| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.933161 | 7.2282 | 0 |
| 2 | 0.82057 | 6.3561 | 0 |
| 3 | 0.72408 | 5.6087 | 0 |
| 4 | 0.691015 | 5.3526 | 1e-06 |
| 5 | 0.705993 | 5.4686 | 0 |
| 6 | 0.722542 | 5.5968 | 0 |
| 7 | 0.694452 | 5.3792 | 1e-06 |
| 8 | 0.624733 | 4.8392 | 5e-06 |
| 9 | 0.535443 | 4.1475 | 5.4e-05 |
| 10 | 0.448706 | 3.4757 | 0.000477 |
| 11 | 0.382718 | 2.9645 | 0.002172 |
| 12 | 0.334926 | 2.5943 | 0.005947 |
| 13 | 0.293483 | 2.2733 | 0.0133 |
| 14 | 0.251647 | 1.9493 | 0.027972 |
| 15 | 0.194495 | 1.5066 | 0.068586 |
| 16 | 0.125365 | 0.9711 | 0.167704 |
| 17 | 0.054926 | 0.4255 | 0.336012 |
| 18 | -0.000851 | -0.0066 | 0.497382 |
| 19 | -0.039938 | -0.3094 | 0.379062 |
| 20 | -0.065803 | -0.5097 | 0.306064 |
| 21 | -0.098279 | -0.7613 | 0.224741 |
| 22 | -0.146202 | -1.1325 | 0.130971 |
| 23 | -0.19851 | -1.5377 | 0.064696 |
| 24 | -0.240215 | -1.8607 | 0.033845 |
| 25 | -0.260254 | -2.0159 | 0.024146 |
| 26 | -0.267662 | -2.0733 | 0.021223 |
| 27 | -0.283709 | -2.1976 | 0.015924 |
| 28 | -0.311145 | -2.4101 | 0.009515 |
| 29 | -0.342442 | -2.6525 | 0.005103 |
| 30 | -0.358097 | -2.7738 | 0.003687 |
| 31 | -0.347439 | -2.6912 | 0.004605 |
| 32 | -0.335537 | -2.5991 | 0.005874 |
| 33 | -0.342551 | -2.6534 | 0.005092 |
| 34 | -0.364097 | -2.8203 | 0.003247 |
| 35 | -0.386427 | -2.9933 | 0.002002 |
| 36 | -0.390758 | -3.0268 | 0.001819 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.933161 | 7.2282 | 0 |
| 2 | -0.388664 | -3.0106 | 0.001905 |
| 3 | 0.213629 | 1.6548 | 0.051597 |
| 4 | 0.375716 | 2.9103 | 0.00253 |
| 5 | 0.096374 | 0.7465 | 0.229136 |
| 6 | -0.067195 | -0.5205 | 0.30232 |
| 7 | -0.172593 | -1.3369 | 0.093151 |
| 8 | -0.028539 | -0.2211 | 0.412898 |
| 9 | -0.116522 | -0.9026 | 0.185181 |
| 10 | -0.221484 | -1.7156 | 0.045697 |
| 11 | -0.078106 | -0.605 | 0.273727 |
| 12 | -0.060839 | -0.4713 | 0.319583 |
| 13 | -0.054581 | -0.4228 | 0.336983 |
| 14 | 0.018907 | 0.1465 | 0.442028 |
| 15 | -0.101844 | -0.7889 | 0.216645 |
| 16 | -0.000618 | -0.0048 | 0.4981 |
| 17 | 0.016395 | 0.127 | 0.449686 |
| 18 | 0.049287 | 0.3818 | 0.351988 |
| 19 | 0.002118 | 0.0164 | 0.493483 |
| 20 | 0.019029 | 0.1474 | 0.441655 |
| 21 | -0.054203 | -0.4199 | 0.338047 |
| 22 | -0.065764 | -0.5094 | 0.306168 |
| 23 | 0.021912 | 0.1697 | 0.432897 |
| 24 | 0.006105 | 0.0473 | 0.48122 |
| 25 | 0.015298 | 0.1185 | 0.453033 |
| 26 | -0.051409 | -0.3982 | 0.345943 |
| 27 | -0.103728 | -0.8035 | 0.212436 |
| 28 | 0.022998 | 0.1781 | 0.429605 |
| 29 | -0.010594 | -0.0821 | 0.467437 |
| 30 | 0.058978 | 0.4568 | 0.324719 |
| 31 | 0.100233 | 0.7764 | 0.220281 |
| 32 | -0.168539 | -1.3055 | 0.098354 |
| 33 | -0.085685 | -0.6637 | 0.254707 |
| 34 | 0.037773 | 0.2926 | 0.385422 |
| 35 | -0.038004 | -0.2944 | 0.384742 |
| 36 | -0.012361 | -0.0957 | 0.46202 |
