| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.929219 | 7.1977 | 0 |
| 2 | 0.88787 | 6.8774 | 0 |
| 3 | 0.848304 | 6.5709 | 0 |
| 4 | 0.788316 | 6.1063 | 0 |
| 5 | 0.73413 | 5.6866 | 0 |
| 6 | 0.715481 | 5.5421 | 0 |
| 7 | 0.639893 | 4.9566 | 3e-06 |
| 8 | 0.59394 | 4.6006 | 1.1e-05 |
| 9 | 0.55809 | 4.3229 | 2.9e-05 |
| 10 | 0.504095 | 3.9047 | 0.000121 |
| 11 | 0.458223 | 3.5494 | 0.000379 |
| 12 | 0.433292 | 3.3563 | 0.000688 |
| 13 | 0.352491 | 2.7304 | 0.004146 |
| 14 | 0.299721 | 2.3216 | 0.011833 |
| 15 | 0.24909 | 1.9294 | 0.029204 |
| 16 | 0.180864 | 1.401 | 0.083188 |
| 17 | 0.130406 | 1.0101 | 0.158248 |
| 18 | 0.109723 | 0.8499 | 0.199377 |
| 19 | 0.046769 | 0.3623 | 0.359212 |
| 20 | 0.015208 | 0.1178 | 0.453311 |
| 21 | -0.004857 | -0.0376 | 0.485056 |
| 22 | -0.040479 | -0.3135 | 0.377476 |
| 23 | -0.068606 | -0.5314 | 0.298544 |
| 24 | -0.072891 | -0.5646 | 0.287222 |
| 25 | -0.119665 | -0.9269 | 0.17884 |
| 26 | -0.147336 | -1.1413 | 0.129148 |
| 27 | -0.170652 | -1.3219 | 0.095615 |
| 28 | -0.210585 | -1.6312 | 0.054045 |
| 29 | -0.237261 | -1.8378 | 0.035521 |
| 30 | -0.245896 | -1.9047 | 0.030808 |
| 31 | -0.282557 | -2.1887 | 0.016262 |
| 32 | -0.302713 | -2.3448 | 0.011182 |
| 33 | -0.312827 | -2.4231 | 0.00921 |
| 34 | -0.341763 | -2.6473 | 0.005175 |
| 35 | -0.361488 | -2.8001 | 0.003432 |
| 36 | -0.366185 | -2.8365 | 0.003106 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.929219 | 7.1977 | 0 |
| 2 | 0.17885 | 1.3854 | 0.085535 |
| 3 | 0.035131 | 0.2721 | 0.393231 |
| 4 | -0.161139 | -1.2482 | 0.108408 |
| 5 | -0.049577 | -0.384 | 0.35116 |
| 6 | 0.243523 | 1.8863 | 0.032047 |
| 7 | -0.341579 | -2.6459 | 0.005194 |
| 8 | 0.068768 | 0.5327 | 0.298114 |
| 9 | 0.04757 | 0.3685 | 0.356907 |
| 10 | -0.054812 | -0.4246 | 0.336335 |
| 11 | 0.013312 | 0.1031 | 0.459107 |
| 12 | -0.025237 | -0.1955 | 0.422837 |
| 13 | -0.266375 | -2.0633 | 0.021708 |
| 14 | 0.026221 | 0.2031 | 0.419869 |
| 15 | -0.058962 | -0.4567 | 0.324761 |
| 16 | -0.055598 | -0.4307 | 0.334129 |
| 17 | 0.056017 | 0.4339 | 0.332957 |
| 18 | 0.077198 | 0.598 | 0.276055 |
| 19 | -0.082422 | -0.6384 | 0.262808 |
| 20 | 0.021135 | 0.1637 | 0.435255 |
| 21 | 0.046261 | 0.3583 | 0.360674 |
| 22 | 0.008333 | 0.0645 | 0.474374 |
| 23 | -0.056089 | -0.4345 | 0.332754 |
| 24 | 0.015449 | 0.1197 | 0.452572 |
| 25 | -0.077849 | -0.603 | 0.274386 |
| 26 | -0.059626 | -0.4619 | 0.322926 |
| 27 | -0.03563 | -0.276 | 0.391753 |
| 28 | -0.049782 | -0.3856 | 0.350575 |
| 29 | 0.010523 | 0.0815 | 0.467653 |
| 30 | -0.048671 | -0.377 | 0.353751 |
| 31 | -0.011903 | -0.0922 | 0.463424 |
| 32 | -0.078042 | -0.6045 | 0.273893 |
| 33 | -0.003573 | -0.0277 | 0.489007 |
| 34 | -0.045551 | -0.3528 | 0.362723 |
| 35 | -0.054873 | -0.425 | 0.336162 |
| 36 | -0.027548 | -0.2134 | 0.415876 |
