| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.935581 | 7.247 | 0 |
| 2 | 0.812916 | 6.2968 | 0 |
| 3 | 0.64973 | 5.0328 | 2e-06 |
| 4 | 0.471044 | 3.6487 | 0.000277 |
| 5 | 0.278473 | 2.157 | 0.017509 |
| 6 | 0.110208 | 0.8537 | 0.198342 |
| 7 | -0.028836 | -0.2234 | 0.412005 |
| 8 | -0.147519 | -1.1427 | 0.128855 |
| 9 | -0.239055 | -1.8517 | 0.034495 |
| 10 | -0.303861 | -2.3537 | 0.010941 |
| 11 | -0.353656 | -2.7394 | 0.004047 |
| 12 | -0.405196 | -3.1386 | 0.001316 |
| 13 | -0.445371 | -3.4498 | 0.000516 |
| 14 | -0.471981 | -3.656 | 0.000271 |
| 15 | -0.483705 | -3.7468 | 0.000202 |
| 16 | -0.482754 | -3.7394 | 0.000207 |
| 17 | -0.450775 | -3.4917 | 0.000454 |
| 18 | -0.390268 | -3.023 | 0.001839 |
| 19 | -0.307153 | -2.3792 | 0.010274 |
| 20 | -0.221614 | -1.7166 | 0.045604 |
| 21 | -0.123973 | -0.9603 | 0.170382 |
| 22 | -0.029399 | -0.2277 | 0.410317 |
| 23 | 0.049128 | 0.3805 | 0.352442 |
| 24 | 0.094096 | 0.7289 | 0.23446 |
| 25 | 0.122922 | 0.9522 | 0.17242 |
| 26 | 0.126656 | 0.9811 | 0.165248 |
| 27 | 0.105994 | 0.821 | 0.20744 |
| 28 | 0.075585 | 0.5855 | 0.280211 |
| 29 | 0.046996 | 0.364 | 0.358559 |
| 30 | 0.025237 | 0.1955 | 0.422837 |
| 31 | 0.013544 | 0.1049 | 0.458397 |
| 32 | 0.016765 | 0.1299 | 0.448555 |
| 33 | 0.033013 | 0.2557 | 0.399522 |
| 34 | 0.048823 | 0.3782 | 0.353315 |
| 35 | 0.061386 | 0.4755 | 0.318081 |
| 36 | 0.067752 | 0.5248 | 0.300826 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.935581 | 7.247 | 0 |
| 2 | -0.500407 | -3.8761 | 0.000133 |
| 3 | -0.248557 | -1.9253 | 0.029467 |
| 4 | -0.051369 | -0.3979 | 0.346056 |
| 5 | -0.205521 | -1.592 | 0.058325 |
| 6 | 0.186824 | 1.4471 | 0.076532 |
| 7 | 0.001925 | 0.0149 | 0.494078 |
| 8 | -0.212771 | -1.6481 | 0.052278 |
| 9 | 0.051643 | 0.4 | 0.345278 |
| 10 | -0.087566 | -0.6783 | 0.250099 |
| 11 | -0.163439 | -1.266 | 0.105205 |
| 12 | -0.160513 | -1.2433 | 0.109291 |
| 13 | -0.019163 | -0.1484 | 0.441248 |
| 14 | -0.021719 | -0.1682 | 0.433482 |
| 15 | -0.00897 | -0.0695 | 0.472418 |
| 16 | -0.057318 | -0.444 | 0.329326 |
| 17 | 0.079287 | 0.6142 | 0.270718 |
| 18 | 0.032538 | 0.252 | 0.400935 |
| 19 | 0.005078 | 0.0393 | 0.484376 |
| 20 | -0.18085 | -1.4009 | 0.083204 |
| 21 | 0.086806 | 0.6724 | 0.251957 |
| 22 | -0.007315 | -0.0567 | 0.477502 |
| 23 | -0.102147 | -0.7912 | 0.215965 |
| 24 | -0.183306 | -1.4199 | 0.080409 |
| 25 | 0.04759 | 0.3686 | 0.356851 |
| 26 | -0.110376 | -0.855 | 0.197985 |
| 27 | -0.09021 | -0.6988 | 0.2437 |
| 28 | 0.01108 | 0.0858 | 0.465946 |
| 29 | -0.089958 | -0.6968 | 0.244307 |
| 30 | 0.049177 | 0.3809 | 0.352304 |
| 31 | 0.102359 | 0.7929 | 0.215489 |
| 32 | -0.159308 | -1.234 | 0.111009 |
| 33 | 0.066268 | 0.5133 | 0.30481 |
| 34 | -0.050098 | -0.3881 | 0.349673 |
| 35 | -0.034591 | -0.2679 | 0.394833 |
| 36 | -0.065398 | -0.5066 | 0.307157 |
