| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.960116 | 7.3748 | 0 |
| 2 | 0.92162 | 7.0791 | 0 |
| 3 | 0.884732 | 6.7958 | 0 |
| 4 | 0.841613 | 6.4646 | 0 |
| 5 | 0.797583 | 6.1263 | 0 |
| 6 | 0.752249 | 5.7781 | 0 |
| 7 | 0.705493 | 5.419 | 1e-06 |
| 8 | 0.654482 | 5.0272 | 2e-06 |
| 9 | 0.601697 | 4.6217 | 1.1e-05 |
| 10 | 0.541699 | 4.1609 | 5.2e-05 |
| 11 | 0.484303 | 3.72 | 0.000223 |
| 12 | 0.426878 | 3.2789 | 0.000875 |
| 13 | 0.3691 | 2.8351 | 0.003132 |
| 14 | 0.313729 | 2.4098 | 0.009549 |
| 15 | 0.256934 | 1.9736 | 0.026561 |
| 16 | 0.203024 | 1.5595 | 0.062119 |
| 17 | 0.150369 | 1.155 | 0.126372 |
| 18 | 0.099134 | 0.7615 | 0.224707 |
| 19 | 0.051725 | 0.3973 | 0.346289 |
| 20 | 0.008356 | 0.0642 | 0.474521 |
| 21 | -0.035577 | -0.2733 | 0.392799 |
| 22 | -0.078087 | -0.5998 | 0.27547 |
| 23 | -0.115604 | -0.888 | 0.189081 |
| 24 | -0.151378 | -1.1628 | 0.124805 |
| 25 | -0.184873 | -1.42 | 0.08043 |
| 26 | -0.210788 | -1.6191 | 0.055381 |
| 27 | -0.236411 | -1.8159 | 0.037233 |
| 28 | -0.260023 | -1.9973 | 0.025207 |
| 29 | -0.286279 | -2.1989 | 0.015907 |
| 30 | -0.311774 | -2.3948 | 0.009912 |
| 31 | -0.335097 | -2.5739 | 0.006293 |
| 32 | -0.361074 | -2.7735 | 0.003707 |
| 33 | -0.386381 | -2.9679 | 0.002164 |
| 34 | -0.41064 | -3.1542 | 0.001266 |
| 35 | -0.426964 | -3.2796 | 0.000874 |
| 36 | -0.438986 | -3.3719 | 0.000661 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.960116 | 7.3748 | 0 |
| 2 | -0.002609 | -0.02 | 0.49204 |
| 3 | 0.000844 | 0.0065 | 0.497425 |
| 4 | -0.098593 | -0.7573 | 0.22594 |
| 5 | -0.037521 | -0.2882 | 0.387099 |
| 6 | -0.045139 | -0.3467 | 0.365017 |
| 7 | -0.039708 | -0.305 | 0.380718 |
| 8 | -0.082332 | -0.6324 | 0.264783 |
| 9 | -0.054645 | -0.4197 | 0.3381 |
| 10 | -0.129303 | -0.9932 | 0.162335 |
| 11 | -0.004108 | -0.0316 | 0.487467 |
| 12 | -0.039936 | -0.3068 | 0.380055 |
| 13 | -0.028801 | -0.2212 | 0.412842 |
| 14 | -0.013213 | -0.1015 | 0.459753 |
| 15 | -0.054524 | -0.4188 | 0.33844 |
| 16 | -0.003617 | -0.0278 | 0.488965 |
| 17 | -0.021774 | -0.1672 | 0.433873 |
| 18 | -0.02095 | -0.1609 | 0.436352 |
| 19 | 0.008397 | 0.0645 | 0.474397 |
| 20 | 0.003996 | 0.0307 | 0.48781 |
| 21 | -0.049937 | -0.3836 | 0.351337 |
| 22 | -0.031432 | -0.2414 | 0.405027 |
| 23 | 0.004544 | 0.0349 | 0.486139 |
| 24 | -0.015706 | -0.1206 | 0.452192 |
| 25 | -0.022858 | -0.1756 | 0.430616 |
| 26 | 0.04569 | 0.351 | 0.363436 |
| 27 | -0.041364 | -0.3177 | 0.37591 |
| 28 | -0.02149 | -0.1651 | 0.434727 |
| 29 | -0.093469 | -0.718 | 0.23781 |
| 30 | -0.03993 | -0.3067 | 0.380072 |
| 31 | -0.03211 | -0.2466 | 0.40302 |
| 32 | -0.087483 | -0.672 | 0.252113 |
| 33 | -0.05595 | -0.4298 | 0.334468 |
| 34 | -0.052305 | -0.4018 | 0.344654 |
| 35 | 0.0452 | 0.3472 | 0.364844 |
| 36 | 0.029264 | 0.2248 | 0.411463 |
