| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.888528 | 6.8249 | 0 |
| 2 | 0.854444 | 6.5631 | 0 |
| 3 | 0.76168 | 5.8506 | 0 |
| 4 | 0.721468 | 5.5417 | 0 |
| 5 | 0.680714 | 5.2287 | 1e-06 |
| 6 | 0.644035 | 4.9469 | 3e-06 |
| 7 | 0.596798 | 4.5841 | 1.2e-05 |
| 8 | 0.547193 | 4.2031 | 4.5e-05 |
| 9 | 0.48855 | 3.7526 | 0.000201 |
| 10 | 0.393151 | 3.0199 | 0.001867 |
| 11 | 0.318326 | 2.4451 | 0.008743 |
| 12 | 0.209655 | 1.6104 | 0.056325 |
| 13 | 0.182528 | 1.402 | 0.083074 |
| 14 | 0.1391 | 1.0684 | 0.144836 |
| 15 | 0.142866 | 1.0974 | 0.138468 |
| 16 | 0.100869 | 0.7748 | 0.220779 |
| 17 | 0.060697 | 0.4662 | 0.321387 |
| 18 | 0.02755 | 0.2116 | 0.416567 |
| 19 | -0.029929 | -0.2299 | 0.409488 |
| 20 | -0.05601 | -0.4302 | 0.3343 |
| 21 | -0.090824 | -0.6976 | 0.244073 |
| 22 | -0.098316 | -0.7552 | 0.226572 |
| 23 | -0.100065 | -0.7686 | 0.222593 |
| 24 | -0.104222 | -0.8005 | 0.213303 |
| 25 | -0.107254 | -0.8238 | 0.206676 |
| 26 | -0.136562 | -1.049 | 0.149238 |
| 27 | -0.179843 | -1.3814 | 0.086183 |
| 28 | -0.229448 | -1.7624 | 0.041589 |
| 29 | -0.261509 | -2.0087 | 0.024577 |
| 30 | -0.273658 | -2.102 | 0.019915 |
| 31 | -0.270789 | -2.08 | 0.020941 |
| 32 | -0.294779 | -2.2642 | 0.013625 |
| 33 | -0.307787 | -2.3642 | 0.010691 |
| 34 | -0.331855 | -2.549 | 0.006712 |
| 35 | -0.362831 | -2.787 | 0.003573 |
| 36 | -0.370481 | -2.8457 | 0.003042 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.888528 | 6.8249 | 0 |
| 2 | 0.308582 | 2.3703 | 0.010531 |
| 3 | -0.196493 | -1.5093 | 0.068281 |
| 4 | 0.082629 | 0.6347 | 0.264044 |
| 5 | 0.132986 | 1.0215 | 0.155597 |
| 6 | -0.030919 | -0.2375 | 0.406548 |
| 7 | -0.085122 | -0.6538 | 0.257879 |
| 8 | -0.03306 | -0.2539 | 0.400214 |
| 9 | -0.062501 | -0.4801 | 0.316474 |
| 10 | -0.28689 | -2.2036 | 0.015733 |
| 11 | -0.078935 | -0.6063 | 0.273318 |
| 12 | -0.164086 | -1.2604 | 0.106249 |
| 13 | 0.19976 | 1.5344 | 0.06514 |
| 14 | 0.119796 | 0.9202 | 0.180615 |
| 15 | 0.13191 | 1.0132 | 0.157547 |
| 16 | -0.052158 | -0.4006 | 0.345068 |
| 17 | -0.089283 | -0.6858 | 0.247765 |
| 18 | 0.128874 | 0.9899 | 0.163134 |
| 19 | -0.151597 | -1.1644 | 0.124467 |
| 20 | -0.038852 | -0.2984 | 0.383213 |
| 21 | 0.009471 | 0.0728 | 0.471126 |
| 22 | -0.054447 | -0.4182 | 0.338654 |
| 23 | 0.013427 | 0.1031 | 0.459103 |
| 24 | -0.130172 | -0.9999 | 0.160728 |
| 25 | 0.140395 | 1.0784 | 0.142623 |
| 26 | -0.105325 | -0.809 | 0.210878 |
| 27 | -0.11685 | -0.8975 | 0.18654 |
| 28 | -0.126822 | -0.9741 | 0.166982 |
| 29 | -0.08291 | -0.6368 | 0.263344 |
| 30 | 0.150315 | 1.1546 | 0.126456 |
| 31 | -0.037015 | -0.2843 | 0.38858 |
| 32 | -0.114811 | -0.8819 | 0.19071 |
| 33 | -0.059436 | -0.4565 | 0.32484 |
| 34 | 0.104945 | 0.8061 | 0.211712 |
| 35 | -0.004487 | -0.0345 | 0.486313 |
| 36 | -0.001312 | -0.0101 | 0.495998 |
