| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.935269 | 7.2446 | 0 |
| 2 | 0.870198 | 6.7405 | 0 |
| 3 | 0.812261 | 6.2917 | 0 |
| 4 | 0.750912 | 5.8165 | 0 |
| 5 | 0.679598 | 5.2641 | 1e-06 |
| 6 | 0.613817 | 4.7546 | 6e-06 |
| 7 | 0.556358 | 4.3095 | 3.1e-05 |
| 8 | 0.490803 | 3.8017 | 0.000169 |
| 9 | 0.41843 | 3.2411 | 0.000972 |
| 10 | 0.366973 | 2.8426 | 0.003054 |
| 11 | 0.332082 | 2.5723 | 0.006298 |
| 12 | 0.298193 | 2.3098 | 0.012178 |
| 13 | 0.256146 | 1.9841 | 0.025912 |
| 14 | 0.222171 | 1.7209 | 0.045209 |
| 15 | 0.197906 | 1.533 | 0.065269 |
| 16 | 0.167455 | 1.2971 | 0.099781 |
| 17 | 0.1426 | 1.1046 | 0.136877 |
| 18 | 0.126126 | 0.977 | 0.166254 |
| 19 | 0.11679 | 0.9047 | 0.184634 |
| 20 | 0.085529 | 0.6625 | 0.255091 |
| 21 | 0.054511 | 0.4222 | 0.33718 |
| 22 | 0.025307 | 0.196 | 0.422627 |
| 23 | -0.002866 | -0.0222 | 0.49118 |
| 24 | -0.035136 | -0.2722 | 0.393216 |
| 25 | -0.06244 | -0.4837 | 0.315195 |
| 26 | -0.0878 | -0.6801 | 0.249529 |
| 27 | -0.109283 | -0.8465 | 0.200317 |
| 28 | -0.127099 | -0.9845 | 0.16441 |
| 29 | -0.142883 | -1.1068 | 0.136406 |
| 30 | -0.159112 | -1.2325 | 0.111289 |
| 31 | -0.179412 | -1.3897 | 0.084874 |
| 32 | -0.201394 | -1.56 | 0.062011 |
| 33 | -0.223651 | -1.7324 | 0.044171 |
| 34 | -0.246227 | -1.9073 | 0.030638 |
| 35 | -0.2672 | -2.0697 | 0.021396 |
| 36 | -0.284755 | -2.2057 | 0.015623 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.935269 | 7.2446 | 0 |
| 2 | -0.036157 | -0.2801 | 0.390192 |
| 3 | 0.022228 | 0.1722 | 0.43194 |
| 4 | -0.05975 | -0.4628 | 0.322583 |
| 5 | -0.111743 | -0.8656 | 0.195091 |
| 6 | -6.5e-05 | -5e-04 | 0.4998 |
| 7 | 0.01887 | 0.1462 | 0.442141 |
| 8 | -0.095404 | -0.739 | 0.231396 |
| 9 | -0.089378 | -0.6923 | 0.245703 |
| 10 | 0.107478 | 0.8325 | 0.204208 |
| 11 | 0.088405 | 0.6848 | 0.24806 |
| 12 | 0.006555 | 0.0508 | 0.479838 |
| 13 | -0.089887 | -0.6963 | 0.244476 |
| 14 | -0.005358 | -0.0415 | 0.483517 |
| 15 | 0.037505 | 0.2905 | 0.386212 |
| 16 | -0.043596 | -0.3377 | 0.368386 |
| 17 | 0.022964 | 0.1779 | 0.429708 |
| 18 | -0.002335 | -0.0181 | 0.492815 |
| 19 | 0.038344 | 0.297 | 0.383742 |
| 20 | -0.149576 | -1.1586 | 0.125603 |
| 21 | -0.009227 | -0.0715 | 0.471631 |
| 22 | -0.060522 | -0.4688 | 0.320455 |
| 23 | -0.018293 | -0.1417 | 0.443898 |
| 24 | -0.019802 | -0.1534 | 0.439303 |
| 25 | 0.005005 | 0.0388 | 0.484603 |
| 26 | -0.034281 | -0.2655 | 0.395752 |
| 27 | 0.029422 | 0.2279 | 0.41025 |
| 28 | 0.052735 | 0.4085 | 0.342187 |
| 29 | -0.045695 | -0.354 | 0.362308 |
| 30 | -0.065562 | -0.5078 | 0.306713 |
| 31 | -0.077598 | -0.6011 | 0.275027 |
| 32 | -0.027461 | -0.2127 | 0.416137 |
| 33 | -0.04188 | -0.3244 | 0.373381 |
| 34 | -0.046112 | -0.3572 | 0.361104 |
| 35 | -0.009067 | -0.0702 | 0.47212 |
| 36 | -0.009237 | -0.0715 | 0.4716 |
