| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.950874 | 7.4266 | 0 |
| 2 | 0.888271 | 6.9376 | 0 |
| 3 | 0.816888 | 6.3801 | 0 |
| 4 | 0.745624 | 5.8235 | 0 |
| 5 | 0.666707 | 5.2071 | 1e-06 |
| 6 | 0.595088 | 4.6478 | 9e-06 |
| 7 | 0.532915 | 4.1622 | 5e-05 |
| 8 | 0.481403 | 3.7599 | 0.000192 |
| 9 | 0.449243 | 3.5087 | 0.000426 |
| 10 | 0.419303 | 3.2749 | 0.000873 |
| 11 | 0.396449 | 3.0964 | 0.001479 |
| 12 | 0.362705 | 2.8328 | 0.003122 |
| 13 | 0.32889 | 2.5687 | 0.006335 |
| 14 | 0.286601 | 2.2384 | 0.014427 |
| 15 | 0.242371 | 1.893 | 0.031554 |
| 16 | 0.192295 | 1.5019 | 0.069145 |
| 17 | 0.135067 | 1.0549 | 0.147813 |
| 18 | 0.083315 | 0.6507 | 0.258839 |
| 19 | 0.033018 | 0.2579 | 0.398683 |
| 20 | -0.020752 | -0.1621 | 0.435889 |
| 21 | -0.079544 | -0.6213 | 0.268372 |
| 22 | -0.125959 | -0.9838 | 0.164556 |
| 23 | -0.165542 | -1.2929 | 0.100456 |
| 24 | -0.201953 | -1.5773 | 0.059949 |
| 25 | -0.231498 | -1.8081 | 0.037764 |
| 26 | -0.254352 | -1.9866 | 0.025735 |
| 27 | -0.274616 | -2.1448 | 0.01798 |
| 28 | -0.295268 | -2.3061 | 0.012259 |
| 29 | -0.313611 | -2.4494 | 0.008599 |
| 30 | -0.328787 | -2.5679 | 0.006349 |
| 31 | -0.349075 | -2.7264 | 0.004174 |
| 32 | -0.369217 | -2.8837 | 0.002712 |
| 33 | -0.382745 | -2.9893 | 0.002013 |
| 34 | -0.391214 | -3.0555 | 0.001665 |
| 35 | -0.396997 | -3.1006 | 0.001461 |
| 36 | -0.397524 | -3.1048 | 0.001444 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.950874 | 7.4266 | 0 |
| 2 | -0.165802 | -1.295 | 0.100107 |
| 3 | -0.108692 | -0.8489 | 0.199625 |
| 4 | -0.017337 | -0.1354 | 0.446367 |
| 5 | -0.120556 | -0.9416 | 0.175063 |
| 6 | 0.049295 | 0.385 | 0.350785 |
| 7 | 0.050006 | 0.3906 | 0.348742 |
| 8 | 0.037052 | 0.2894 | 0.386635 |
| 9 | 0.150489 | 1.1754 | 0.12221 |
| 10 | -0.07393 | -0.5774 | 0.282893 |
| 11 | 0.020555 | 0.1605 | 0.436492 |
| 12 | -0.157828 | -1.2327 | 0.111214 |
| 13 | -0.028575 | -0.2232 | 0.412072 |
| 14 | -0.066498 | -0.5194 | 0.302693 |
| 15 | -0.024414 | -0.1907 | 0.424706 |
| 16 | -0.028493 | -0.2225 | 0.412318 |
| 17 | -0.092594 | -0.7232 | 0.236167 |
| 18 | 0.040837 | 0.3189 | 0.375428 |
| 19 | -0.043736 | -0.3416 | 0.366918 |
| 20 | -0.149184 | -1.1652 | 0.124244 |
| 21 | -0.085834 | -0.6704 | 0.25257 |
| 22 | 0.035005 | 0.2734 | 0.392737 |
| 23 | 0.019086 | 0.1491 | 0.440997 |
| 24 | -0.048636 | -0.3799 | 0.352684 |
| 25 | 0.030163 | 0.2356 | 0.407273 |
| 26 | -0.000252 | -0.002 | 0.499219 |
| 27 | -0.053547 | -0.4182 | 0.338629 |
| 28 | -0.052782 | -0.4122 | 0.340803 |
| 29 | -0.04619 | -0.3608 | 0.359766 |
| 30 | 0.036355 | 0.2839 | 0.388708 |
| 31 | -0.084919 | -0.6632 | 0.254839 |
| 32 | 0.01384 | 0.1081 | 0.457139 |
| 33 | 0.059289 | 0.4631 | 0.322483 |
| 34 | -0.014518 | -0.1134 | 0.455047 |
| 35 | -0.00598 | -0.0467 | 0.481449 |
| 36 | -0.002805 | -0.0219 | 0.491295 |
