| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.929237 | 7.6061 | 0 |
| 2 | 0.856833 | 7.0135 | 0 |
| 3 | 0.772684 | 6.3247 | 0 |
| 4 | 0.677032 | 5.5417 | 0 |
| 5 | 0.58076 | 4.7537 | 5e-06 |
| 6 | 0.484688 | 3.9673 | 9e-05 |
| 7 | 0.396886 | 3.2487 | 0.000907 |
| 8 | 0.31563 | 2.5835 | 0.005983 |
| 9 | 0.238848 | 1.9551 | 0.027375 |
| 10 | 0.164834 | 1.3492 | 0.090903 |
| 11 | 0.111468 | 0.9124 | 0.182413 |
| 12 | 0.049928 | 0.4087 | 0.34204 |
| 13 | 0.00349 | 0.0286 | 0.488648 |
| 14 | -0.048578 | -0.3976 | 0.346084 |
| 15 | -0.11017 | -0.9018 | 0.185202 |
| 16 | -0.155872 | -1.2759 | 0.103204 |
| 17 | -0.20448 | -1.6737 | 0.049422 |
| 18 | -0.2542 | -2.0807 | 0.020643 |
| 19 | -0.294853 | -2.4135 | 0.009271 |
| 20 | -0.333496 | -2.7298 | 0.004045 |
| 21 | -0.370758 | -3.0348 | 0.001712 |
| 22 | -0.388844 | -3.1828 | 0.001106 |
| 23 | -0.403757 | -3.3049 | 0.000764 |
| 24 | -0.392109 | -3.2095 | 0.001021 |
| 25 | -0.386516 | -3.1638 | 0.001171 |
| 26 | -0.371053 | -3.0372 | 0.0017 |
| 27 | -0.347361 | -2.8433 | 0.002957 |
| 28 | -0.330417 | -2.7046 | 0.004331 |
| 29 | -0.319093 | -2.6119 | 0.005552 |
| 30 | -0.301881 | -2.471 | 0.008012 |
| 31 | -0.287359 | -2.3521 | 0.010806 |
| 32 | -0.278611 | -2.2805 | 0.012882 |
| 33 | -0.253361 | -2.0739 | 0.02097 |
| 34 | -0.232862 | -1.9061 | 0.030467 |
| 35 | -0.208293 | -1.705 | 0.046418 |
| 36 | -0.207692 | -1.7 | 0.046881 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.929237 | 7.6061 | 0 |
| 2 | -0.048694 | -0.3986 | 0.345736 |
| 3 | -0.125103 | -1.024 | 0.154756 |
| 4 | -0.132134 | -1.0816 | 0.141663 |
| 5 | -0.056123 | -0.4594 | 0.323722 |
| 6 | -0.047548 | -0.3892 | 0.349183 |
| 7 | 0.004557 | 0.0373 | 0.485177 |
| 8 | -0.012931 | -0.1058 | 0.458009 |
| 9 | -0.037566 | -0.3075 | 0.379711 |
| 10 | -0.058408 | -0.4781 | 0.317072 |
| 11 | 0.081123 | 0.664 | 0.254478 |
| 12 | -0.120258 | -0.9844 | 0.164241 |
| 13 | 0.034809 | 0.2849 | 0.38829 |
| 14 | -0.109327 | -0.8949 | 0.187028 |
| 15 | -0.138028 | -1.1298 | 0.131294 |
| 16 | 0.045575 | 0.373 | 0.355147 |
| 17 | -0.05637 | -0.4614 | 0.322999 |
| 18 | -0.079412 | -0.65 | 0.258952 |
| 19 | -0.00547 | -0.0448 | 0.482211 |
| 20 | -0.058994 | -0.4829 | 0.315376 |
| 21 | -0.060539 | -0.4955 | 0.310923 |
| 22 | 0.056598 | 0.4633 | 0.322333 |
| 23 | -0.013754 | -0.1126 | 0.455349 |
| 24 | 0.105818 | 0.8662 | 0.194748 |
| 25 | -0.12042 | -0.9857 | 0.163918 |
| 26 | 0.033031 | 0.2704 | 0.393853 |
| 27 | -0.02333 | -0.191 | 0.424566 |
| 28 | -0.058572 | -0.4794 | 0.316598 |
| 29 | -0.078364 | -0.6414 | 0.261714 |
| 30 | 0.002175 | 0.0178 | 0.492924 |
| 31 | -0.028647 | -0.2345 | 0.407663 |
| 32 | -0.044646 | -0.3654 | 0.357967 |
| 33 | 0.077369 | 0.6333 | 0.26435 |
| 34 | 0.007915 | 0.0648 | 0.474268 |
| 35 | -0.056566 | -0.463 | 0.322427 |
| 36 | -0.216386 | -1.7712 | 0.040538 |
