| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.96814 | 7.4992 | 0 |
| 2 | 0.917477 | 7.1067 | 0 |
| 3 | 0.864046 | 6.6929 | 0 |
| 4 | 0.815758 | 6.3188 | 0 |
| 5 | 0.769157 | 5.9579 | 0 |
| 6 | 0.725405 | 5.619 | 0 |
| 7 | 0.687573 | 5.3259 | 1e-06 |
| 8 | 0.657919 | 5.0962 | 2e-06 |
| 9 | 0.629212 | 4.8739 | 4e-06 |
| 10 | 0.599932 | 4.6471 | 9e-06 |
| 11 | 0.563215 | 4.3626 | 2.6e-05 |
| 12 | 0.516463 | 4.0005 | 8.8e-05 |
| 13 | 0.453032 | 3.5092 | 0.00043 |
| 14 | 0.379145 | 2.9368 | 0.002348 |
| 15 | 0.304481 | 2.3585 | 0.010812 |
| 16 | 0.236613 | 1.8328 | 0.035898 |
| 17 | 0.173503 | 1.3439 | 0.092013 |
| 18 | 0.115098 | 0.8915 | 0.188099 |
| 19 | 0.062917 | 0.4874 | 0.313892 |
| 20 | 0.015995 | 0.1239 | 0.450906 |
| 21 | -0.0259 | -0.2006 | 0.420836 |
| 22 | -0.061671 | -0.4777 | 0.317299 |
| 23 | -0.094727 | -0.7338 | 0.232978 |
| 24 | -0.135712 | -1.0512 | 0.148687 |
| 25 | -0.184151 | -1.4264 | 0.079463 |
| 26 | -0.235136 | -1.8214 | 0.036769 |
| 27 | -0.279156 | -2.1623 | 0.017295 |
| 28 | -0.317257 | -2.4575 | 0.00845 |
| 29 | -0.347938 | -2.6951 | 0.004557 |
| 30 | -0.376797 | -2.9187 | 0.002471 |
| 31 | -0.400799 | -3.1046 | 0.001453 |
| 32 | -0.419641 | -3.2505 | 0.000945 |
| 33 | -0.428143 | -3.3164 | 0.000776 |
| 34 | -0.430422 | -3.334 | 0.000736 |
| 35 | -0.424638 | -3.2892 | 0.000842 |
| 36 | -0.420711 | -3.2588 | 0.000922 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.96814 | 7.4992 | 0 |
| 2 | -0.31607 | -2.4483 | 0.008648 |
| 3 | 0.01863 | 0.1443 | 0.442872 |
| 4 | 0.061733 | 0.4782 | 0.317128 |
| 5 | -0.052919 | -0.4099 | 0.341666 |
| 6 | 0.021212 | 0.1643 | 0.43502 |
| 7 | 0.061107 | 0.4733 | 0.318846 |
| 8 | 0.063954 | 0.4954 | 0.311069 |
| 9 | -0.067755 | -0.5248 | 0.300819 |
| 10 | -0.006729 | -0.0521 | 0.479301 |
| 11 | -0.129989 | -1.0069 | 0.159015 |
| 12 | -0.136222 | -1.0552 | 0.147789 |
| 13 | -0.239506 | -1.8552 | 0.034241 |
| 14 | -0.106312 | -0.8235 | 0.206746 |
| 15 | -0.018678 | -0.1447 | 0.442724 |
| 16 | 0.008784 | 0.068 | 0.472991 |
| 17 | -0.052826 | -0.4092 | 0.341928 |
| 18 | -0.029968 | -0.2321 | 0.408612 |
| 19 | -0.002427 | -0.0188 | 0.492531 |
| 20 | -0.059765 | -0.4629 | 0.322543 |
| 21 | 0.018315 | 0.1419 | 0.44383 |
| 22 | 0.077675 | 0.6017 | 0.274831 |
| 23 | 0.035965 | 0.2786 | 0.390762 |
| 24 | -0.139057 | -1.0771 | 0.142867 |
| 25 | -0.022267 | -0.1725 | 0.431819 |
| 26 | -0.01362 | -0.1055 | 0.458165 |
| 27 | 0.055466 | 0.4296 | 0.334498 |
| 28 | -0.037745 | -0.2924 | 0.385505 |
| 29 | 0.047564 | 0.3684 | 0.356924 |
| 30 | -0.086074 | -0.6667 | 0.253751 |
| 31 | -0.025929 | -0.2008 | 0.42075 |
| 32 | -0.021942 | -0.17 | 0.432805 |
| 33 | 0.089543 | 0.6936 | 0.245305 |
| 34 | 0.009211 | 0.0714 | 0.471678 |
| 35 | 0.096585 | 0.7481 | 0.228647 |
| 36 | -0.035311 | -0.2735 | 0.392697 |
