| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.932048 | 7.2795 | 0 |
| 2 | 0.847821 | 6.6217 | 0 |
| 3 | 0.770128 | 6.0149 | 0 |
| 4 | 0.704714 | 5.504 | 0 |
| 5 | 0.655003 | 5.1157 | 2e-06 |
| 6 | 0.609038 | 4.7567 | 6e-06 |
| 7 | 0.56193 | 4.3888 | 2.3e-05 |
| 8 | 0.510188 | 3.9847 | 9.1e-05 |
| 9 | 0.452572 | 3.5347 | 0.000393 |
| 10 | 0.40809 | 3.1873 | 0.001133 |
| 11 | 0.361324 | 2.822 | 0.003217 |
| 12 | 0.312911 | 2.4439 | 0.008718 |
| 13 | 0.261674 | 2.0437 | 0.022652 |
| 14 | 0.21012 | 1.6411 | 0.052963 |
| 15 | 0.160531 | 1.2538 | 0.107351 |
| 16 | 0.110877 | 0.866 | 0.194948 |
| 17 | 0.05973 | 0.4665 | 0.321258 |
| 18 | 0.010549 | 0.0824 | 0.467304 |
| 19 | -0.034822 | -0.272 | 0.393281 |
| 20 | -0.076669 | -0.5988 | 0.275761 |
| 21 | -0.105666 | -0.8253 | 0.206215 |
| 22 | -0.123879 | -0.9675 | 0.168552 |
| 23 | -0.141431 | -1.1046 | 0.136833 |
| 24 | -0.159082 | -1.2425 | 0.10941 |
| 25 | -0.172295 | -1.3457 | 0.091695 |
| 26 | -0.18643 | -1.4561 | 0.075251 |
| 27 | -0.203707 | -1.591 | 0.05839 |
| 28 | -0.219303 | -1.7128 | 0.045913 |
| 29 | -0.231121 | -1.8051 | 0.037996 |
| 30 | -0.237196 | -1.8526 | 0.034393 |
| 31 | -0.240734 | -1.8802 | 0.03243 |
| 32 | -0.245095 | -1.9143 | 0.030141 |
| 33 | -0.244065 | -1.9062 | 0.030669 |
| 34 | -0.23539 | -1.8385 | 0.035433 |
| 35 | -0.229252 | -1.7905 | 0.039166 |
| 36 | -0.226256 | -1.7671 | 0.041106 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.932048 | 7.2795 | 0 |
| 2 | -0.159141 | -1.2429 | 0.109325 |
| 3 | 0.019462 | 0.152 | 0.439842 |
| 4 | 0.038391 | 0.2998 | 0.382658 |
| 5 | 0.065767 | 0.5137 | 0.304673 |
| 6 | -0.020727 | -0.1619 | 0.435968 |
| 7 | -0.027482 | -0.2146 | 0.415382 |
| 8 | -0.049267 | -0.3848 | 0.350866 |
| 9 | -0.060991 | -0.4764 | 0.317761 |
| 10 | 0.074551 | 0.5823 | 0.281268 |
| 11 | -0.08311 | -0.6491 | 0.259351 |
| 12 | -0.040759 | -0.3183 | 0.375658 |
| 13 | -0.05512 | -0.4305 | 0.334174 |
| 14 | -0.023862 | -0.1864 | 0.426386 |
| 15 | -0.03335 | -0.2605 | 0.39769 |
| 16 | -0.050301 | -0.3929 | 0.347894 |
| 17 | -0.06158 | -0.481 | 0.316135 |
| 18 | -0.035489 | -0.2772 | 0.391291 |
| 19 | -0.006419 | -0.0501 | 0.480088 |
| 20 | -0.035669 | -0.2786 | 0.390752 |
| 21 | 0.053054 | 0.4144 | 0.34003 |
| 22 | 0.025578 | 0.1998 | 0.421164 |
| 23 | -0.026655 | -0.2082 | 0.41789 |
| 24 | -0.008105 | -0.0633 | 0.474867 |
| 25 | 0.0291 | 0.2273 | 0.410485 |
| 26 | -0.03494 | -0.2729 | 0.39293 |
| 27 | -0.046791 | -0.3654 | 0.358021 |
| 28 | -0.006387 | -0.0499 | 0.480189 |
| 29 | -0.011897 | -0.0929 | 0.463136 |
| 30 | 0.018127 | 0.1416 | 0.443939 |
| 31 | -0.014381 | -0.1123 | 0.455471 |
| 32 | -0.038677 | -0.3021 | 0.38181 |
| 33 | 0.022977 | 0.1795 | 0.429087 |
| 34 | 0.045181 | 0.3529 | 0.362699 |
| 35 | -0.05135 | -0.4011 | 0.344891 |
| 36 | -0.038578 | -0.3013 | 0.382104 |
