| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.956646 | 7.4102 | 0 |
| 2 | 0.905267 | 7.0122 | 0 |
| 3 | 0.845884 | 6.5522 | 0 |
| 4 | 0.781973 | 6.0571 | 0 |
| 5 | 0.716638 | 5.5511 | 0 |
| 6 | 0.656902 | 5.0883 | 2e-06 |
| 7 | 0.599922 | 4.647 | 9e-06 |
| 8 | 0.543316 | 4.2085 | 4.4e-05 |
| 9 | 0.487909 | 3.7793 | 0.000182 |
| 10 | 0.431233 | 3.3403 | 0.000722 |
| 11 | 0.371019 | 2.8739 | 0.0028 |
| 12 | 0.306459 | 2.3738 | 0.010412 |
| 13 | 0.23997 | 1.8588 | 0.033981 |
| 14 | 0.172127 | 1.3333 | 0.093738 |
| 15 | 0.107782 | 0.8349 | 0.20355 |
| 16 | 0.049698 | 0.385 | 0.350815 |
| 17 | 0.005875 | 0.0455 | 0.481926 |
| 18 | -0.031998 | -0.2479 | 0.402546 |
| 19 | -0.062531 | -0.4844 | 0.314945 |
| 20 | -0.089152 | -0.6906 | 0.246249 |
| 21 | -0.11465 | -0.8881 | 0.189024 |
| 22 | -0.138269 | -1.071 | 0.144223 |
| 23 | -0.159152 | -1.2328 | 0.111233 |
| 24 | -0.176745 | -1.3691 | 0.088041 |
| 25 | -0.191587 | -1.484 | 0.071519 |
| 26 | -0.20507 | -1.5885 | 0.058719 |
| 27 | -0.217061 | -1.6813 | 0.048947 |
| 28 | -0.227567 | -1.7627 | 0.041519 |
| 29 | -0.236829 | -1.8345 | 0.035772 |
| 30 | -0.245364 | -1.9006 | 0.031082 |
| 31 | -0.25501 | -1.9753 | 0.02642 |
| 32 | -0.263291 | -2.0394 | 0.022908 |
| 33 | -0.270796 | -2.0976 | 0.020082 |
| 34 | -0.277711 | -2.1511 | 0.017751 |
| 35 | -0.283898 | -2.1991 | 0.01587 |
| 36 | -0.289682 | -2.2439 | 0.014272 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.956646 | 7.4102 | 0 |
| 2 | -0.116769 | -0.9045 | 0.184678 |
| 3 | -0.114184 | -0.8845 | 0.189988 |
| 4 | -0.071972 | -0.5575 | 0.289632 |
| 5 | -0.038772 | -0.3003 | 0.382484 |
| 6 | 0.038823 | 0.3007 | 0.382334 |
| 7 | -0.009506 | -0.0736 | 0.470774 |
| 8 | -0.046356 | -0.3591 | 0.3604 |
| 9 | -0.033214 | -0.2573 | 0.398924 |
| 10 | -0.058479 | -0.453 | 0.326099 |
| 11 | -0.07792 | -0.6036 | 0.274203 |
| 12 | -0.086007 | -0.6662 | 0.253915 |
| 13 | -0.059087 | -0.4577 | 0.324416 |
| 14 | -0.05572 | -0.4316 | 0.333788 |
| 15 | -0.006661 | -0.0516 | 0.479512 |
| 16 | 0.01268 | 0.0982 | 0.461042 |
| 17 | 0.100042 | 0.7749 | 0.220714 |
| 18 | -0.011397 | -0.0883 | 0.464975 |
| 19 | 0.005948 | 0.0461 | 0.481701 |
| 20 | -0.020356 | -0.1577 | 0.437619 |
| 21 | -0.036938 | -0.2861 | 0.387887 |
| 22 | -0.003088 | -0.0239 | 0.4905 |
| 23 | 0.004619 | 0.0358 | 0.485789 |
| 24 | 0.00739 | 0.0572 | 0.47727 |
| 25 | -0.005097 | -0.0395 | 0.484319 |
| 26 | -0.039132 | -0.3031 | 0.381427 |
| 27 | -0.040221 | -0.3116 | 0.378231 |
| 28 | -0.038861 | -0.301 | 0.382221 |
| 29 | -0.034265 | -0.2654 | 0.395799 |
| 30 | -0.03568 | -0.2764 | 0.391606 |
| 31 | -0.045951 | -0.3559 | 0.361568 |
| 32 | -0.00634 | -0.0491 | 0.480498 |
| 33 | -0.002577 | -0.02 | 0.492071 |
| 34 | -0.018915 | -0.1465 | 0.442004 |
| 35 | -0.017811 | -0.138 | 0.445366 |
| 36 | -0.031094 | -0.2409 | 0.405244 |
