| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.958384 | 7.4236 | 0 |
| 2 | 0.9171 | 7.1038 | 0 |
| 3 | 0.8717 | 6.7522 | 0 |
| 4 | 0.827353 | 6.4087 | 0 |
| 5 | 0.781006 | 6.0496 | 0 |
| 6 | 0.733047 | 5.6782 | 0 |
| 7 | 0.685715 | 5.3115 | 1e-06 |
| 8 | 0.634916 | 4.918 | 4e-06 |
| 9 | 0.574755 | 4.452 | 1.9e-05 |
| 10 | 0.50564 | 3.9167 | 0.000116 |
| 11 | 0.440064 | 3.4087 | 0.000586 |
| 12 | 0.366927 | 2.8422 | 0.003057 |
| 13 | 0.309058 | 2.394 | 0.009905 |
| 14 | 0.254524 | 1.9715 | 0.026639 |
| 15 | 0.194912 | 1.5098 | 0.068174 |
| 16 | 0.1387 | 1.0744 | 0.14348 |
| 17 | 0.081836 | 0.6339 | 0.264278 |
| 18 | 0.028982 | 0.2245 | 0.411568 |
| 19 | -0.022852 | -0.177 | 0.430047 |
| 20 | -0.071056 | -0.5504 | 0.292046 |
| 21 | -0.120478 | -0.9332 | 0.177224 |
| 22 | -0.158134 | -1.2249 | 0.112701 |
| 23 | -0.198569 | -1.5381 | 0.06464 |
| 24 | -0.241451 | -1.8703 | 0.033163 |
| 25 | -0.27476 | -2.1283 | 0.018715 |
| 26 | -0.303148 | -2.3482 | 0.01109 |
| 27 | -0.321295 | -2.4887 | 0.007806 |
| 28 | -0.345914 | -2.6794 | 0.004752 |
| 29 | -0.370639 | -2.871 | 0.002823 |
| 30 | -0.399027 | -3.0908 | 0.001513 |
| 31 | -0.422448 | -3.2723 | 0.000886 |
| 32 | -0.444585 | -3.4437 | 0.000526 |
| 33 | -0.460851 | -3.5697 | 0.000355 |
| 34 | -0.463025 | -3.5866 | 0.000337 |
| 35 | -0.46123 | -3.5727 | 0.000352 |
| 36 | -0.452365 | -3.504 | 0.000436 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.958384 | 7.4236 | 0 |
| 2 | -0.017189 | -0.1331 | 0.447262 |
| 3 | -0.072022 | -0.5579 | 0.289501 |
| 4 | -0.011765 | -0.0911 | 0.463847 |
| 5 | -0.04642 | -0.3596 | 0.360215 |
| 6 | -0.047427 | -0.3674 | 0.357318 |
| 7 | -0.017836 | -0.1382 | 0.44529 |
| 8 | -0.06968 | -0.5397 | 0.295688 |
| 9 | -0.149266 | -1.1562 | 0.12609 |
| 10 | -0.151151 | -1.1708 | 0.123152 |
| 11 | 6e-05 | 5e-04 | 0.499815 |
| 12 | -0.139135 | -1.0777 | 0.142733 |
| 13 | 0.135367 | 1.0486 | 0.149295 |
| 14 | 0.019452 | 0.1507 | 0.440368 |
| 15 | -0.12871 | -0.997 | 0.161389 |
| 16 | 0.004754 | 0.0368 | 0.485374 |
| 17 | -0.032773 | -0.2539 | 0.400236 |
| 18 | 0.004383 | 0.034 | 0.486514 |
| 19 | -0.014906 | -0.1155 | 0.454234 |
| 20 | -0.004092 | -0.0317 | 0.48741 |
| 21 | -0.099353 | -0.7696 | 0.222282 |
| 22 | 0.04432 | 0.3433 | 0.366286 |
| 23 | -0.052773 | -0.4088 | 0.34208 |
| 24 | -0.129591 | -1.0038 | 0.159752 |
| 25 | 0.094465 | 0.7317 | 0.233593 |
| 26 | 0.03979 | 0.3082 | 0.379494 |
| 27 | 0.020126 | 0.1559 | 0.438319 |
| 28 | -0.11705 | -0.9067 | 0.184106 |
| 29 | -0.07171 | -0.5555 | 0.290321 |
| 30 | -0.120701 | -0.9349 | 0.176782 |
| 31 | -0.002462 | -0.0191 | 0.492423 |
| 32 | 0.013008 | 0.1008 | 0.460038 |
| 33 | -0.040475 | -0.3135 | 0.377488 |
| 34 | 0.146143 | 1.132 | 0.131066 |
| 35 | 0.006944 | 0.0538 | 0.478643 |
| 36 | -0.027642 | -0.2141 | 0.415593 |
