| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.974126 | 7.6082 | 0 |
| 2 | 0.937422 | 7.3215 | 0 |
| 3 | 0.892493 | 6.9706 | 0 |
| 4 | 0.848814 | 6.6294 | 0 |
| 5 | 0.802841 | 6.2704 | 0 |
| 6 | 0.758878 | 5.927 | 0 |
| 7 | 0.717337 | 5.6026 | 0 |
| 8 | 0.670587 | 5.2375 | 1e-06 |
| 9 | 0.621092 | 4.8509 | 4e-06 |
| 10 | 0.570573 | 4.4563 | 1.8e-05 |
| 11 | 0.52147 | 4.0728 | 6.8e-05 |
| 12 | 0.467348 | 3.6501 | 0.000273 |
| 13 | 0.40634 | 3.1736 | 0.00118 |
| 14 | 0.344018 | 2.6869 | 0.004641 |
| 15 | 0.280768 | 2.1929 | 0.01607 |
| 16 | 0.221968 | 1.7336 | 0.044018 |
| 17 | 0.168276 | 1.3143 | 0.096837 |
| 18 | 0.119648 | 0.9345 | 0.17687 |
| 19 | 0.07309 | 0.5708 | 0.285099 |
| 20 | 0.020874 | 0.163 | 0.435515 |
| 21 | -0.032692 | -0.2553 | 0.399662 |
| 22 | -0.085909 | -0.671 | 0.252385 |
| 23 | -0.138572 | -1.0823 | 0.141694 |
| 24 | -0.18957 | -1.4806 | 0.071931 |
| 25 | -0.240317 | -1.8769 | 0.032656 |
| 26 | -0.282331 | -2.2051 | 0.015614 |
| 27 | -0.319183 | -2.4929 | 0.0077 |
| 28 | -0.345867 | -2.7013 | 0.004465 |
| 29 | -0.371895 | -2.9046 | 0.002558 |
| 30 | -0.392657 | -3.0667 | 0.001612 |
| 31 | -0.411284 | -3.2122 | 0.001052 |
| 32 | -0.428971 | -3.3504 | 0.000694 |
| 33 | -0.444029 | -3.468 | 0.000484 |
| 34 | -0.454926 | -3.5531 | 0.000371 |
| 35 | -0.454975 | -3.5535 | 0.00037 |
| 36 | -0.450243 | -3.5165 | 0.000416 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.974126 | 7.6082 | 0 |
| 2 | -0.225121 | -1.7583 | 0.04186 |
| 3 | -0.143331 | -1.1195 | 0.133668 |
| 4 | 0.058872 | 0.4598 | 0.323646 |
| 5 | -0.0722 | -0.5639 | 0.287446 |
| 6 | 0.017548 | 0.1371 | 0.445721 |
| 7 | 0.026803 | 0.2093 | 0.417442 |
| 8 | -0.172573 | -1.3478 | 0.091348 |
| 9 | -0.045146 | -0.3526 | 0.362801 |
| 10 | 0.00242 | 0.0189 | 0.492492 |
| 11 | -0.014659 | -0.1145 | 0.454613 |
| 12 | -0.140077 | -1.094 | 0.13912 |
| 13 | -0.161267 | -1.2595 | 0.106317 |
| 14 | -0.010419 | -0.0814 | 0.467704 |
| 15 | -0.038921 | -0.304 | 0.381087 |
| 16 | 0.053697 | 0.4194 | 0.338203 |
| 17 | 0.039419 | 0.3079 | 0.379615 |
| 18 | -0.04121 | -0.3219 | 0.37433 |
| 19 | -0.033852 | -0.2644 | 0.396184 |
| 20 | -0.157996 | -1.234 | 0.11097 |
| 21 | -0.030472 | -0.238 | 0.406341 |
| 22 | 0.003669 | 0.0287 | 0.488615 |
| 23 | -0.083639 | -0.6532 | 0.258029 |
| 24 | -0.012721 | -0.0994 | 0.460591 |
| 25 | -0.083899 | -0.6553 | 0.257378 |
| 26 | 0.112156 | 0.876 | 0.192242 |
| 27 | 0.039305 | 0.307 | 0.379951 |
| 28 | 0.072082 | 0.563 | 0.287756 |
| 29 | -0.13494 | -1.0539 | 0.148038 |
| 30 | -0.018442 | -0.144 | 0.442973 |
| 31 | 0.032795 | 0.2561 | 0.399353 |
| 32 | -0.000786 | -0.0061 | 0.497561 |
| 33 | 0.019344 | 0.1511 | 0.440206 |
| 34 | 0.025937 | 0.2026 | 0.420072 |
| 35 | 0.106702 | 0.8334 | 0.203945 |
| 36 | 0.006781 | 0.053 | 0.478967 |
