| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.95977 | 7.496 | 0 |
| 2 | 0.923444 | 7.2123 | 0 |
| 3 | 0.88618 | 6.9213 | 0 |
| 4 | 0.837298 | 6.5395 | 0 |
| 5 | 0.789003 | 6.1623 | 0 |
| 6 | 0.74243 | 5.7986 | 0 |
| 7 | 0.691915 | 5.404 | 1e-06 |
| 8 | 0.642444 | 5.0177 | 2e-06 |
| 9 | 0.583078 | 4.554 | 1.3e-05 |
| 10 | 0.529348 | 4.1343 | 5.5e-05 |
| 11 | 0.47846 | 3.7369 | 0.000206 |
| 12 | 0.418127 | 3.2657 | 0.000897 |
| 13 | 0.365555 | 2.8551 | 0.002936 |
| 14 | 0.314519 | 2.4565 | 0.008446 |
| 15 | 0.263082 | 2.0547 | 0.022097 |
| 16 | 0.211724 | 1.6536 | 0.051672 |
| 17 | 0.157987 | 1.2339 | 0.110983 |
| 18 | 0.105697 | 0.8255 | 0.206148 |
| 19 | 0.052655 | 0.4112 | 0.341166 |
| 20 | -0.000443 | -0.0035 | 0.498625 |
| 21 | -0.053462 | -0.4176 | 0.33887 |
| 22 | -0.09698 | -0.7574 | 0.225851 |
| 23 | -0.146074 | -1.1409 | 0.12919 |
| 24 | -0.193801 | -1.5136 | 0.067642 |
| 25 | -0.229124 | -1.7895 | 0.039248 |
| 26 | -0.259838 | -2.0294 | 0.023394 |
| 27 | -0.283982 | -2.218 | 0.015145 |
| 28 | -0.304822 | -2.3807 | 0.010208 |
| 29 | -0.327673 | -2.5592 | 0.006493 |
| 30 | -0.346367 | -2.7052 | 0.004418 |
| 31 | -0.367664 | -2.8715 | 0.002805 |
| 32 | -0.38786 | -3.0293 | 0.001796 |
| 33 | -0.405774 | -3.1692 | 0.001195 |
| 34 | -0.425005 | -3.3194 | 0.000763 |
| 35 | -0.43509 | -3.3982 | 6e-04 |
| 36 | -0.436183 | -3.4067 | 0.000584 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.95977 | 7.496 | 0 |
| 2 | 0.02899 | 0.2264 | 0.410818 |
| 3 | -0.028481 | -0.2224 | 0.412356 |
| 4 | -0.168369 | -1.315 | 0.096716 |
| 5 | -0.034236 | -0.2674 | 0.395035 |
| 6 | -0.001482 | -0.0116 | 0.495402 |
| 7 | -0.054571 | -0.4262 | 0.335726 |
| 8 | -0.021264 | -0.1661 | 0.434322 |
| 9 | -0.164964 | -1.2884 | 0.101235 |
| 10 | 0.033028 | 0.258 | 0.398656 |
| 11 | 0.010562 | 0.0825 | 0.467261 |
| 12 | -0.1246 | -0.9732 | 0.167159 |
| 13 | 0.031577 | 0.2466 | 0.403014 |
| 14 | -0.027804 | -0.2172 | 0.414404 |
| 15 | -0.000537 | -0.0042 | 0.498333 |
| 16 | -0.066672 | -0.5207 | 0.302221 |
| 17 | -0.077011 | -0.6015 | 0.274877 |
| 18 | -0.034129 | -0.2666 | 0.395356 |
| 19 | -0.064736 | -0.5056 | 0.307479 |
| 20 | -0.012462 | -0.0973 | 0.46139 |
| 21 | -0.091756 | -0.7166 | 0.238167 |
| 22 | 0.076339 | 0.5962 | 0.276615 |
| 23 | -0.100699 | -0.7865 | 0.217315 |
| 24 | -0.055259 | -0.4316 | 0.33378 |
| 25 | 0.100926 | 0.7883 | 0.2168 |
| 26 | 0.029295 | 0.2288 | 0.409894 |
| 27 | 0.076363 | 0.5964 | 0.276553 |
| 28 | -0.05105 | -0.3987 | 0.345748 |
| 29 | -0.081635 | -0.6376 | 0.263064 |
| 30 | -0.024143 | -0.1886 | 0.425531 |
| 31 | -0.070205 | -0.5483 | 0.292738 |
| 32 | -0.010166 | -0.0794 | 0.468488 |
| 33 | -0.105325 | -0.8226 | 0.206965 |
| 34 | -0.020794 | -0.1624 | 0.43576 |
| 35 | 0.071737 | 0.5603 | 0.28867 |
| 36 | 0.078084 | 0.6099 | 0.272111 |
