| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.978408 | 8.3021 | 0 |
| 2 | 0.943384 | 8.0049 | 0 |
| 3 | 0.901789 | 7.6519 | 0 |
| 4 | 0.865701 | 7.3457 | 0 |
| 5 | 0.829244 | 7.0364 | 0 |
| 6 | 0.791436 | 6.7156 | 0 |
| 7 | 0.748752 | 6.3534 | 0 |
| 8 | 0.703205 | 5.9669 | 0 |
| 9 | 0.655036 | 5.5582 | 0 |
| 10 | 0.604585 | 5.1301 | 1e-06 |
| 11 | 0.551964 | 4.6836 | 6e-06 |
| 12 | 0.498059 | 4.2262 | 3.4e-05 |
| 13 | 0.441787 | 3.7487 | 0.000178 |
| 14 | 0.3837 | 3.2558 | 0.000863 |
| 15 | 0.325134 | 2.7589 | 0.003675 |
| 16 | 0.266319 | 2.2598 | 0.01343 |
| 17 | 0.209418 | 1.777 | 0.039899 |
| 18 | 0.155226 | 1.3171 | 0.095984 |
| 19 | 0.102403 | 0.8689 | 0.19389 |
| 20 | 0.050343 | 0.4272 | 0.335265 |
| 21 | 0.000839 | 0.0071 | 0.49717 |
| 22 | -0.046764 | -0.3968 | 0.346341 |
| 23 | -0.093057 | -0.7896 | 0.216173 |
| 24 | -0.135822 | -1.1525 | 0.126466 |
| 25 | -0.175032 | -1.4852 | 0.070928 |
| 26 | -0.212305 | -1.8015 | 0.037908 |
| 27 | -0.244819 | -2.0774 | 0.020668 |
| 28 | -0.274647 | -2.3305 | 0.011294 |
| 29 | -0.300223 | -2.5475 | 0.006493 |
| 30 | -0.324485 | -2.7533 | 0.003731 |
| 31 | -0.345662 | -2.933 | 0.002249 |
| 32 | -0.365198 | -3.0988 | 0.001386 |
| 33 | -0.38148 | -3.237 | 0.000914 |
| 34 | -0.392439 | -3.33 | 0.000686 |
| 35 | -0.401299 | -3.4051 | 0.000542 |
| 36 | -0.406655 | -3.4506 | 0.00047 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.978408 | 8.3021 | 0 |
| 2 | -0.325308 | -2.7603 | 0.00366 |
| 3 | -0.083909 | -0.712 | 0.239384 |
| 4 | 0.192938 | 1.6371 | 0.052984 |
| 5 | -0.128181 | -1.0877 | 0.140188 |
| 6 | -0.07556 | -0.6411 | 0.261732 |
| 7 | -0.070493 | -0.5982 | 0.275807 |
| 8 | -0.050085 | -0.425 | 0.336056 |
| 9 | -0.05862 | -0.4974 | 0.31021 |
| 10 | -0.084203 | -0.7145 | 0.238618 |
| 11 | -0.053381 | -0.453 | 0.325972 |
| 12 | -0.038662 | -0.3281 | 0.37191 |
| 13 | -0.092424 | -0.7842 | 0.217736 |
| 14 | -0.059236 | -0.5026 | 0.308379 |
| 15 | -0.01686 | -0.1431 | 0.443321 |
| 16 | -0.060297 | -0.5116 | 0.305234 |
| 17 | 0.005771 | 0.049 | 0.480541 |
| 18 | 0.012488 | 0.106 | 0.457952 |
| 19 | -0.055306 | -0.4693 | 0.320141 |
| 20 | -0.023498 | -0.1994 | 0.421261 |
| 21 | 0.036972 | 0.3137 | 0.377322 |
| 22 | -0.038385 | -0.3257 | 0.372794 |
| 23 | -0.052091 | -0.442 | 0.329904 |
| 24 | 0.054524 | 0.4627 | 0.322504 |
| 25 | -0.001476 | -0.0125 | 0.495021 |
| 26 | -0.070608 | -0.5991 | 0.275484 |
| 27 | 0.078575 | 0.6667 | 0.253538 |
| 28 | -0.030893 | -0.2621 | 0.396982 |
| 29 | 0.002217 | 0.0188 | 0.492523 |
| 30 | -0.047719 | -0.4049 | 0.343371 |
| 31 | 0.003951 | 0.0335 | 0.486673 |
| 32 | -0.018515 | -0.1571 | 0.437802 |
| 33 | -0.025522 | -0.2166 | 0.414582 |
| 34 | 0.074376 | 0.6311 | 0.264986 |
| 35 | -0.078406 | -0.6653 | 0.253993 |
| 36 | 0.015433 | 0.131 | 0.448088 |
