| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.936394 | 7.3135 | 0 |
| 2 | 0.853493 | 6.666 | 0 |
| 3 | 0.800916 | 6.2554 | 0 |
| 4 | 0.773913 | 6.0445 | 0 |
| 5 | 0.757963 | 5.9199 | 0 |
| 6 | 0.720657 | 5.6285 | 0 |
| 7 | 0.645465 | 5.0412 | 2e-06 |
| 8 | 0.549159 | 4.2891 | 3.3e-05 |
| 9 | 0.468852 | 3.6618 | 0.000263 |
| 10 | 0.415354 | 3.244 | 0.000957 |
| 11 | 0.398701 | 3.114 | 0.001405 |
| 12 | 0.36028 | 2.8139 | 0.00329 |
| 13 | 0.252218 | 1.9699 | 0.026698 |
| 14 | 0.144131 | 1.1257 | 0.13235 |
| 15 | 0.066297 | 0.5178 | 0.303238 |
| 16 | 0.014011 | 0.1094 | 0.456611 |
| 17 | -0.019828 | -0.1549 | 0.43872 |
| 18 | -0.061473 | -0.4801 | 0.31643 |
| 19 | -0.126824 | -0.9905 | 0.162915 |
| 20 | -0.210428 | -1.6435 | 0.052713 |
| 21 | -0.270713 | -2.1143 | 0.019291 |
| 22 | -0.304843 | -2.3809 | 0.010204 |
| 23 | -0.313739 | -2.4504 | 0.008577 |
| 24 | -0.337882 | -2.6389 | 0.005271 |
| 25 | -0.396131 | -3.0939 | 0.00149 |
| 26 | -0.445993 | -3.4833 | 0.000461 |
| 27 | -0.464779 | -3.63 | 0.000291 |
| 28 | -0.462719 | -3.6139 | 0.000306 |
| 29 | -0.441872 | -3.4511 | 0.00051 |
| 30 | -0.420129 | -3.2813 | 0.000856 |
| 31 | -0.413681 | -3.231 | 0.000995 |
| 32 | -0.416517 | -3.2531 | 0.000931 |
| 33 | -0.394022 | -3.0774 | 0.001563 |
| 34 | -0.363989 | -2.8428 | 0.003037 |
| 35 | -0.330077 | -2.578 | 0.006184 |
| 36 | -0.302128 | -2.3597 | 0.010753 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.936394 | 7.3135 | 0 |
| 2 | -0.189507 | -1.4801 | 0.071997 |
| 3 | 0.23335 | 1.8225 | 0.036639 |
| 4 | 0.102147 | 0.7978 | 0.214042 |
| 5 | 0.085488 | 0.6677 | 0.253428 |
| 6 | -0.152188 | -1.1886 | 0.119596 |
| 7 | -0.242023 | -1.8903 | 0.031738 |
| 8 | -0.210634 | -1.6451 | 0.052546 |
| 9 | -0.032646 | -0.255 | 0.399801 |
| 10 | -0.001759 | -0.0137 | 0.494543 |
| 11 | 0.270028 | 2.109 | 0.019529 |
| 12 | -0.176552 | -1.3789 | 0.086478 |
| 13 | -0.432044 | -3.3744 | 0.000645 |
| 14 | 0.091485 | 0.7145 | 0.238816 |
| 15 | -0.019096 | -0.1491 | 0.440966 |
| 16 | -0.059871 | -0.4676 | 0.320866 |
| 17 | 0.043703 | 0.3413 | 0.367015 |
| 18 | 0.017527 | 0.1369 | 0.445784 |
| 19 | 0.042593 | 0.3327 | 0.370264 |
| 20 | -0.143014 | -1.117 | 0.134192 |
| 21 | 0.087942 | 0.6868 | 0.247391 |
| 22 | -0.117506 | -0.9178 | 0.181182 |
| 23 | -0.100124 | -0.782 | 0.218621 |
| 24 | 0.010242 | 0.08 | 0.468251 |
| 25 | 0.022594 | 0.1765 | 0.430256 |
| 26 | 0.001829 | 0.0143 | 0.494324 |
| 27 | 0.132931 | 1.0382 | 0.151631 |
| 28 | -0.032275 | -0.2521 | 0.400914 |
| 29 | 0.101422 | 0.7921 | 0.215677 |
| 30 | -0.001615 | -0.0126 | 0.494988 |
| 31 | 0.094119 | 0.7351 | 0.23255 |
| 32 | -0.011365 | -0.0888 | 0.464781 |
| 33 | 0.059722 | 0.4664 | 0.32128 |
| 34 | -0.198434 | -1.5498 | 0.063179 |
| 35 | -0.074688 | -0.5833 | 0.280911 |
| 36 | 0.022976 | 0.1794 | 0.429091 |
