| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.957888 | 8.0713 | 0 |
| 2 | 0.908063 | 7.6515 | 0 |
| 3 | 0.846211 | 7.1303 | 0 |
| 4 | 0.778357 | 6.5586 | 0 |
| 5 | 0.705238 | 5.9424 | 0 |
| 6 | 0.629294 | 5.3025 | 1e-06 |
| 7 | 0.552723 | 4.6573 | 7e-06 |
| 8 | 0.47619 | 4.0125 | 7.3e-05 |
| 9 | 0.394608 | 3.325 | 0.000701 |
| 10 | 0.31439 | 2.6491 | 0.00497 |
| 11 | 0.243609 | 2.0527 | 0.021895 |
| 12 | 0.170334 | 1.4353 | 0.077802 |
| 13 | 0.111211 | 0.9371 | 0.175946 |
| 14 | 0.059217 | 0.499 | 0.309672 |
| 15 | 0.001668 | 0.0141 | 0.494413 |
| 16 | -0.05586 | -0.4707 | 0.319656 |
| 17 | -0.115274 | -0.9713 | 0.167343 |
| 18 | -0.178337 | -1.5027 | 0.068676 |
| 19 | -0.230224 | -1.9399 | 0.028182 |
| 20 | -0.284071 | -2.3936 | 0.009664 |
| 21 | -0.334525 | -2.8188 | 0.003121 |
| 22 | -0.373948 | -3.1509 | 0.001191 |
| 23 | -0.410428 | -3.4583 | 0.000461 |
| 24 | -0.444482 | -3.7453 | 0.000182 |
| 25 | -0.461985 | -3.8928 | 0.000111 |
| 26 | -0.471993 | -3.9771 | 8.3e-05 |
| 27 | -0.464575 | -3.9146 | 0.000103 |
| 28 | -0.462723 | -3.899 | 0.000108 |
| 29 | -0.45575 | -3.8402 | 0.000132 |
| 30 | -0.442378 | -3.7275 | 0.000193 |
| 31 | -0.428994 | -3.6148 | 0.000279 |
| 32 | -0.419719 | -3.5366 | 0.000359 |
| 33 | -0.40528 | -3.4149 | 0.000529 |
| 34 | -0.386282 | -3.2549 | 0.00087 |
| 35 | -0.369278 | -3.1116 | 0.00134 |
| 36 | -0.343861 | -2.8974 | 0.0025 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.957888 | 8.0713 | 0 |
| 2 | -0.115047 | -0.9694 | 0.167816 |
| 3 | -0.165677 | -1.396 | 0.08353 |
| 4 | -0.086713 | -0.7307 | 0.233695 |
| 5 | -0.078015 | -0.6574 | 0.256536 |
| 6 | -0.057596 | -0.4853 | 0.314474 |
| 7 | -0.037047 | -0.3122 | 0.377915 |
| 8 | -0.039104 | -0.3295 | 0.371375 |
| 9 | -0.114561 | -0.9653 | 0.168833 |
| 10 | -0.036248 | -0.3054 | 0.380466 |
| 11 | 0.072316 | 0.6093 | 0.272121 |
| 12 | -0.103071 | -0.8685 | 0.194026 |
| 13 | 0.101436 | 0.8547 | 0.197792 |
| 14 | 0.019482 | 0.1642 | 0.435035 |
| 15 | -0.185548 | -1.5635 | 0.061196 |
| 16 | -0.082527 | -0.6954 | 0.244541 |
| 17 | -0.077147 | -0.6501 | 0.258878 |
| 18 | -0.128499 | -1.0827 | 0.141291 |
| 19 | 0.081966 | 0.6907 | 0.246015 |
| 20 | -0.082945 | -0.6989 | 0.243446 |
| 21 | -0.079158 | -0.667 | 0.253468 |
| 22 | 0.059065 | 0.4977 | 0.310119 |
| 23 | -0.013578 | -0.1144 | 0.454616 |
| 24 | -0.091941 | -0.7747 | 0.220543 |
| 25 | 0.156522 | 1.3189 | 0.095724 |
| 26 | 0.035568 | 0.2997 | 0.38264 |
| 27 | 0.050044 | 0.4217 | 0.337266 |
| 28 | -0.196117 | -1.6525 | 0.051423 |
| 29 | -0.01061 | -0.0894 | 0.464509 |
| 30 | -0.035455 | -0.2987 | 0.383004 |
| 31 | -0.023917 | -0.2015 | 0.42043 |
| 32 | -0.064926 | -0.5471 | 0.293022 |
| 33 | -0.031058 | -0.2617 | 0.397156 |
| 34 | 0.04643 | 0.3912 | 0.348402 |
| 35 | -0.040284 | -0.3394 | 0.36764 |
| 36 | 0.043443 | 0.3661 | 0.357705 |
