 0.006928 | 0.0537 | 0.47869 |
| 16 | -0.045964 | -0.356 | 0.361533 |
| 17 | -0.095038 | -0.7362 | 0.232251 |
| 18 | -0.147994 | -1.1464 | 0.1281 |
| 19 | -0.21122 | -1.6361 | 0.053527 |
| 20 | -0.268123 | -2.0769 | 0.021052 |
| 21 | -0.295554 | -2.2893 | 0.012796 |
| 22 | -0.320149 | -2.4799 | 0.007984 |
| 23 | -0.353105 | -2.7351 | 0.004093 |
| 24 | -0.380542 | -2.9477 | 0.002278 |
| 25 | -0.411003 | -3.1836 | 0.001153 |
| 26 | -0.434574 | -3.3662 | 0.000667 |
| 27 | -0.436018 | -3.3774 | 0.000645 |
| 28 | -0.434735 | -3.3674 | 0.000665 |
| 29 | -0.431726 | -3.3441 | 0.000713 |
| 30 | -0.41896 | -3.2453 | 0.00096 |
| 31 | -0.402984 | -3.1215 | 0.001384 |
| 32 | -0.391434 | -3.032 | 0.001792 |
| 33 | -0.376011 | -2.9126 | 0.002514 |
| 34 | -0.350645 | -2.7161 | 0.004309 |
| 35 | -0.331266 | -2.566 | 0.006402 |
| 36 | -0.305799 | -2.3687 | 0.010544 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.945875 | 7.3267 | 0 |
| 2 | -0.061806 | -0.4787 | 0.316929 |
| 3 | 0.00493 | 0.0382 | 0.484832 |
| 4 | -0.148545 | -1.1506 | 0.127225 |
| 5 | 0.040999 | 0.3176 | 0.375955 |
| 6 | -0.021372 | -0.1655 | 0.434536 |
| 7 | -0.125199 | -0.9698 | 0.168023 |
| 8 | -0.142 | -1.0999 | 0.137879 |
| 9 | -0.062385 | -0.4832 | 0.315345 |
| 10 | -0.104013 | -0.8057 | 0.211805 |
| 11 | -0.106168 | -0.8224 | 0.207061 |
| 12 | 0.089993 | 0.6971 | 0.244221 |
| 13 | -0.042181 | -0.3267 | 0.372504 |
| 14 | 0.025566 | 0.198 | 0.421844 |
| 15 | 0.080844 | 0.6262 | 0.266774 |
| 16 | -0.08492 | -0.6578 | 0.256596 |
| 17 | 0.014607 | 0.1131 | 0.455148 |
| 18 | -0.143461 | -1.1112 | 0.135449 |
| 19 | -0.161835 | -1.2536 | 0.107431 |
| 20 | -0.045211 | -0.3502 | 0.363706 |
| 21 | 0.191725 | 1.4851 | 0.071377 |
| 22 | -0.058887 | -0.4561 | 0.32497 |
| 23 | -0.140667 | -1.0896 | 0.140123 |
| 24 | -0.064127 | -0.4967 | 0.310598 |
| 25 | -0.035986 | -0.2787 | 0.3907 |
| 26 | 0.109979 | 0.8519 | 0.19883 |
| 27 | 0.114985 | 0.8907 | 0.188332 |
| 28 | -0.027988 | -0.2168 | 0.414553 |
| 29 | -0.049289 | -0.3818 | 0.351982 |
| 30 | -0.023566 | -0.1825 | 0.427887 |
| 31 | 0.009828 | 0.0761 | 0.469784 |
| 32 | -0.03795 | -0.294 | 0.384902 |
| 33 | -0.047811 | -0.3703 | 0.356216 |
| 34 | 0.028651 | 0.2219 | 0.412562 |
| 35 | -0.038951 | -0.3017 | 0.381956 |
| 36 | -0.004013 | -0.0311 | 0.487652 |
