| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.964801 | 7.4733 | 0 |
| 2 | 0.911722 | 7.0622 | 0 |
| 3 | 0.845657 | 6.5504 | 0 |
| 4 | 0.76794 | 5.9484 | 0 |
| 5 | 0.686562 | 5.3181 | 1e-06 |
| 6 | 0.610431 | 4.7284 | 7e-06 |
| 7 | 0.537753 | 4.1654 | 5.1e-05 |
| 8 | 0.474303 | 3.6739 | 0.000255 |
| 9 | 0.424098 | 3.285 | 0.000853 |
| 10 | 0.372945 | 2.8888 | 0.002686 |
| 11 | 0.325641 | 2.5224 | 0.007163 |
| 12 | 0.276911 | 2.1449 | 0.018008 |
| 13 | 0.227994 | 1.766 | 0.041239 |
| 14 | 0.181231 | 1.4038 | 0.082765 |
| 15 | 0.137946 | 1.0685 | 0.144782 |
| 16 | 0.091483 | 0.7086 | 0.240651 |
| 17 | 0.042902 | 0.3323 | 0.370404 |
| 18 | -0.00446 | -0.0345 | 0.486277 |
| 19 | -0.04944 | -0.383 | 0.35155 |
| 20 | -0.091798 | -0.7111 | 0.2399 |
| 21 | -0.136726 | -1.0591 | 0.146904 |
| 22 | -0.177424 | -1.3743 | 0.087227 |
| 23 | -0.214345 | -1.6603 | 0.051035 |
| 24 | -0.247879 | -1.9201 | 0.029804 |
| 25 | -0.271674 | -2.1044 | 0.019772 |
| 26 | -0.28865 | -2.2359 | 0.014546 |
| 27 | -0.306727 | -2.3759 | 0.010358 |
| 28 | -0.325066 | -2.5179 | 0.007245 |
| 29 | -0.341279 | -2.6435 | 0.005226 |
| 30 | -0.354345 | -2.7447 | 0.003989 |
| 31 | -0.370102 | -2.8668 | 0.002856 |
| 32 | -0.383186 | -2.9681 | 0.00215 |
| 33 | -0.389943 | -3.0205 | 0.001852 |
| 34 | -0.39569 | -3.065 | 0.00163 |
| 35 | -0.396309 | -3.0698 | 0.001608 |
| 36 | -0.391117 | -3.0296 | 0.001805 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.964801 | 7.4733 | 0 |
| 2 | -0.276453 | -2.1414 | 0.018156 |
| 3 | -0.163256 | -1.2646 | 0.105456 |
| 4 | -0.14615 | -1.1321 | 0.131054 |
| 5 | -0.022101 | -0.1712 | 0.432325 |
| 6 | 0.080282 | 0.6219 | 0.268194 |
| 7 | -0.011778 | -0.0912 | 0.463807 |
| 8 | 0.060715 | 0.4703 | 0.319924 |
| 9 | 0.084271 | 0.6528 | 0.258203 |
| 10 | -0.168211 | -1.303 | 0.098784 |
| 11 | -0.017354 | -0.1344 | 0.446759 |
| 12 | -0.107585 | -0.8333 | 0.203977 |
| 13 | -0.004481 | -0.0347 | 0.486212 |
| 14 | 0.036519 | 0.2829 | 0.389123 |
| 15 | 0.010911 | 0.0845 | 0.466463 |
| 16 | -0.09022 | -0.6988 | 0.243675 |
| 17 | -0.092895 | -0.7196 | 0.237294 |
| 18 | -0.049197 | -0.3811 | 0.352245 |
| 19 | 0.01935 | 0.1499 | 0.440681 |
| 20 | -0.021723 | -0.1683 | 0.433471 |
| 21 | -0.100985 | -0.7822 | 0.218578 |
| 22 | 0.031119 | 0.241 | 0.40517 |
| 23 | -0.015365 | -0.119 | 0.452829 |
| 24 | -0.047195 | -0.3656 | 0.357985 |
| 25 | 0.080214 | 0.6213 | 0.268368 |
| 26 | -0.011914 | -0.0923 | 0.46339 |
| 27 | -0.106422 | -0.8243 | 0.206505 |
| 28 | -0.086086 | -0.6668 | 0.253721 |
| 29 | -0.035426 | -0.2744 | 0.392356 |
| 30 | 0.06609 | 0.5119 | 0.30529 |
| 31 | -0.102327 | -0.7926 | 0.21556 |
| 32 | 0.03755 | 0.2909 | 0.386079 |
| 33 | 0.0907 | 0.7026 | 0.242523 |
| 34 | -0.115925 | -0.898 | 0.1864 |
| 35 | -0.018166 | -0.1407 | 0.444284 |
| 36 | 0.01281 | 0.0992 | 0.460644 |
