| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.950624 | 7.3635 | 0 |
| 2 | 0.906231 | 7.0196 | 0 |
| 3 | 0.864025 | 6.6927 | 0 |
| 4 | 0.81826 | 6.3382 | 0 |
| 5 | 0.769572 | 5.9611 | 0 |
| 6 | 0.725118 | 5.6167 | 0 |
| 7 | 0.674346 | 5.2235 | 1e-06 |
| 8 | 0.618475 | 4.7907 | 6e-06 |
| 9 | 0.566307 | 4.3866 | 2.4e-05 |
| 10 | 0.512682 | 3.9712 | 9.7e-05 |
| 11 | 0.469674 | 3.6381 | 0.000286 |
| 12 | 0.426153 | 3.301 | 0.000813 |
| 13 | 0.371988 | 2.8814 | 0.002742 |
| 14 | 0.323835 | 2.5084 | 0.007424 |
| 15 | 0.279627 | 2.166 | 0.017148 |
| 16 | 0.238711 | 1.849 | 0.03469 |
| 17 | 0.201977 | 1.5645 | 0.061479 |
| 18 | 0.164843 | 1.2769 | 0.103284 |
| 19 | 0.117935 | 0.9135 | 0.182312 |
| 20 | 0.069468 | 0.5381 | 0.296251 |
| 21 | 0.024308 | 0.1883 | 0.425642 |
| 22 | -0.02225 | -0.1723 | 0.431872 |
| 23 | -0.061819 | -0.4788 | 0.316895 |
| 24 | -0.095204 | -0.7374 | 0.231863 |
| 25 | -0.138636 | -1.0739 | 0.143591 |
| 26 | -0.174348 | -1.3505 | 0.090965 |
| 27 | -0.200277 | -1.5513 | 0.06304 |
| 28 | -0.226785 | -1.7567 | 0.042038 |
| 29 | -0.24769 | -1.9186 | 0.029898 |
| 30 | -0.27201 | -2.107 | 0.019654 |
| 31 | -0.297141 | -2.3016 | 0.012422 |
| 32 | -0.325974 | -2.525 | 0.007116 |
| 33 | -0.350478 | -2.7148 | 0.004324 |
| 34 | -0.375586 | -2.9093 | 0.002537 |
| 35 | -0.389027 | -3.0134 | 0.00189 |
| 36 | -0.396133 | -3.0684 | 0.001614 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.950624 | 7.3635 | 0 |
| 2 | 0.026414 | 0.2046 | 0.419287 |
| 3 | 0.001927 | 0.0149 | 0.49407 |
| 4 | -0.05732 | -0.444 | 0.32932 |
| 5 | -0.058571 | -0.4537 | 0.325845 |
| 6 | 0.011919 | 0.0923 | 0.463373 |
| 7 | -0.087968 | -0.6814 | 0.24912 |
| 8 | -0.086407 | -0.6693 | 0.252933 |
| 9 | -0.005921 | -0.0459 | 0.481785 |
| 10 | -0.046536 | -0.3605 | 0.359881 |
| 11 | 0.085903 | 0.6654 | 0.254171 |
| 12 | -0.027827 | -0.2155 | 0.415036 |
| 13 | -0.141184 | -1.0936 | 0.139249 |
| 14 | 0.018168 | 0.1407 | 0.444276 |
| 15 | -0.001561 | -0.0121 | 0.495197 |
| 16 | 0.021286 | 0.1649 | 0.434797 |
| 17 | 0.009753 | 0.0755 | 0.470015 |
| 18 | -0.061429 | -0.4758 | 0.317962 |
| 19 | -0.118877 | -0.9208 | 0.180417 |
| 20 | -0.068386 | -0.5297 | 0.299133 |
| 21 | -0.017337 | -0.1343 | 0.44681 |
| 22 | -0.049986 | -0.3872 | 0.349993 |
| 23 | 0.002367 | 0.0183 | 0.492716 |
| 24 | 0.033987 | 0.2633 | 0.396626 |
| 25 | -0.11297 | -0.8751 | 0.192515 |
| 26 | 0.03908 | 0.3027 | 0.381579 |
| 27 | 0.060564 | 0.4691 | 0.32034 |
| 28 | -0.038851 | -0.3009 | 0.382251 |
| 29 | 0.010133 | 0.0785 | 0.46885 |
| 30 | -0.102574 | -0.7945 | 0.215008 |
| 31 | -0.023178 | -0.1795 | 0.42906 |
| 32 | -0.078957 | -0.6116 | 0.271556 |
| 33 | -0.03576 | -0.277 | 0.391369 |
| 34 | -0.041095 | -0.3183 | 0.375673 |
| 35 | 0.035561 | 0.2755 | 0.391956 |
| 36 | 0.057459 | 0.4451 | 0.328933 |
