| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.927921 | 7.0057 | 0 |
| 2 | 0.861546 | 6.5045 | 0 |
| 3 | 0.778003 | 5.8738 | 0 |
| 4 | 0.694634 | 5.2444 | 1e-06 |
| 5 | 0.598426 | 4.518 | 1.6e-05 |
| 6 | 0.503146 | 3.7987 | 0.000178 |
| 7 | 0.406719 | 3.0707 | 0.001635 |
| 8 | 0.315933 | 2.3852 | 0.010208 |
| 9 | 0.242351 | 1.8297 | 0.036262 |
| 10 | 0.172478 | 1.3022 | 0.099046 |
| 11 | 0.111444 | 0.8414 | 0.201825 |
| 12 | 0.038287 | 0.2891 | 0.386791 |
| 13 | -0.009484 | -0.0716 | 0.471586 |
| 14 | -0.060387 | -0.4559 | 0.325093 |
| 15 | -0.115515 | -0.8721 | 0.193401 |
| 16 | -0.191593 | -1.4465 | 0.076758 |
| 17 | -0.255833 | -1.9315 | 0.029199 |
| 18 | -0.321062 | -2.424 | 0.009274 |
| 19 | -0.378382 | -2.8567 | 0.002982 |
| 20 | -0.421374 | -3.1813 | 0.001187 |
| 21 | -0.468712 | -3.5387 | 0.000404 |
| 22 | -0.501506 | -3.7863 | 0.000185 |
| 23 | -0.522388 | -3.9439 | 0.000111 |
| 24 | -0.525728 | -3.9692 | 0.000102 |
| 25 | -0.520021 | -3.9261 | 0.000118 |
| 26 | -0.517729 | -3.9088 | 0.000124 |
| 27 | -0.50614 | -3.8213 | 0.000165 |
| 28 | -0.468603 | -3.5379 | 0.000405 |
| 29 | -0.425122 | -3.2096 | 0.001092 |
| 30 | -0.376381 | -2.8416 | 0.003108 |
| 31 | -0.337357 | -2.547 | 0.006795 |
| 32 | -0.295753 | -2.2329 | 0.01475 |
| 33 | -0.253491 | -1.9138 | 0.030335 |
| 34 | -0.205629 | -1.5525 | 0.063043 |
| 35 | -0.163229 | -1.2324 | 0.111439 |
| 36 | -0.124761 | -0.9419 | 0.175102 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.927921 | 7.0057 | 0 |
| 2 | 0.003656 | 0.0276 | 0.489039 |
| 3 | -0.157701 | -1.1906 | 0.119369 |
| 4 | -0.055564 | -0.4195 | 0.338213 |
| 5 | -0.13098 | -0.9889 | 0.163452 |
| 6 | -0.06136 | -0.4633 | 0.322473 |
| 7 | -0.054642 | -0.4125 | 0.340746 |
| 8 | -0.026922 | -0.2033 | 0.41983 |
| 9 | 0.071782 | 0.5419 | 0.294984 |
| 10 | -0.026871 | -0.2029 | 0.419978 |
| 11 | -0.016879 | -0.1274 | 0.449521 |
| 12 | -0.158492 | -1.1966 | 0.118211 |
| 13 | 0.081287 | 0.6137 | 0.270925 |
| 14 | -0.053848 | -0.4065 | 0.342933 |
| 15 | -0.137603 | -1.0389 | 0.151623 |
| 16 | -0.219413 | -1.6565 | 0.051555 |
| 17 | -0.01792 | -0.1353 | 0.446428 |
| 18 | -0.047435 | -0.3581 | 0.360785 |
| 19 | -0.037612 | -0.284 | 0.388733 |
| 20 | 0.035492 | 0.268 | 0.394849 |
| 21 | -0.097368 | -0.7351 | 0.232642 |
| 22 | -0.00679 | -0.0513 | 0.479649 |
| 23 | 0.004057 | 0.0306 | 0.487836 |
| 24 | -0.033976 | -0.2565 | 0.39924 |
| 25 | 0.017004 | 0.1284 | 0.449152 |
| 26 | -0.124189 | -0.9376 | 0.176201 |
| 27 | -0.005719 | -0.0432 | 0.482857 |
| 28 | 0.108454 | 0.8188 | 0.208153 |
| 29 | 0.037461 | 0.2828 | 0.389168 |
| 30 | 0.025634 | 0.1935 | 0.423614 |
| 31 | -0.098716 | -0.7453 | 0.22958 |
| 32 | -0.002323 | -0.0175 | 0.493035 |
| 33 | -0.021895 | -0.1653 | 0.434644 |
| 34 | -0.002457 | -0.0185 | 0.492634 |
| 35 | -0.043078 | -0.3252 | 0.373098 |
| 36 | -0.00455 | -0.0344 | 0.486359 |
