| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.908476 | 6.7984 | 0 |
| 2 | 0.833514 | 6.2374 | 0 |
| 3 | 0.761755 | 5.7005 | 0 |
| 4 | 0.694441 | 5.1967 | 1e-06 |
| 5 | 0.642334 | 4.8068 | 6e-06 |
| 6 | 0.589474 | 4.4112 | 2.4e-05 |
| 7 | 0.531104 | 3.9744 | 0.000102 |
| 8 | 0.477807 | 3.5756 | 0.000364 |
| 9 | 0.428631 | 3.2076 | 0.001107 |
| 10 | 0.376942 | 2.8208 | 0.003308 |
| 11 | 0.348478 | 2.6078 | 0.00583 |
| 12 | 0.316037 | 2.365 | 0.01076 |
| 13 | 0.285486 | 2.1364 | 0.018516 |
| 14 | 0.252979 | 1.8931 | 0.031757 |
| 15 | 0.226712 | 1.6966 | 0.047666 |
| 16 | 0.193141 | 1.4453 | 0.076968 |
| 17 | 0.161116 | 1.2057 | 0.116505 |
| 18 | 0.137451 | 1.0286 | 0.154048 |
| 19 | 0.098789 | 0.7393 | 0.231417 |
| 20 | 0.07382 | 0.5524 | 0.291429 |
| 21 | 0.026431 | 0.1978 | 0.421961 |
| 22 | -0.014929 | -0.1117 | 0.455724 |
| 23 | -0.053342 | -0.3992 | 0.345642 |
| 24 | -0.09309 | -0.6966 | 0.244461 |
| 25 | -0.131652 | -0.9852 | 0.164384 |
| 26 | -0.166586 | -1.2466 | 0.108863 |
| 27 | -0.215749 | -1.6145 | 0.056018 |
| 28 | -0.252465 | -1.8893 | 0.032018 |
| 29 | -0.277322 | -2.0753 | 0.021283 |
| 30 | -0.286802 | -2.1462 | 0.018101 |
| 31 | -0.305573 | -2.2867 | 0.013008 |
| 32 | -0.31659 | -2.3691 | 0.010651 |
| 33 | -0.322929 | -2.4166 | 0.009475 |
| 34 | -0.332482 | -2.4881 | 0.007923 |
| 35 | -0.333726 | -2.4974 | 0.007739 |
| 36 | -0.323453 | -2.4205 | 0.009384 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.908476 | 6.7984 | 0 |
| 2 | 0.046859 | 0.3507 | 0.363579 |
| 3 | -0.01469 | -0.1099 | 0.45643 |
| 4 | -0.011517 | -0.0862 | 0.465812 |
| 5 | 0.052428 | 0.3923 | 0.348149 |
| 6 | -0.020975 | -0.157 | 0.437919 |
| 7 | -0.060752 | -0.4546 | 0.325567 |
| 8 | -0.009047 | -0.0677 | 0.473132 |
| 9 | -0.00162 | -0.0121 | 0.495184 |
| 10 | -0.044963 | -0.3365 | 0.368886 |
| 11 | 0.092165 | 0.6897 | 0.246615 |
| 12 | -0.021735 | -0.1626 | 0.43569 |
| 13 | -0.00915 | -0.0685 | 0.472825 |
| 14 | -0.032691 | -0.2446 | 0.403815 |
| 15 | 0.026562 | 0.1988 | 0.421581 |
| 16 | -0.059953 | -0.4487 | 0.327707 |
| 17 | -0.030128 | -0.2255 | 0.411222 |
| 18 | 0.025748 | 0.1927 | 0.423953 |
| 19 | -0.095365 | -0.7137 | 0.239204 |
| 20 | 0.027413 | 0.2051 | 0.419104 |
| 21 | -0.135889 | -1.0169 | 0.156788 |
| 22 | -0.015417 | -0.1154 | 0.454283 |
| 23 | -0.030931 | -0.2315 | 0.408898 |
| 24 | -0.048169 | -0.3605 | 0.359928 |
| 25 | -0.036522 | -0.2733 | 0.392813 |
| 26 | -0.034496 | -0.2581 | 0.39862 |
| 27 | -0.118522 | -0.8869 | 0.189452 |
| 28 | 0.012242 | 0.0916 | 0.463666 |
| 29 | 0.006243 | 0.0467 | 0.481451 |
| 30 | 0.077871 | 0.5827 | 0.281205 |
| 31 | -0.115314 | -0.8629 | 0.195928 |
| 32 | 0.032696 | 0.2447 | 0.403801 |
| 33 | 0.002635 | 0.0197 | 0.492169 |
| 34 | -0.02806 | -0.21 | 0.417221 |
| 35 | -0.004986 | -0.0373 | 0.485184 |
| 36 | 0.065745 | 0.492 | 0.312324 |
