| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.985455 | 7.6333 | 0 |
| 2 | 0.963109 | 7.4602 | 0 |
| 3 | 0.933323 | 7.2295 | 0 |
| 4 | 0.896557 | 6.9447 | 0 |
| 5 | 0.854505 | 6.619 | 0 |
| 6 | 0.807526 | 6.2551 | 0 |
| 7 | 0.757417 | 5.8669 | 0 |
| 8 | 0.702639 | 5.4426 | 1e-06 |
| 9 | 0.645088 | 4.9968 | 3e-06 |
| 10 | 0.585126 | 4.5324 | 1.4e-05 |
| 11 | 0.523008 | 4.0512 | 7.4e-05 |
| 12 | 0.457454 | 3.5434 | 0.000386 |
| 13 | 0.392362 | 3.0392 | 0.001755 |
| 14 | 0.327987 | 2.5406 | 0.006836 |
| 15 | 0.260895 | 2.0209 | 0.023881 |
| 16 | 0.195341 | 1.5131 | 0.067751 |
| 17 | 0.131482 | 1.0185 | 0.156276 |
| 18 | 0.066904 | 0.5182 | 0.303101 |
| 19 | 0.004481 | 0.0347 | 0.486215 |
| 20 | -0.054967 | -0.4258 | 0.335898 |
| 21 | -0.11226 | -0.8696 | 0.194002 |
| 22 | -0.166422 | -1.2891 | 0.101156 |
| 23 | -0.217453 | -1.6844 | 0.048651 |
| 24 | -0.263815 | -2.0435 | 0.0227 |
| 25 | -0.307046 | -2.3784 | 0.010295 |
| 26 | -0.344531 | -2.6687 | 0.004889 |
| 27 | -0.379603 | -2.9404 | 0.002325 |
| 28 | -0.406929 | -3.1521 | 0.001265 |
| 29 | -0.430765 | -3.3367 | 0.00073 |
| 30 | -0.448752 | -3.476 | 0.000476 |
| 31 | -0.459197 | -3.5569 | 0.00037 |
| 32 | -0.467948 | -3.6247 | 0.000299 |
| 33 | -0.471568 | -3.6528 | 0.000273 |
| 34 | -0.472878 | -3.6629 | 0.000265 |
| 35 | -0.470854 | -3.6472 | 0.000278 |
| 36 | -0.464519 | -3.5982 | 0.000325 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.985455 | 7.6333 | 0 |
| 2 | -0.277417 | -2.1489 | 0.017845 |
| 3 | -0.213537 | -1.6541 | 0.05167 |
| 4 | -0.170314 | -1.3192 | 0.096049 |
| 5 | -0.091814 | -0.7112 | 0.239862 |
| 6 | -0.08895 | -0.689 | 0.246739 |
| 7 | -0.027545 | -0.2134 | 0.415882 |
| 8 | -0.118902 | -0.921 | 0.180366 |
| 9 | -0.041582 | -0.3221 | 0.374251 |
| 10 | -0.047588 | -0.3686 | 0.356857 |
| 11 | -0.049215 | -0.3812 | 0.352195 |
| 12 | -0.125564 | -0.9726 | 0.167325 |
| 13 | 0.047152 | 0.3652 | 0.35811 |
| 14 | 0.013013 | 0.1008 | 0.460023 |
| 15 | -0.154192 | -1.1944 | 0.118517 |
| 16 | 0.027549 | 0.2134 | 0.41587 |
| 17 | 0.015031 | 0.1164 | 0.453851 |
| 18 | -0.125456 | -0.9718 | 0.167532 |
| 19 | 0.023033 | 0.1784 | 0.429499 |
| 20 | 0.028137 | 0.218 | 0.414104 |
| 21 | -0.056325 | -0.4363 | 0.332097 |
| 22 | 0.014365 | 0.1113 | 0.455886 |
| 23 | -0.007529 | -0.0583 | 0.476843 |
| 24 | 0.010017 | 0.0776 | 0.469205 |
| 25 | -0.037175 | -0.288 | 0.387187 |
| 26 | 0.105789 | 0.8194 | 0.20789 |
| 27 | -0.143381 | -1.1106 | 0.135581 |
| 28 | 0.160658 | 1.2444 | 0.109087 |
| 29 | -0.038222 | -0.2961 | 0.384101 |
| 30 | 0.024329 | 0.1885 | 0.425579 |
| 31 | 0.084003 | 0.6507 | 0.258868 |
| 32 | -0.108761 | -0.8425 | 0.201438 |
| 33 | -0.011276 | -0.0873 | 0.465346 |
| 34 | -0.068019 | -0.5269 | 0.300113 |
| 35 | -0.003397 | -0.0263 | 0.489546 |
| 36 | 0.043694 | 0.3385 | 0.368102 |
