| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.87365 | 6.7673 | 0 |
| 2 | 0.736194 | 5.7025 | 0 |
| 3 | 0.667816 | 5.1729 | 1e-06 |
| 4 | 0.632592 | 4.9 | 4e-06 |
| 5 | 0.566279 | 4.3864 | 2.4e-05 |
| 6 | 0.494899 | 3.8335 | 0.000153 |
| 7 | 0.469009 | 3.6329 | 0.000291 |
| 8 | 0.420485 | 3.2571 | 0.000927 |
| 9 | 0.336488 | 2.6064 | 0.005762 |
| 10 | 0.24372 | 1.8878 | 0.031942 |
| 11 | 0.163307 | 1.265 | 0.105386 |
| 12 | 0.097893 | 0.7583 | 0.225627 |
| 13 | 0.040142 | 0.3109 | 0.378463 |
| 14 | 0.011393 | 0.0882 | 0.464986 |
| 15 | -0.011111 | -0.0861 | 0.465849 |
| 16 | -0.058399 | -0.4524 | 0.326321 |
| 17 | -0.118551 | -0.9183 | 0.181072 |
| 18 | -0.144609 | -1.1201 | 0.133559 |
| 19 | -0.148041 | -1.1467 | 0.128024 |
| 20 | -0.155465 | -1.2042 | 0.116616 |
| 21 | -0.184761 | -1.4312 | 0.078787 |
| 22 | -0.216042 | -1.6735 | 0.049722 |
| 23 | -0.236248 | -1.83 | 0.036112 |
| 24 | -0.248217 | -1.9227 | 0.029636 |
| 25 | -0.248164 | -1.9223 | 0.029662 |
| 26 | -0.245602 | -1.9024 | 0.030959 |
| 27 | -0.247365 | -1.9161 | 0.030061 |
| 28 | -0.253384 | -1.9627 | 0.027161 |
| 29 | -0.270061 | -2.0919 | 0.020344 |
| 30 | -0.30227 | -2.3414 | 0.011276 |
| 31 | -0.329725 | -2.554 | 0.006603 |
| 32 | -0.334595 | -2.5918 | 0.005987 |
| 33 | -0.331445 | -2.5674 | 0.006379 |
| 34 | -0.326676 | -2.5304 | 0.007017 |
| 35 | -0.317829 | -2.4619 | 0.008356 |
| 36 | -0.311564 | -2.4134 | 0.009438 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.87365 | 6.7673 | 0 |
| 2 | -0.114344 | -0.8857 | 0.189656 |
| 3 | 0.218258 | 1.6906 | 0.048049 |
| 4 | 0.070575 | 0.5467 | 0.293316 |
| 5 | -0.104892 | -0.8125 | 0.209862 |
| 6 | 0.012324 | 0.0955 | 0.462134 |
| 7 | 0.124517 | 0.9645 | 0.169332 |
| 8 | -0.166034 | -1.2861 | 0.101676 |
| 9 | -0.088863 | -0.6883 | 0.246948 |
| 10 | -0.093956 | -0.7278 | 0.234789 |
| 11 | -0.118687 | -0.9193 | 0.180797 |
| 12 | -0.027162 | -0.2104 | 0.417035 |
| 13 | -2e-06 | 0 | 0.499995 |
| 14 | 0.060564 | 0.4691 | 0.320339 |
| 15 | -0.003982 | -0.0308 | 0.487747 |
| 16 | -0.083574 | -0.6474 | 0.259934 |
| 17 | -0.049773 | -0.3855 | 0.3506 |
| 18 | 0.085572 | 0.6628 | 0.254986 |
| 19 | 0.015635 | 0.1211 | 0.452005 |
| 20 | 0.027358 | 0.2119 | 0.416445 |
| 21 | -0.092054 | -0.713 | 0.23929 |
| 22 | -0.101482 | -0.7861 | 0.217459 |
| 23 | -0.048648 | -0.3768 | 0.353816 |
| 24 | 0.011036 | 0.0855 | 0.46608 |
| 25 | 0.043416 | 0.3363 | 0.368909 |
| 26 | -0.005414 | -0.0419 | 0.483345 |
| 27 | -0.06057 | -0.4692 | 0.320322 |
| 28 | -0.051928 | -0.4022 | 0.344472 |
| 29 | -0.086124 | -0.6671 | 0.253629 |
| 30 | -0.102692 | -0.7955 | 0.214743 |
| 31 | 0.008284 | 0.0642 | 0.474524 |
| 32 | 0.011706 | 0.0907 | 0.464028 |
| 33 | -0.06187 | -0.4792 | 0.316753 |
| 34 | -0.025046 | -0.194 | 0.423412 |
| 35 | -0.004534 | -0.0351 | 0.486049 |
| 36 | -0.021491 | -0.1665 | 0.434175 |
