| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.936554 | 8.5837 | 0 |
| 2 | 0.889617 | 8.1535 | 0 |
| 3 | 0.840672 | 7.7049 | 0 |
| 4 | 0.790596 | 7.2459 | 0 |
| 5 | 0.760908 | 6.9738 | 0 |
| 6 | 0.711263 | 6.5188 | 0 |
| 7 | 0.668033 | 6.1226 | 0 |
| 8 | 0.627299 | 5.7493 | 0 |
| 9 | 0.599581 | 5.4953 | 0 |
| 10 | 0.570545 | 5.2291 | 1e-06 |
| 11 | 0.536125 | 4.9137 | 2e-06 |
| 12 | 0.506334 | 4.6406 | 6e-06 |
| 13 | 0.462109 | 4.2353 | 2.9e-05 |
| 14 | 0.445074 | 4.0792 | 5.1e-05 |
| 15 | 0.423738 | 3.8836 | 0.000102 |
| 16 | 0.393482 | 3.6063 | 0.000263 |
| 17 | 0.373188 | 3.4203 | 0.000484 |
| 18 | 0.329471 | 3.0197 | 0.001676 |
| 19 | 0.29575 | 2.7106 | 0.004071 |
| 20 | 0.25544 | 2.3411 | 0.010797 |
| 21 | 0.219302 | 2.0099 | 0.023824 |
| 22 | 0.192156 | 1.7611 | 0.040927 |
| 23 | 0.160865 | 1.4744 | 0.072063 |
| 24 | 0.150822 | 1.3823 | 0.085271 |
| 25 | 0.12057 | 1.105 | 0.136149 |
| 26 | 0.10445 | 0.9573 | 0.170582 |
| 27 | 0.089619 | 0.8214 | 0.20688 |
| 28 | 0.062636 | 0.5741 | 0.283727 |
| 29 | 0.046937 | 0.4302 | 0.334081 |
| 30 | 0.021862 | 0.2004 | 0.420839 |
| 31 | 0.002223 | 0.0204 | 0.491898 |
| 32 | -0.012612 | -0.1156 | 0.454128 |
| 33 | -0.036127 | -0.3311 | 0.370692 |
| 34 | -0.068938 | -0.6318 | 0.264607 |
| 35 | -0.10962 | -1.0047 | 0.158968 |
| 36 | -0.135333 | -1.2403 | 0.10915 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.936554 | 8.5837 | 0 |
| 2 | 0.101612 | 0.9313 | 0.177186 |
| 3 | -0.024728 | -0.2266 | 0.410629 |
| 4 | -0.037804 | -0.3465 | 0.364926 |
| 5 | 0.137456 | 1.2598 | 0.105614 |
| 6 | -0.144024 | -1.32 | 0.095211 |
| 7 | -0.010541 | -0.0966 | 0.461635 |
| 8 | 0.005086 | 0.0466 | 0.481468 |
| 9 | 0.116184 | 1.0648 | 0.144999 |
| 10 | -0.049478 | -0.4535 | 0.325689 |
| 11 | -0.042917 | -0.3933 | 0.347532 |
| 12 | 0.010695 | 0.098 | 0.461076 |
| 13 | -0.105625 | -0.9681 | 0.167895 |
| 14 | 0.148286 | 1.3591 | 0.088882 |
| 15 | -0.008129 | -0.0745 | 0.470392 |
| 16 | -0.076932 | -0.7051 | 0.241351 |
| 17 | 0.022475 | 0.206 | 0.41865 |
| 18 | -0.128278 | -1.1757 | 0.12152 |
| 19 | -0.036223 | -0.332 | 0.370362 |
| 20 | -0.083286 | -0.7633 | 0.223702 |
| 21 | 0.03024 | 0.2772 | 0.391172 |
| 22 | 0.040627 | 0.3724 | 0.355284 |
| 23 | -0.008306 | -0.0761 | 0.46975 |
| 24 | 0.114626 | 1.0506 | 0.148236 |
| 25 | -0.13566 | -1.2433 | 0.1086 |
| 26 | 0.026075 | 0.239 | 0.40585 |
| 27 | 0.031098 | 0.285 | 0.388166 |
| 28 | -0.076572 | -0.7018 | 0.242375 |
| 29 | -0.026891 | -0.2465 | 0.402964 |
| 30 | 0.022326 | 0.2046 | 0.41918 |
| 31 | -0.038385 | -0.3518 | 0.362934 |
| 32 | 0.021282 | 0.1951 | 0.422911 |
| 33 | -0.090306 | -0.8277 | 0.205102 |
| 34 | -0.136903 | -1.2547 | 0.106527 |
| 35 | -0.063122 | -0.5785 | 0.28223 |
| 36 | 0.060905 | 0.5582 | 0.289095 |
