| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.874469 | 8.2959 | 0 |
| 2 | 0.754461 | 7.1574 | 0 |
| 3 | 0.636875 | 6.0419 | 0 |
| 4 | 0.587955 | 5.5778 | 0 |
| 5 | 0.500001 | 4.7434 | 4e-06 |
| 6 | 0.385935 | 3.6613 | 0.000212 |
| 7 | 0.259841 | 2.4651 | 0.007798 |
| 8 | 0.184393 | 1.7493 | 0.041824 |
| 9 | 0.128513 | 1.2192 | 0.112981 |
| 10 | 0.056014 | 0.5314 | 0.298226 |
| 11 | -0.041645 | -0.3951 | 0.346859 |
| 12 | -0.135403 | -1.2845 | 0.101125 |
| 13 | -0.197469 | -1.8734 | 0.032133 |
| 14 | -0.20545 | -1.9491 | 0.027201 |
| 15 | -0.223683 | -2.122 | 0.018291 |
| 16 | -0.239049 | -2.2678 | 0.012867 |
| 17 | -0.257074 | -2.4388 | 0.008349 |
| 18 | -0.243997 | -2.3148 | 0.011451 |
| 19 | -0.232006 | -2.201 | 0.015147 |
| 20 | -0.215717 | -2.0465 | 0.021814 |
| 21 | -0.182566 | -1.732 | 0.043352 |
| 22 | -0.134049 | -1.2717 | 0.103378 |
| 23 | -0.063823 | -0.6055 | 0.273194 |
| 24 | 0.016614 | 0.1576 | 0.437557 |
| 25 | 0.076 | 0.721 | 0.236389 |
| 26 | 0.122366 | 1.1609 | 0.124383 |
| 27 | 0.141314 | 1.3406 | 0.091708 |
| 28 | 0.174089 | 1.6516 | 0.051055 |
| 29 | 0.210362 | 1.9957 | 0.024497 |
| 30 | 0.260746 | 2.4737 | 0.007625 |
| 31 | 0.300068 | 2.8467 | 0.002736 |
| 32 | 0.341253 | 3.2374 | 0.000845 |
| 33 | 0.369021 | 3.5008 | 0.000362 |
| 34 | 0.357107 | 3.3878 | 0.000523 |
| 35 | 0.338739 | 3.2136 | 0.00091 |
| 36 | 0.269877 | 2.5603 | 0.006063 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.874469 | 8.2959 | 0 |
| 2 | -0.043493 | -0.4126 | 0.340437 |
| 3 | -0.057649 | -0.5469 | 0.292897 |
| 4 | 0.221894 | 2.1051 | 0.019036 |
| 5 | -0.203433 | -1.9299 | 0.028382 |
| 6 | -0.177652 | -1.6854 | 0.047693 |
| 7 | -0.054055 | -0.5128 | 0.30467 |
| 8 | 0.058952 | 0.5593 | 0.288684 |
| 9 | -0.016817 | -0.1595 | 0.436799 |
| 10 | -0.125477 | -1.1904 | 0.118515 |
| 11 | -0.08656 | -0.8212 | 0.206857 |
| 12 | -0.07877 | -0.7473 | 0.228422 |
| 13 | -0.034536 | -0.3276 | 0.371975 |
| 14 | 0.143871 | 1.3649 | 0.087847 |
| 15 | -0.049088 | -0.4657 | 0.321281 |
| 16 | 0.020745 | 0.1968 | 0.422212 |
| 17 | 0.008692 | 0.0825 | 0.467233 |
| 18 | -0.015255 | -0.1447 | 0.442627 |
| 19 | -0.062778 | -0.5956 | 0.276481 |
| 20 | 0.000965 | 0.0092 | 0.496356 |
| 21 | 0.165898 | 1.5738 | 0.059516 |
| 22 | 0.034202 | 0.3245 | 0.373168 |
| 23 | 0.074901 | 0.7106 | 0.239592 |
| 24 | 0.128371 | 1.2178 | 0.113235 |
| 25 | -0.073853 | -0.7006 | 0.24267 |
| 26 | -0.015436 | -0.1464 | 0.441952 |
| 27 | -0.077643 | -0.7366 | 0.231645 |
| 28 | 0.047529 | 0.4509 | 0.326573 |
| 29 | 0.085439 | 0.8105 | 0.209882 |
| 30 | 0.098966 | 0.9389 | 0.175155 |
| 31 | 0.110324 | 1.0466 | 0.149038 |
| 32 | 0.027946 | 0.2651 | 0.395762 |
| 33 | 0.003326 | 0.0316 | 0.487448 |
| 34 | -0.167675 | -1.5907 | 0.057592 |
| 35 | 0.005975 | 0.0567 | 0.477461 |
| 36 | -0.175103 | -1.6612 | 0.05008 |
