| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.958276 | 6.6391 | 0 |
| 2 | 0.911519 | 6.3152 | 0 |
| 3 | 0.859406 | 5.9541 | 0 |
| 4 | 0.794399 | 5.5038 | 1e-06 |
| 5 | 0.728593 | 5.0478 | 3e-06 |
| 6 | 0.646103 | 4.4763 | 2.3e-05 |
| 7 | 0.55936 | 3.8754 | 0.000161 |
| 8 | 0.486991 | 3.374 | 0.000737 |
| 9 | 0.406794 | 2.8184 | 0.003496 |
| 10 | 0.322658 | 2.2354 | 0.015038 |
| 11 | 0.24285 | 1.6825 | 0.049482 |
| 12 | 0.15023 | 1.0408 | 0.151585 |
| 13 | 0.087155 | 0.6038 | 0.2744 |
| 14 | 0.022923 | 0.1588 | 0.437241 |
| 15 | -0.053439 | -0.3702 | 0.356418 |
| 16 | -0.116936 | -0.8102 | 0.210925 |
| 17 | -0.176844 | -1.2252 | 0.113237 |
| 18 | -0.230108 | -1.5942 | 0.058724 |
| 19 | -0.275036 | -1.9055 | 0.031357 |
| 20 | -0.325807 | -2.2573 | 0.01429 |
| 21 | -0.364582 | -2.5259 | 0.007447 |
| 22 | -0.386699 | -2.6791 | 0.00504 |
| 23 | -0.404462 | -2.8022 | 0.003649 |
| 24 | -0.409281 | -2.8356 | 0.003338 |
| 25 | -0.407906 | -2.8261 | 0.003424 |
| 26 | -0.406688 | -2.8176 | 0.003502 |
| 27 | -0.39019 | -2.7033 | 0.004733 |
| 28 | -0.376067 | -2.6055 | 0.006091 |
| 29 | -0.370388 | -2.5661 | 0.00673 |
| 30 | -0.363964 | -2.5216 | 0.007528 |
| 31 | -0.35577 | -2.4648 | 0.008668 |
| 32 | -0.334978 | -2.3208 | 0.012296 |
| 33 | -0.309577 | -2.1448 | 0.018529 |
| 34 | -0.290177 | -2.0104 | 0.025012 |
| 35 | -0.269487 | -1.8671 | 0.034004 |
| 36 | -0.237148 | -1.643 | 0.053458 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.958276 | 6.6391 | 0 |
| 2 | -0.082908 | -0.5744 | 0.284188 |
| 3 | -0.086886 | -0.602 | 0.275015 |
| 4 | -0.181172 | -1.2552 | 0.107741 |
| 5 | -0.029313 | -0.2031 | 0.419962 |
| 6 | -0.236457 | -1.6382 | 0.053957 |
| 7 | -0.073855 | -0.5117 | 0.305609 |
| 8 | 0.148325 | 1.0276 | 0.154639 |
| 9 | -0.111073 | -0.7695 | 0.222673 |
| 10 | -0.116084 | -0.8043 | 0.212607 |
| 11 | -0.006182 | -0.0428 | 0.483006 |
| 12 | -0.21257 | -1.4727 | 0.073676 |
| 13 | 0.28997 | 2.009 | 0.025091 |
| 14 | -0.116176 | -0.8049 | 0.212426 |
| 15 | -0.179273 | -1.242 | 0.110128 |
| 16 | 0.019169 | 0.1328 | 0.447449 |
| 17 | 0.007079 | 0.049 | 0.480544 |
| 18 | -0.066452 | -0.4604 | 0.323656 |
| 19 | -0.043234 | -0.2995 | 0.382912 |
| 20 | -0.000444 | -0.0031 | 0.498779 |
| 21 | 0.018931 | 0.1312 | 0.448099 |
| 22 | 0.022833 | 0.1582 | 0.437486 |
| 23 | 0.083661 | 0.5796 | 0.282442 |
| 24 | -0.05716 | -0.396 | 0.346924 |
| 25 | 0.138316 | 0.9583 | 0.171362 |
| 26 | -0.11286 | -0.7819 | 0.219052 |
| 27 | -0.054763 | -0.3794 | 0.35303 |
| 28 | -0.026707 | -0.185 | 0.426992 |
| 29 | -0.150511 | -1.0428 | 0.15114 |
| 30 | -0.107089 | -0.7419 | 0.230871 |
| 31 | 0.060404 | 0.4185 | 0.338727 |
| 32 | 0.113996 | 0.7898 | 0.216768 |
| 33 | 0.025285 | 0.1752 | 0.430838 |
| 34 | -0.026217 | -0.1816 | 0.428315 |
| 35 | -0.03783 | -0.2621 | 0.397185 |
| 36 | 0.078257 | 0.5422 | 0.295102 |
