| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.971129 | 7.5223 | 0 |
| 2 | 0.925615 | 7.1698 | 0 |
| 3 | 0.865176 | 6.7016 | 0 |
| 4 | 0.79317 | 6.1439 | 0 |
| 5 | 0.714767 | 5.5366 | 0 |
| 6 | 0.643624 | 4.9855 | 3e-06 |
| 7 | 0.574906 | 4.4532 | 1.9e-05 |
| 8 | 0.512256 | 3.9679 | 9.8e-05 |
| 9 | 0.454207 | 3.5183 | 0.000418 |
| 10 | 0.400433 | 3.1017 | 0.001465 |
| 11 | 0.349559 | 2.7077 | 0.004407 |
| 12 | 0.299252 | 2.318 | 0.011938 |
| 13 | 0.253482 | 1.9635 | 0.027116 |
| 14 | 0.210015 | 1.6268 | 0.054514 |
| 15 | 0.169076 | 1.3097 | 0.097653 |
| 16 | 0.125659 | 0.9734 | 0.167143 |
| 17 | 0.080959 | 0.6271 | 0.266483 |
| 18 | 0.034596 | 0.268 | 0.394818 |
| 19 | -0.00749 | -0.058 | 0.476965 |
| 20 | -0.052275 | -0.4049 | 0.343488 |
| 21 | -0.097107 | -0.7522 | 0.227439 |
| 22 | -0.135588 | -1.0503 | 0.148905 |
| 23 | -0.168188 | -1.3028 | 0.098814 |
| 24 | -0.200163 | -1.5505 | 0.063145 |
| 25 | -0.226916 | -1.7577 | 0.041951 |
| 26 | -0.249729 | -1.9344 | 0.028892 |
| 27 | -0.277451 | -2.1491 | 0.017834 |
| 28 | -0.303031 | -2.3473 | 0.011115 |
| 29 | -0.322396 | -2.4973 | 0.007638 |
| 30 | -0.336355 | -2.6054 | 0.005777 |
| 31 | -0.348764 | -2.7015 | 0.00448 |
| 32 | -0.35791 | -2.7724 | 0.003701 |
| 33 | -0.362022 | -2.8042 | 0.003393 |
| 34 | -0.365539 | -2.8315 | 0.003149 |
| 35 | -0.370172 | -2.8673 | 0.002852 |
| 36 | -0.374329 | -2.8995 | 0.002607 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.971129 | 7.5223 | 0 |
| 2 | -0.307092 | -2.3787 | 0.010286 |
| 3 | -0.223747 | -1.7331 | 0.044104 |
| 4 | -0.141938 | -1.0994 | 0.137983 |
| 5 | -0.049087 | -0.3802 | 0.35256 |
| 6 | 0.194356 | 1.5055 | 0.068724 |
| 7 | -0.02606 | -0.2019 | 0.420355 |
| 8 | 0.005806 | 0.045 | 0.482139 |
| 9 | -0.058885 | -0.4561 | 0.324975 |
| 10 | -0.045919 | -0.3557 | 0.361662 |
| 11 | -0.003139 | -0.0243 | 0.490341 |
| 12 | -0.071814 | -0.5563 | 0.290047 |
| 13 | 0.065603 | 0.5082 | 0.306603 |
| 14 | -0.023505 | -0.1821 | 0.428072 |
| 15 | -0.015278 | -0.1183 | 0.453094 |
| 16 | -0.133026 | -1.0304 | 0.153475 |
| 17 | -0.092146 | -0.7138 | 0.239072 |
| 18 | -0.018906 | -0.1464 | 0.44203 |
| 19 | 0.097945 | 0.7587 | 0.225507 |
| 20 | -0.086147 | -0.6673 | 0.253571 |
| 21 | -0.087684 | -0.6792 | 0.249812 |
| 22 | 0.065899 | 0.5105 | 0.305803 |
| 23 | 0.022177 | 0.1718 | 0.432094 |
| 24 | -0.077778 | -0.6025 | 0.274568 |
| 25 | -0.026155 | -0.2026 | 0.420067 |
| 26 | -0.023972 | -0.1857 | 0.426658 |
| 27 | -0.158487 | -1.2276 | 0.11219 |
| 28 | 0.035373 | 0.274 | 0.392514 |
| 29 | 0.097703 | 0.7568 | 0.226065 |
| 30 | 0.052999 | 0.4105 | 0.341439 |
| 31 | -0.063025 | -0.4882 | 0.313597 |
| 32 | -0.112423 | -0.8708 | 0.19366 |
| 33 | 0.020808 | 0.1612 | 0.436246 |
| 34 | -0.062105 | -0.4811 | 0.316111 |
| 35 | -0.018914 | -0.1465 | 0.442005 |
| 36 | -0.003356 | -0.026 | 0.489672 |
