| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.879554 | 8.1091 | 0 |
| 2 | 0.669354 | 6.1711 | 0 |
| 3 | 0.496801 | 4.5803 | 8e-06 |
| 4 | 0.458327 | 4.2256 | 3e-05 |
| 5 | 0.523037 | 4.8222 | 3e-06 |
| 6 | 0.598874 | 5.5213 | 0 |
| 7 | 0.60823 | 5.6076 | 0 |
| 8 | 0.552692 | 5.0956 | 1e-06 |
| 9 | 0.472238 | 4.3538 | 1.9e-05 |
| 10 | 0.409062 | 3.7714 | 0.00015 |
| 11 | 0.36255 | 3.3425 | 0.000618 |
| 12 | 0.338937 | 3.1248 | 0.001217 |
| 13 | 0.335691 | 3.0949 | 0.001333 |
| 14 | 0.327969 | 3.0237 | 0.00165 |
| 15 | 0.313253 | 2.888 | 0.002458 |
| 16 | 0.279327 | 2.5753 | 0.005873 |
| 17 | 0.241225 | 2.224 | 0.0144 |
| 18 | 0.199318 | 1.8376 | 0.034806 |
| 19 | 0.157554 | 1.4526 | 0.075011 |
| 20 | 0.127562 | 1.1761 | 0.121427 |
| 21 | 0.095624 | 0.8816 | 0.190237 |
| 22 | 0.062085 | 0.5724 | 0.284284 |
| 23 | 0.038572 | 0.3556 | 0.361505 |
| 24 | 0.02736 | 0.2522 | 0.400731 |
| 25 | 0.022513 | 0.2076 | 0.418036 |
| 26 | 0.011973 | 0.1104 | 0.456183 |
| 27 | -0.008093 | -0.0746 | 0.470348 |
| 28 | -0.019677 | -0.1814 | 0.428237 |
| 29 | -0.016572 | -0.1528 | 0.439466 |
| 30 | 0.011865 | 0.1094 | 0.456576 |
| 31 | 0.048884 | 0.4507 | 0.326682 |
| 32 | 0.055822 | 0.5147 | 0.304064 |
| 33 | 0.012814 | 0.1181 | 0.453118 |
| 34 | -0.070057 | -0.6459 | 0.260043 |
| 35 | -0.150526 | -1.3878 | 0.084415 |
| 36 | -0.181777 | -1.6759 | 0.048716 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.879554 | 8.1091 | 0 |
| 2 | -0.460544 | -4.246 | 2.8e-05 |
| 3 | 0.235489 | 2.1711 | 0.016356 |
| 4 | 0.414746 | 3.8238 | 0.000125 |
| 5 | 0.111089 | 1.0242 | 0.154325 |
| 6 | -0.006656 | -0.0614 | 0.475607 |
| 7 | 0.000732 | 0.0068 | 0.497314 |
| 8 | 0.088364 | 0.8147 | 0.208768 |
| 9 | -0.013293 | -0.1226 | 0.451374 |
| 10 | -0.066605 | -0.6141 | 0.270405 |
| 11 | -0.141219 | -1.302 | 0.098221 |
| 12 | 0.058152 | 0.5361 | 0.296634 |
| 13 | 0.068596 | 0.6324 | 0.264402 |
| 14 | -0.151132 | -1.3934 | 0.083571 |
| 15 | 0.02277 | 0.2099 | 0.417113 |
| 16 | -0.01483 | -0.1367 | 0.445785 |
| 17 | 0.043831 | 0.4041 | 0.343575 |
| 18 | -0.102201 | -0.9422 | 0.174369 |
| 19 | -0.096395 | -0.8887 | 0.188332 |
| 20 | 0.069419 | 0.64 | 0.261942 |
| 21 | -0.110918 | -1.0226 | 0.154696 |
| 22 | -0.072905 | -0.6722 | 0.251655 |
| 23 | 0.035929 | 0.3313 | 0.370634 |
| 24 | 0.045748 | 0.4218 | 0.337128 |
| 25 | -0.026911 | -0.2481 | 0.402326 |
| 26 | -0.033781 | -0.3114 | 0.378114 |
| 27 | 0.043419 | 0.4003 | 0.344969 |
| 28 | 0.141064 | 1.3005 | 0.098465 |
| 29 | 0.039176 | 0.3612 | 0.359427 |
| 30 | 0.04561 | 0.4205 | 0.337589 |
| 31 | 0.110464 | 1.0184 | 0.155683 |
| 32 | -0.067718 | -0.6243 | 0.267042 |
| 33 | -0.166585 | -1.5358 | 0.064146 |
| 34 | -0.143439 | -1.3224 | 0.094783 |
| 35 | -0.073339 | -0.6762 | 0.250388 |
| 36 | 0.009424 | 0.0869 | 0.465484 |
