| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.956991 | 8.6659 | 0 |
| 2 | 0.906582 | 8.2094 | 0 |
| 3 | 0.844687 | 7.649 | 0 |
| 4 | 0.772126 | 6.9919 | 0 |
| 5 | 0.693 | 6.2754 | 0 |
| 6 | 0.612354 | 5.5451 | 0 |
| 7 | 0.528514 | 4.7859 | 4e-06 |
| 8 | 0.443526 | 4.0163 | 6.5e-05 |
| 9 | 0.365138 | 3.3065 | 0.000702 |
| 10 | 0.292822 | 2.6516 | 0.004807 |
| 11 | 0.234738 | 2.1256 | 0.018271 |
| 12 | 0.169834 | 1.5379 | 0.06396 |
| 13 | 0.119912 | 1.0858 | 0.140365 |
| 14 | 0.071267 | 0.6453 | 0.260251 |
| 15 | 0.022173 | 0.2008 | 0.420682 |
| 16 | -0.029286 | -0.2652 | 0.395762 |
| 17 | -0.080699 | -0.7308 | 0.233505 |
| 18 | -0.122923 | -1.1131 | 0.134456 |
| 19 | -0.162731 | -1.4736 | 0.07221 |
| 20 | -0.202044 | -1.8296 | 0.035473 |
| 21 | -0.237902 | -2.1543 | 0.017076 |
| 22 | -0.267525 | -2.4225 | 0.008808 |
| 23 | -0.299598 | -2.713 | 0.004062 |
| 24 | -0.315083 | -2.8532 | 0.002739 |
| 25 | -0.320272 | -2.9002 | 0.002393 |
| 26 | -0.31127 | -2.8187 | 0.003021 |
| 27 | -0.307991 | -2.789 | 0.003286 |
| 28 | -0.297866 | -2.6973 | 0.004242 |
| 29 | -0.281061 | -2.5451 | 0.006399 |
| 30 | -0.268894 | -2.4349 | 0.008532 |
| 31 | -0.259662 | -2.3513 | 0.010553 |
| 32 | -0.246318 | -2.2305 | 0.014223 |
| 33 | -0.23924 | -2.1664 | 0.016591 |
| 34 | -0.235647 | -2.1339 | 0.01792 |
| 35 | -0.223688 | -2.0256 | 0.02303 |
| 36 | -0.221154 | -2.0026 | 0.02426 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.956991 | 8.6659 | 0 |
| 2 | -0.109912 | -0.9953 | 0.161261 |
| 3 | -0.157272 | -1.4242 | 0.079098 |
| 4 | -0.145168 | -1.3146 | 0.096163 |
| 5 | -0.093719 | -0.8487 | 0.199269 |
| 6 | -0.033376 | -0.3022 | 0.38162 |
| 7 | -0.064935 | -0.588 | 0.279069 |
| 8 | -0.055768 | -0.505 | 0.307455 |
| 9 | 0.032668 | 0.2958 | 0.384057 |
| 10 | 0.019119 | 0.1731 | 0.431488 |
| 11 | 0.106947 | 0.9684 | 0.167835 |
| 12 | -0.181267 | -1.6414 | 0.052268 |
| 13 | 0.091722 | 0.8306 | 0.204311 |
| 14 | -0.071813 | -0.6503 | 0.258659 |
| 15 | -0.087699 | -0.7941 | 0.2147 |
| 16 | -0.114746 | -1.0391 | 0.150913 |
| 17 | -0.076567 | -0.6933 | 0.245026 |
| 18 | 0.092257 | 0.8354 | 0.202955 |
| 19 | -0.00444 | -0.0402 | 0.484015 |
| 20 | -0.072772 | -0.659 | 0.255877 |
| 21 | -0.006368 | -0.0577 | 0.477077 |
| 22 | -0.009929 | -0.0899 | 0.464288 |
| 23 | -0.041483 | -0.3756 | 0.354075 |
| 24 | 0.081248 | 0.7357 | 0.231996 |
| 25 | 0.05651 | 0.5117 | 0.305112 |
| 26 | 0.114561 | 1.0374 | 0.1513 |
| 27 | -0.180766 | -1.6369 | 0.052742 |
| 28 | 0.017912 | 0.1622 | 0.435775 |
| 29 | 0.003505 | 0.0317 | 0.487378 |
| 30 | -0.080195 | -0.7262 | 0.234893 |
| 31 | -0.07208 | -0.6527 | 0.257883 |
| 32 | 0.015948 | 0.1444 | 0.442765 |
| 33 | -0.0869 | -0.7869 | 0.216801 |
| 34 | 0.036379 | 0.3294 | 0.371336 |
| 35 | 0.080121 | 0.7255 | 0.235096 |
| 36 | -0.085173 | -0.7713 | 0.22138 |
