| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.921903 | 7.141 | 0 |
| 2 | 0.869725 | 6.7369 | 0 |
| 3 | 0.824788 | 6.3888 | 0 |
| 4 | 0.777886 | 6.0255 | 0 |
| 5 | 0.737204 | 5.7104 | 0 |
| 6 | 0.721627 | 5.5897 | 0 |
| 7 | 0.646293 | 5.0062 | 3e-06 |
| 8 | 0.595612 | 4.6136 | 1.1e-05 |
| 9 | 0.554393 | 4.2943 | 3.3e-05 |
| 10 | 0.508303 | 3.9373 | 0.000109 |
| 11 | 0.47216 | 3.6573 | 0.000269 |
| 12 | 0.450122 | 3.4866 | 0.000461 |
| 13 | 0.372602 | 2.8862 | 0.002706 |
| 14 | 0.31163 | 2.4139 | 0.009426 |
| 15 | 0.261717 | 2.0272 | 0.023543 |
| 16 | 0.206249 | 1.5976 | 0.057693 |
| 17 | 0.160403 | 1.2425 | 0.109447 |
| 18 | 0.137309 | 1.0636 | 0.145888 |
| 19 | 0.070041 | 0.5425 | 0.294731 |
| 20 | 0.025427 | 0.197 | 0.422262 |
| 21 | -0.008337 | -0.0646 | 0.474362 |
| 22 | -0.043573 | -0.3375 | 0.368453 |
| 23 | -0.072594 | -0.5623 | 0.287999 |
| 24 | -0.084607 | -0.6554 | 0.25737 |
| 25 | -0.138422 | -1.0722 | 0.14396 |
| 26 | -0.180742 | -1.4 | 0.083328 |
| 27 | -0.208031 | -1.6114 | 0.056171 |
| 28 | -0.236853 | -1.8347 | 0.035758 |
| 29 | -0.25561 | -1.9799 | 0.026151 |
| 30 | -0.261996 | -2.0294 | 0.023429 |
| 31 | -0.302504 | -2.3432 | 0.011226 |
| 32 | -0.333943 | -2.5867 | 0.006066 |
| 33 | -0.354234 | -2.7439 | 0.003998 |
| 34 | -0.379381 | -2.9387 | 0.002336 |
| 35 | -0.389482 | -3.0169 | 0.001871 |
| 36 | -0.38699 | -2.9976 | 0.001977 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.921903 | 7.141 | 0 |
| 2 | 0.132042 | 1.0228 | 0.155257 |
| 3 | 0.048327 | 0.3743 | 0.354736 |
| 4 | -0.017564 | -0.1361 | 0.446117 |
| 5 | 0.01859 | 0.144 | 0.442992 |
| 6 | 0.160838 | 1.2458 | 0.108833 |
| 7 | -0.362051 | -2.8044 | 0.003391 |
| 8 | 0.048842 | 0.3783 | 0.35326 |
| 9 | 0.034441 | 0.2668 | 0.395277 |
| 10 | -0.026215 | -0.2031 | 0.419886 |
| 11 | 0.042263 | 0.3274 | 0.372266 |
| 12 | -0.007708 | -0.0597 | 0.476293 |
| 13 | -0.249149 | -1.9299 | 0.029176 |
| 14 | -0.055298 | -0.4283 | 0.334969 |
| 15 | -0.001091 | -0.0084 | 0.496644 |
| 16 | -0.034758 | -0.2692 | 0.394337 |
| 17 | -0.014631 | -0.1133 | 0.455073 |
| 18 | 0.059171 | 0.4583 | 0.324183 |
| 19 | -0.122452 | -0.9485 | 0.173337 |
| 20 | 0.024768 | 0.1918 | 0.424254 |
| 21 | 0.002334 | 0.0181 | 0.492818 |
| 22 | 0.012193 | 0.0944 | 0.462534 |
| 23 | -0.014473 | -0.1121 | 0.455555 |
| 24 | -0.00487 | -0.0377 | 0.485015 |
| 25 | -0.091396 | -0.708 | 0.240859 |
| 26 | -0.077958 | -0.6039 | 0.274106 |
| 27 | 0.024148 | 0.1871 | 0.426126 |
| 28 | 0.002062 | 0.016 | 0.493656 |
| 29 | 0.014576 | 0.1129 | 0.455241 |
| 30 | -0.037569 | -0.291 | 0.386026 |
| 31 | -0.071455 | -0.5535 | 0.290993 |
| 32 | -0.058039 | -0.4496 | 0.327321 |
| 33 | -0.049838 | -0.386 | 0.350415 |
| 34 | -0.042736 | -0.331 | 0.370886 |
| 35 | 0.035214 | 0.2728 | 0.392985 |
| 36 | -0.002785 | -0.0216 | 0.491431 |
