| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.964302 | 7.5314 | 0 |
| 2 | 0.91146 | 7.1187 | 0 |
| 3 | 0.845596 | 6.6043 | 0 |
| 4 | 0.768704 | 6.0038 | 0 |
| 5 | 0.687334 | 5.3682 | 1e-06 |
| 6 | 0.610716 | 4.7698 | 6e-06 |
| 7 | 0.538048 | 4.2023 | 4.4e-05 |
| 8 | 0.474487 | 3.7059 | 0.000228 |
| 9 | 0.424587 | 3.3161 | 0.00077 |
| 10 | 0.372939 | 2.9127 | 0.0025 |
| 11 | 0.325792 | 2.5445 | 0.006745 |
| 12 | 0.277666 | 2.1686 | 0.017009 |
| 13 | 0.230575 | 1.8008 | 0.038335 |
| 14 | 0.184177 | 1.4385 | 0.077706 |
| 15 | 0.141851 | 1.1079 | 0.136129 |
| 16 | 0.09604 | 0.7501 | 0.228039 |
| 17 | 0.046951 | 0.3667 | 0.357556 |
| 18 | -0.000171 | -0.0013 | 0.49947 |
| 19 | -0.045411 | -0.3547 | 0.362029 |
| 20 | -0.088403 | -0.6904 | 0.246265 |
| 21 | -0.134224 | -1.0483 | 0.149312 |
| 22 | -0.175351 | -1.3695 | 0.087926 |
| 23 | -0.213163 | -1.6649 | 0.050535 |
| 24 | -0.24671 | -1.9269 | 0.029329 |
| 25 | -0.270614 | -2.1136 | 0.019325 |
| 26 | -0.288422 | -2.2526 | 0.013945 |
| 27 | -0.306712 | -2.3955 | 0.009841 |
| 28 | -0.324826 | -2.537 | 0.006878 |
| 29 | -0.341427 | -2.6666 | 0.004898 |
| 30 | -0.354578 | -2.7693 | 0.003715 |
| 31 | -0.370004 | -2.8898 | 0.002666 |
| 32 | -0.38307 | -2.9919 | 0.001999 |
| 33 | -0.389984 | -3.0459 | 0.001712 |
| 34 | -0.395757 | -3.091 | 0.001503 |
| 35 | -0.396521 | -3.0969 | 0.001477 |
| 36 | -0.39167 | -3.059 | 0.001648 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.964302 | 7.5314 | 0 |
| 2 | -0.262675 | -2.0516 | 0.022256 |
| 3 | -0.166973 | -1.3041 | 0.09855 |
| 4 | -0.136792 | -1.0684 | 0.144779 |
| 5 | -0.040846 | -0.319 | 0.375401 |
| 6 | 0.073356 | 0.5729 | 0.284399 |
| 7 | 0.001899 | 0.0148 | 0.494106 |
| 8 | 0.058531 | 0.4571 | 0.324597 |
| 9 | 0.093701 | 0.7318 | 0.233539 |
| 10 | -0.181486 | -1.4174 | 0.08072 |
| 11 | -0.00785 | -0.0613 | 0.475656 |
| 12 | -0.098642 | -0.7704 | 0.222012 |
| 13 | 0.004053 | 0.0317 | 0.487426 |
| 14 | 0.008115 | 0.0634 | 0.474834 |
| 15 | 0.025407 | 0.1984 | 0.421683 |
| 16 | -0.094048 | -0.7345 | 0.232717 |
| 17 | -0.103979 | -0.8121 | 0.209944 |
| 18 | -0.032752 | -0.2558 | 0.399481 |
| 19 | 0.010355 | 0.0809 | 0.467904 |
| 20 | -0.020463 | -0.1598 | 0.436774 |
| 21 | -0.098516 | -0.7694 | 0.222303 |
| 22 | 0.024491 | 0.1913 | 0.424469 |
| 23 | -0.014417 | -0.1126 | 0.45536 |
| 24 | -0.044998 | -0.3514 | 0.363233 |
| 25 | 0.082111 | 0.6413 | 0.261862 |
| 26 | -0.014677 | -0.1146 | 0.454556 |
| 27 | -0.103464 | -0.8081 | 0.211093 |
| 28 | -0.081974 | -0.6402 | 0.262207 |
| 29 | -0.047491 | -0.3709 | 0.355991 |
| 30 | 0.070882 | 0.5536 | 0.290936 |
| 31 | -0.096633 | -0.7547 | 0.226658 |
| 32 | 0.041081 | 0.3209 | 0.374708 |
| 33 | 0.078115 | 0.6101 | 0.272032 |
| 34 | -0.113059 | -0.883 | 0.190346 |
| 35 | -0.017004 | -0.1328 | 0.447392 |
| 36 | 0.017242 | 0.1347 | 0.44666 |
