| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.958919 | 7.4278 | 0 |
| 2 | 0.917399 | 7.1061 | 0 |
| 3 | 0.872142 | 6.7556 | 0 |
| 4 | 0.827864 | 6.4126 | 0 |
| 5 | 0.7808 | 6.0481 | 0 |
| 6 | 0.732689 | 5.6754 | 0 |
| 7 | 0.684605 | 5.3029 | 1e-06 |
| 8 | 0.633588 | 4.9078 | 4e-06 |
| 9 | 0.573112 | 4.4393 | 2e-05 |
| 10 | 0.504381 | 3.9069 | 0.00012 |
| 11 | 0.438164 | 3.394 | 0.000613 |
| 12 | 0.365476 | 2.831 | 0.003153 |
| 13 | 0.307219 | 2.3797 | 0.010261 |
| 14 | 0.253073 | 1.9603 | 0.027305 |
| 15 | 0.1937 | 1.5004 | 0.069378 |
| 16 | 0.137937 | 1.0685 | 0.144798 |
| 17 | 0.082287 | 0.6374 | 0.263147 |
| 18 | 0.029592 | 0.2292 | 0.40974 |
| 19 | -0.021507 | -0.1666 | 0.434125 |
| 20 | -0.069282 | -0.5367 | 0.296745 |
| 21 | -0.117834 | -0.9127 | 0.182517 |
| 22 | -0.155338 | -1.2032 | 0.116804 |
| 23 | -0.195459 | -1.514 | 0.067636 |
| 24 | -0.23805 | -1.8439 | 0.035067 |
| 25 | -0.270829 | -2.0978 | 0.02007 |
| 26 | -0.299591 | -2.3206 | 0.011862 |
| 27 | -0.318398 | -2.4663 | 0.008263 |
| 28 | -0.342958 | -2.6565 | 0.00505 |
| 29 | -0.368696 | -2.8559 | 0.002943 |
| 30 | -0.397097 | -3.0759 | 0.001579 |
| 31 | -0.420883 | -3.2601 | 0.000919 |
| 32 | -0.443589 | -3.436 | 0.000539 |
| 33 | -0.459894 | -3.5623 | 0.000364 |
| 34 | -0.462825 | -3.585 | 0.000339 |
| 35 | -0.461721 | -3.5765 | 0.000348 |
| 36 | -0.452951 | -3.5085 | 0.00043 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.958919 | 7.4278 | 0 |
| 2 | -0.026428 | -0.2047 | 0.419247 |
| 3 | -0.068095 | -0.5275 | 0.299909 |
| 4 | -0.011578 | -0.0897 | 0.464418 |
| 5 | -0.057082 | -0.4422 | 0.329984 |
| 6 | -0.040457 | -0.3134 | 0.377541 |
| 7 | -0.024347 | -0.1886 | 0.425524 |
| 8 | -0.065178 | -0.5049 | 0.30775 |
| 9 | -0.150065 | -1.1624 | 0.124839 |
| 10 | -0.142973 | -1.1075 | 0.136256 |
| 11 | -0.011005 | -0.0852 | 0.466175 |
| 12 | -0.128466 | -0.9951 | 0.161843 |
| 13 | 0.131311 | 1.0171 | 0.156588 |
| 14 | 0.026124 | 0.2024 | 0.420163 |
| 15 | -0.129987 | -1.0069 | 0.159019 |
| 16 | 0.010984 | 0.0851 | 0.466239 |
| 17 | -0.029766 | -0.2306 | 0.409219 |
| 18 | -0.005852 | -0.0453 | 0.481998 |
| 19 | -0.009067 | -0.0702 | 0.47212 |
| 20 | -0.006179 | -0.0479 | 0.480993 |
| 21 | -0.096041 | -0.7439 | 0.229912 |
| 22 | 0.040777 | 0.3159 | 0.376603 |
| 23 | -0.058897 | -0.4562 | 0.324942 |
| 24 | -0.127483 | -0.9875 | 0.163686 |
| 25 | 0.098451 | 0.7626 | 0.224345 |
| 26 | 0.025058 | 0.1941 | 0.423378 |
| 27 | 0.022758 | 0.1763 | 0.430333 |
| 28 | -0.111665 | -0.865 | 0.195255 |
| 29 | -0.082162 | -0.6364 | 0.263459 |
| 30 | -0.112136 | -0.8686 | 0.194264 |
| 31 | -0.002479 | -0.0192 | 0.492371 |
| 32 | 0.006261 | 0.0485 | 0.480741 |
| 33 | -0.028267 | -0.219 | 0.413714 |
| 34 | 0.141893 | 1.0991 | 0.138057 |
| 35 | 0.000433 | 0.0034 | 0.498668 |
| 36 | -0.013264 | -0.1027 | 0.459255 |
