| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.936824 | 7.2566 | 0 |
| 2 | 0.848005 | 6.5686 | 0 |
| 3 | 0.748609 | 5.7987 | 0 |
| 4 | 0.636274 | 4.9286 | 3e-06 |
| 5 | 0.516723 | 4.0025 | 8.7e-05 |
| 6 | 0.398529 | 3.087 | 0.00153 |
| 7 | 0.2807 | 2.1743 | 0.016819 |
| 8 | 0.176793 | 1.3694 | 0.087984 |
| 9 | 0.091168 | 0.7062 | 0.241403 |
| 10 | 0.025571 | 0.1981 | 0.42183 |
| 11 | -0.017439 | -0.1351 | 0.446499 |
| 12 | -0.044787 | -0.3469 | 0.364934 |
| 13 | -0.070718 | -0.5478 | 0.292938 |
| 14 | -0.102283 | -0.7923 | 0.215658 |
| 15 | -0.14086 | -1.0911 | 0.139795 |
| 16 | -0.179391 | -1.3896 | 0.084899 |
| 17 | -0.217527 | -1.685 | 0.048596 |
| 18 | -0.250663 | -1.9416 | 0.028441 |
| 19 | -0.281071 | -2.1772 | 0.016706 |
| 20 | -0.308424 | -2.389 | 0.010027 |
| 21 | -0.337199 | -2.6119 | 0.005679 |
| 22 | -0.357533 | -2.7694 | 0.003731 |
| 23 | -0.375581 | -2.9092 | 0.002537 |
| 24 | -0.385714 | -2.9877 | 0.002034 |
| 25 | -0.389218 | -3.0149 | 0.001882 |
| 26 | -0.383709 | -2.9722 | 0.002125 |
| 27 | -0.375482 | -2.9085 | 0.002543 |
| 28 | -0.364563 | -2.8239 | 0.003215 |
| 29 | -0.34519 | -2.6738 | 0.004823 |
| 30 | -0.32552 | -2.5215 | 0.00718 |
| 31 | -0.303844 | -2.3536 | 0.010944 |
| 32 | -0.276156 | -2.1391 | 0.018253 |
| 33 | -0.246673 | -1.9107 | 0.030411 |
| 34 | -0.216412 | -1.6763 | 0.04944 |
| 35 | -0.181787 | -1.4081 | 0.082129 |
| 36 | -0.150377 | -1.1648 | 0.124351 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.936824 | 7.2566 | 0 |
| 2 | -0.242198 | -1.8761 | 0.032757 |
| 3 | -0.09841 | -0.7623 | 0.22444 |
| 4 | -0.145466 | -1.1268 | 0.132163 |
| 5 | -0.097164 | -0.7526 | 0.227307 |
| 6 | -0.045864 | -0.3553 | 0.361819 |
| 7 | -0.080316 | -0.6221 | 0.268108 |
| 8 | 0.036 | 0.2789 | 0.390658 |
| 9 | 0.034773 | 0.2694 | 0.394291 |
| 10 | 0.046933 | 0.3635 | 0.358738 |
| 11 | 0.061739 | 0.4782 | 0.317113 |
| 12 | -0.00653 | -0.0506 | 0.479914 |
| 13 | -0.107395 | -0.8319 | 0.204387 |
| 14 | -0.14495 | -1.1228 | 0.133003 |
| 15 | -0.133493 | -1.034 | 0.152635 |
| 16 | -0.04168 | -0.3229 | 0.373964 |
| 17 | -0.030064 | -0.2329 | 0.408326 |
| 18 | 0.03533 | 0.2737 | 0.392642 |
| 19 | 0.007886 | 0.0611 | 0.475749 |
| 20 | -0.002885 | -0.0223 | 0.491122 |
| 21 | -0.081349 | -0.6301 | 0.265503 |
| 22 | -0.022388 | -0.1734 | 0.431455 |
| 23 | -0.119212 | -0.9234 | 0.179746 |
| 24 | -0.054153 | -0.4195 | 0.338187 |
| 25 | -0.056305 | -0.4361 | 0.332152 |
| 26 | 0.015229 | 0.118 | 0.453246 |
| 27 | -0.011593 | -0.0898 | 0.464373 |
| 28 | -0.006175 | -0.0478 | 0.481006 |
| 29 | 0.04502 | 0.3487 | 0.364258 |
| 30 | -0.072167 | -0.559 | 0.289121 |
| 31 | -0.049554 | -0.3838 | 0.351225 |
| 32 | -0.027999 | -0.2169 | 0.414518 |
| 33 | -0.040692 | -0.3152 | 0.376851 |
| 34 | -0.019534 | -0.1513 | 0.440119 |
| 35 | 0.028716 | 0.2224 | 0.412367 |
| 36 | -0.028496 | -0.2207 | 0.413026 |
