| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.955672 | 7.4026 | 0 |
| 2 | 0.903856 | 7.0012 | 0 |
| 3 | 0.832657 | 6.4497 | 0 |
| 4 | 0.761443 | 5.8981 | 0 |
| 5 | 0.685949 | 5.3133 | 1e-06 |
| 6 | 0.612588 | 4.7451 | 7e-06 |
| 7 | 0.552522 | 4.2798 | 3.4e-05 |
| 8 | 0.496885 | 3.8489 | 0.000145 |
| 9 | 0.442024 | 3.4239 | 0.000559 |
| 10 | 0.383029 | 2.9669 | 0.002157 |
| 11 | 0.314411 | 2.4354 | 0.008932 |
| 12 | 0.246313 | 1.9079 | 0.030594 |
| 13 | 0.181382 | 1.405 | 0.082592 |
| 14 | 0.133994 | 1.0379 | 0.151738 |
| 15 | 0.095918 | 0.743 | 0.230198 |
| 16 | 0.065821 | 0.5098 | 0.306014 |
| 17 | 0.042931 | 0.3325 | 0.370319 |
| 18 | 0.018935 | 0.1467 | 0.441941 |
| 19 | -0.013707 | -0.1062 | 0.4579 |
| 20 | -0.064275 | -0.4979 | 0.310197 |
| 21 | -0.113286 | -0.8775 | 0.191856 |
| 22 | -0.165423 | -1.2814 | 0.102498 |
| 23 | -0.21081 | -1.6329 | 0.053861 |
| 24 | -0.247708 | -1.9187 | 0.029889 |
| 25 | -0.278853 | -2.16 | 0.01739 |
| 26 | -0.282083 | -2.185 | 0.016402 |
| 27 | -0.287809 | -2.2294 | 0.014773 |
| 28 | -0.289284 | -2.2408 | 0.014377 |
| 29 | -0.286658 | -2.2204 | 0.015088 |
| 30 | -0.293766 | -2.2755 | 0.01323 |
| 31 | -0.298957 | -2.3157 | 0.012005 |
| 32 | -0.306752 | -2.3761 | 0.010353 |
| 33 | -0.305763 | -2.3684 | 0.010551 |
| 34 | -0.306652 | -2.3753 | 0.010373 |
| 35 | -0.302615 | -2.344 | 0.011203 |
| 36 | -0.291289 | -2.2563 | 0.013854 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.955672 | 7.4026 | 0 |
| 2 | -0.109041 | -0.8446 | 0.200836 |
| 3 | -0.246497 | -1.9094 | 0.030501 |
| 4 | -0.008749 | -0.0678 | 0.473097 |
| 5 | -0.047771 | -0.37 | 0.356329 |
| 6 | -0.023008 | -0.1782 | 0.429575 |
| 7 | 0.128859 | 0.9981 | 0.16111 |
| 8 | -0.015276 | -0.1183 | 0.453103 |
| 9 | -0.103006 | -0.7979 | 0.214042 |
| 10 | -0.101104 | -0.7831 | 0.21831 |
| 11 | -0.164031 | -1.2706 | 0.104391 |
| 12 | -0.010907 | -0.0845 | 0.466476 |
| 13 | 0.069096 | 0.5352 | 0.297239 |
| 14 | 0.180463 | 1.3979 | 0.083651 |
| 15 | 0.04153 | 0.3217 | 0.374401 |
| 16 | -0.071113 | -0.5508 | 0.291894 |
| 17 | -0.060485 | -0.4685 | 0.320557 |
| 18 | -0.120726 | -0.9351 | 0.176733 |
| 19 | -0.157048 | -1.2165 | 0.114282 |
| 20 | -0.169846 | -1.3156 | 0.096653 |
| 21 | 0.106435 | 0.8244 | 0.206478 |
| 22 | 0.029701 | 0.2301 | 0.409412 |
| 23 | 0.018717 | 0.145 | 0.442606 |
| 24 | 0.008098 | 0.0627 | 0.475095 |
| 25 | -0.125867 | -0.975 | 0.166748 |
| 26 | 0.2058 | 1.5941 | 0.058082 |
| 27 | -0.065544 | -0.5077 | 0.306761 |
| 28 | -0.052185 | -0.4042 | 0.343743 |
| 29 | 0.163286 | 1.2648 | 0.105415 |
| 30 | -0.156307 | -1.2108 | 0.115369 |
| 31 | -0.075084 | -0.5816 | 0.281508 |
| 32 | -0.011645 | -0.0902 | 0.464215 |
| 33 | -0.049158 | -0.3808 | 0.352357 |
| 34 | -0.063923 | -0.4951 | 0.311152 |
| 35 | 0.031252 | 0.2421 | 0.404773 |
| 36 | 0.031758 | 0.246 | 0.403261 |
