| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.927001 | 7.1805 | 0 |
| 2 | 0.829143 | 6.4225 | 0 |
| 3 | 0.753914 | 5.8398 | 0 |
| 4 | 0.681586 | 5.2795 | 1e-06 |
| 5 | 0.597944 | 4.6317 | 1e-05 |
| 6 | 0.524561 | 4.0632 | 7.1e-05 |
| 7 | 0.470955 | 3.648 | 0.000277 |
| 8 | 0.428965 | 3.3228 | 0.000761 |
| 9 | 0.383973 | 2.9742 | 0.002113 |
| 10 | 0.340833 | 2.6401 | 0.005274 |
| 11 | 0.308464 | 2.3894 | 0.010019 |
| 12 | 0.271686 | 2.1045 | 0.019768 |
| 13 | 0.218194 | 1.6901 | 0.048097 |
| 14 | 0.152709 | 1.1829 | 0.120761 |
| 15 | 0.071729 | 0.5556 | 0.29027 |
| 16 | -0.001099 | -0.0085 | 0.496618 |
| 17 | -0.062034 | -0.4805 | 0.316304 |
| 18 | -0.125175 | -0.9696 | 0.168069 |
| 19 | -0.175853 | -1.3621 | 0.089121 |
| 20 | -0.223056 | -1.7278 | 0.044586 |
| 21 | -0.269641 | -2.0886 | 0.020496 |
| 22 | -0.302575 | -2.3437 | 0.011211 |
| 23 | -0.311816 | -2.4153 | 0.009392 |
| 24 | -0.32106 | -2.4869 | 0.007842 |
| 25 | -0.329187 | -2.5499 | 0.006674 |
| 26 | -0.344262 | -2.6666 | 0.004916 |
| 27 | -0.360132 | -2.7896 | 0.003532 |
| 28 | -0.376656 | -2.9176 | 0.002479 |
| 29 | -0.392441 | -3.0398 | 0.001752 |
| 30 | -0.401994 | -3.1138 | 0.001415 |
| 31 | -0.395458 | -3.0632 | 0.001638 |
| 32 | -0.391799 | -3.0349 | 0.001778 |
| 33 | -0.379239 | -2.9376 | 0.002344 |
| 34 | -0.362135 | -2.8051 | 0.003385 |
| 35 | -0.345656 | -2.6774 | 0.004777 |
| 36 | -0.338279 | -2.6203 | 0.005556 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.927001 | 7.1805 | 0 |
| 2 | -0.214607 | -1.6623 | 0.050831 |
| 3 | 0.143737 | 1.1134 | 0.134992 |
| 4 | -0.088647 | -0.6867 | 0.247473 |
| 5 | -0.093978 | -0.728 | 0.234737 |
| 6 | 0.051274 | 0.3972 | 0.346328 |
| 7 | 0.043407 | 0.3362 | 0.368937 |
| 8 | 0.031653 | 0.2452 | 0.403575 |
| 9 | -0.044736 | -0.3465 | 0.36508 |
| 10 | -0.002523 | -0.0195 | 0.492237 |
| 11 | 0.024155 | 0.1871 | 0.426105 |
| 12 | -0.079764 | -0.6179 | 0.269506 |
| 13 | -0.100347 | -0.7773 | 0.220022 |
| 14 | -0.102312 | -0.7925 | 0.215595 |
| 15 | -0.18373 | -1.4232 | 0.079933 |
| 16 | 0.03837 | 0.2972 | 0.383666 |
| 17 | -0.021396 | -0.1657 | 0.434462 |
| 18 | -0.086654 | -0.6712 | 0.252329 |
| 19 | 0.051381 | 0.398 | 0.346022 |
| 20 | -0.139506 | -1.0806 | 0.142098 |
| 21 | -0.045024 | -0.3488 | 0.364249 |
| 22 | 0.039152 | 0.3033 | 0.381366 |
| 23 | 0.080803 | 0.6259 | 0.266879 |
| 24 | -0.059427 | -0.4603 | 0.323474 |
| 25 | 0.026374 | 0.2043 | 0.419408 |
| 26 | -0.096801 | -0.7498 | 0.228147 |
| 27 | -0.005922 | -0.0459 | 0.481781 |
| 28 | -0.039462 | -0.3057 | 0.380455 |
| 29 | 0.004537 | 0.0351 | 0.48604 |
| 30 | -0.008597 | -0.0666 | 0.473564 |
| 31 | 0.043527 | 0.3372 | 0.368588 |
| 32 | -0.060263 | -0.4668 | 0.321169 |
| 33 | 0.067495 | 0.5228 | 0.301515 |
| 34 | -0.054735 | -0.424 | 0.336551 |
| 35 | -0.035596 | -0.2757 | 0.391852 |
| 36 | -0.134314 | -1.0404 | 0.151165 |
