| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.955408 | 6.6879 | 0 |
| 2 | 0.907637 | 6.3535 | 0 |
| 3 | 0.847952 | 5.9357 | 0 |
| 4 | 0.788539 | 5.5198 | 1e-06 |
| 5 | 0.715789 | 5.0105 | 4e-06 |
| 6 | 0.650902 | 4.5563 | 1.7e-05 |
| 7 | 0.588649 | 4.1205 | 7.3e-05 |
| 8 | 0.512668 | 3.5887 | 0.000383 |
| 9 | 0.439301 | 3.0751 | 0.001718 |
| 10 | 0.36252 | 2.5376 | 0.007196 |
| 11 | 0.291617 | 2.0413 | 0.023312 |
| 12 | 0.225879 | 1.5812 | 0.060139 |
| 13 | 0.174852 | 1.224 | 0.113409 |
| 14 | 0.125543 | 0.8788 | 0.1919 |
| 15 | 0.080446 | 0.5631 | 0.287959 |
| 16 | 0.03304 | 0.2313 | 0.409031 |
| 17 | -0.006788 | -0.0475 | 0.481148 |
| 18 | -0.041547 | -0.2908 | 0.386204 |
| 19 | -0.084727 | -0.5931 | 0.277924 |
| 20 | -0.127149 | -0.89 | 0.188897 |
| 21 | -0.170395 | -1.1928 | 0.119353 |
| 22 | -0.206155 | -1.4431 | 0.07768 |
| 23 | -0.244606 | -1.7122 | 0.046587 |
| 24 | -0.284745 | -1.9932 | 0.02591 |
| 25 | -0.31861 | -2.2303 | 0.015171 |
| 26 | -0.350111 | -2.4508 | 0.008935 |
| 27 | -0.374099 | -2.6187 | 0.005856 |
| 28 | -0.402819 | -2.8197 | 0.003459 |
| 29 | -0.418038 | -2.9263 | 0.002594 |
| 30 | -0.429553 | -3.0069 | 0.002078 |
| 31 | -0.433751 | -3.0363 | 0.001915 |
| 32 | -0.434185 | -3.0393 | 0.001899 |
| 33 | -0.430645 | -3.0145 | 0.002034 |
| 34 | -0.416621 | -2.9163 | 0.002665 |
| 35 | -0.401704 | -2.8119 | 0.003532 |
| 36 | -0.38027 | -2.6619 | 0.00524 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.955408 | 6.6879 | 0 |
| 2 | -0.059262 | -0.4148 | 0.340036 |
| 3 | -0.160917 | -1.1264 | 0.132738 |
| 4 | -0.021344 | -0.1494 | 0.440922 |
| 5 | -0.173704 | -1.2159 | 0.114919 |
| 6 | 0.056867 | 0.3981 | 0.346155 |
| 7 | 0.022374 | 0.1566 | 0.438094 |
| 8 | -0.235537 | -1.6488 | 0.052797 |
| 9 | 0.007593 | 0.0531 | 0.478915 |
| 10 | -0.083395 | -0.5838 | 0.281028 |
| 11 | -0.003721 | -0.026 | 0.489663 |
| 12 | 0.085141 | 0.596 | 0.276964 |
| 13 | 0.057976 | 0.4058 | 0.343316 |
| 14 | -0.051671 | -0.3617 | 0.359566 |
| 15 | -0.013245 | -0.0927 | 0.463255 |
| 16 | -0.111643 | -0.7815 | 0.219133 |
| 17 | 0.042677 | 0.2987 | 0.383202 |
| 18 | 0.047417 | 0.3319 | 0.370682 |
| 19 | -0.212294 | -1.4861 | 0.071835 |
| 20 | -0.069366 | -0.4856 | 0.314721 |
| 21 | -0.066218 | -0.4635 | 0.322519 |
| 22 | 0.005074 | 0.0355 | 0.485906 |
| 23 | 0.029924 | 0.2095 | 0.417476 |
| 24 | -0.144883 | -1.0142 | 0.157739 |
| 25 | 0.015225 | 0.1066 | 0.457782 |
| 26 | 0.002678 | 0.0187 | 0.492559 |
| 27 | 0.017304 | 0.1211 | 0.452042 |
| 28 | -0.067507 | -0.4725 | 0.319317 |
| 29 | 0.069343 | 0.4854 | 0.314778 |
| 30 | -0.015241 | -0.1067 | 0.457735 |
| 31 | -0.020786 | -0.1455 | 0.442455 |
| 32 | -0.002178 | -0.0152 | 0.493949 |
| 33 | -0.063439 | -0.4441 | 0.329472 |
| 34 | 0.129872 | 0.9091 | 0.183873 |
| 35 | -0.042729 | -0.2991 | 0.383064 |
| 36 | -0.061439 | -0.4301 | 0.334514 |
