| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.921322 | 7.1365 | 0 |
| 2 | 0.83412 | 6.4611 | 0 |
| 3 | 0.751629 | 5.8221 | 0 |
| 4 | 0.645053 | 4.9966 | 3e-06 |
| 5 | 0.548626 | 4.2496 | 3.8e-05 |
| 6 | 0.430327 | 3.3333 | 0.000737 |
| 7 | 0.309325 | 2.396 | 0.009855 |
| 8 | 0.23676 | 1.8339 | 0.035812 |
| 9 | 0.188267 | 1.4583 | 0.074985 |
| 10 | 0.148581 | 1.1509 | 0.127169 |
| 11 | 0.127098 | 0.9845 | 0.164412 |
| 12 | 0.102454 | 0.7936 | 0.215277 |
| 13 | 0.097993 | 0.7591 | 0.225396 |
| 14 | 0.127889 | 0.9906 | 0.162924 |
| 15 | 0.140616 | 1.0892 | 0.140209 |
| 16 | 0.124451 | 0.964 | 0.169458 |
| 17 | 0.097974 | 0.7589 | 0.22544 |
| 18 | 0.055821 | 0.4324 | 0.333504 |
| 19 | 0.013094 | 0.1014 | 0.459777 |
| 20 | -0.023431 | -0.1815 | 0.428294 |
| 21 | -0.08547 | -0.662 | 0.255239 |
| 22 | -0.140537 | -1.0886 | 0.140343 |
| 23 | -0.186569 | -1.4452 | 0.076809 |
| 24 | -0.217758 | -1.6867 | 0.048423 |
| 25 | -0.247409 | -1.9164 | 0.030039 |
| 26 | -0.292347 | -2.2645 | 0.013584 |
| 27 | -0.332676 | -2.5769 | 0.006223 |
| 28 | -0.355896 | -2.7568 | 0.003861 |
| 29 | -0.360947 | -2.7959 | 0.003471 |
| 30 | -0.354615 | -2.7468 | 0.003966 |
| 31 | -0.335206 | -2.5965 | 0.005913 |
| 32 | -0.320162 | -2.48 | 0.007982 |
| 33 | -0.303736 | -2.3527 | 0.010966 |
| 34 | -0.269642 | -2.0886 | 0.020496 |
| 35 | -0.222331 | -1.7222 | 0.045095 |
| 36 | -0.19583 | -1.5169 | 0.067273 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.921322 | 7.1365 | 0 |
| 2 | -0.097342 | -0.754 | 0.226898 |
| 3 | -0.01327 | -0.1028 | 0.459238 |
| 4 | -0.211392 | -1.6374 | 0.053387 |
| 5 | 0.023234 | 0.18 | 0.42889 |
| 6 | -0.237881 | -1.8426 | 0.035163 |
| 7 | -0.049847 | -0.3861 | 0.35039 |
| 8 | 0.214649 | 1.6627 | 0.050798 |
| 9 | 0.137977 | 1.0688 | 0.144729 |
| 10 | 0.008471 | 0.0656 | 0.473951 |
| 11 | 0.028 | 0.2169 | 0.414515 |
| 12 | -0.084195 | -0.6522 | 0.25839 |
| 13 | 0.022973 | 0.178 | 0.429681 |
| 14 | 0.13376 | 1.0361 | 0.152156 |
| 15 | -0.059505 | -0.4609 | 0.323259 |
| 16 | -0.192832 | -1.4937 | 0.070251 |
| 17 | -0.104273 | -0.8077 | 0.211227 |
| 18 | -0.096896 | -0.7506 | 0.227927 |
| 19 | -0.057047 | -0.4419 | 0.33008 |
| 20 | 0.090834 | 0.7036 | 0.242203 |
| 21 | -0.014797 | -0.1146 | 0.454567 |
| 22 | 0.057453 | 0.445 | 0.328951 |
| 23 | -0.079743 | -0.6177 | 0.269559 |
| 24 | 0.042815 | 0.3316 | 0.370656 |
| 25 | -0.199287 | -1.5437 | 0.063964 |
| 26 | -0.163793 | -1.2687 | 0.104717 |
| 27 | -0.034083 | -0.264 | 0.396339 |
| 28 | -0.001918 | -0.0149 | 0.494097 |
| 29 | 0.038267 | 0.2964 | 0.383967 |
| 30 | 0.085935 | 0.6657 | 0.254093 |
| 31 | 0.164431 | 1.2737 | 0.103845 |
| 32 | -0.036835 | -0.2853 | 0.38819 |
| 33 | -0.075322 | -0.5834 | 0.280892 |
| 34 | 0.010661 | 0.0826 | 0.46723 |
| 35 | 0.104539 | 0.8098 | 0.210639 |
| 36 | -0.158841 | -1.2304 | 0.111679 |
