| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.966528 | 8.1441 | 0 |
| 2 | 0.923519 | 7.7817 | 0 |
| 3 | 0.874852 | 7.3716 | 0 |
| 4 | 0.81593 | 6.8751 | 0 |
| 5 | 0.7428 | 6.2589 | 0 |
| 6 | 0.659427 | 5.5564 | 0 |
| 7 | 0.576937 | 4.8614 | 3e-06 |
| 8 | 0.493674 | 4.1598 | 4.4e-05 |
| 9 | 0.403857 | 3.403 | 0.000549 |
| 10 | 0.316344 | 2.6656 | 0.004755 |
| 11 | 0.237134 | 1.9981 | 0.024767 |
| 12 | 0.153023 | 1.2894 | 0.100723 |
| 13 | 0.071707 | 0.6042 | 0.273815 |
| 14 | -0.004404 | -0.0371 | 0.48525 |
| 15 | -0.071793 | -0.6049 | 0.273574 |
| 16 | -0.136691 | -1.1518 | 0.126637 |
| 17 | -0.205815 | -1.7342 | 0.043609 |
| 18 | -0.263107 | -2.217 | 0.014914 |
| 19 | -0.308123 | -2.5963 | 0.005723 |
| 20 | -0.350961 | -2.9572 | 0.002106 |
| 21 | -0.392305 | -3.3056 | 0.000744 |
| 22 | -0.426173 | -3.591 | 0.000301 |
| 23 | -0.451197 | -3.8019 | 0.00015 |
| 24 | -0.465141 | -3.9193 | 0.000101 |
| 25 | -0.472858 | -3.9844 | 8.1e-05 |
| 26 | -0.471948 | -3.9767 | 8.3e-05 |
| 27 | -0.467267 | -3.9373 | 9.5e-05 |
| 28 | -0.463914 | -3.909 | 0.000105 |
| 29 | -0.459245 | -3.8697 | 0.00012 |
| 30 | -0.457036 | -3.8511 | 0.000127 |
| 31 | -0.450496 | -3.7959 | 0.000153 |
| 32 | -0.440401 | -3.7109 | 0.000204 |
| 33 | -0.43121 | -3.6334 | 0.000263 |
| 34 | -0.414514 | -3.4928 | 0.000413 |
| 35 | -0.394083 | -3.3206 | 0.00071 |
| 36 | -0.368733 | -3.107 | 0.001359 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.966528 | 8.1441 | 0 |
| 2 | -0.161893 | -1.3641 | 0.088416 |
| 3 | -0.090297 | -0.7609 | 0.224632 |
| 4 | -0.166786 | -1.4054 | 0.082137 |
| 5 | -0.221 | -1.8622 | 0.033358 |
| 6 | -0.159492 | -1.3439 | 0.091629 |
| 7 | 0.016515 | 0.1392 | 0.444861 |
| 8 | -0.016906 | -0.1425 | 0.443562 |
| 9 | -0.108114 | -0.911 | 0.182693 |
| 10 | 0.018254 | 0.1538 | 0.439097 |
| 11 | 0.065466 | 0.5516 | 0.29147 |
| 12 | -0.178462 | -1.5037 | 0.068541 |
| 13 | -0.012273 | -0.1034 | 0.458962 |
| 14 | -0.014926 | -0.1258 | 0.450136 |
| 15 | 0.009189 | 0.0774 | 0.469251 |
| 16 | -0.063656 | -0.5364 | 0.296688 |
| 17 | -0.148957 | -1.2551 | 0.106773 |
| 18 | 0.064419 | 0.5428 | 0.294481 |
| 19 | 0.044898 | 0.3783 | 0.353161 |
| 20 | -0.057034 | -0.4806 | 0.316147 |
| 21 | -0.063626 | -0.5361 | 0.296774 |
| 22 | -0.031895 | -0.2688 | 0.39445 |
| 23 | -0.018239 | -0.1537 | 0.439146 |
| 24 | 0.082246 | 0.693 | 0.245279 |
| 25 | 0.048168 | 0.4059 | 0.343029 |
| 26 | -0.005782 | -0.0487 | 0.480639 |
| 27 | -0.10829 | -0.9125 | 0.182304 |
| 28 | -0.102001 | -0.8595 | 0.196485 |
| 29 | -0.107524 | -0.906 | 0.183996 |
| 30 | -0.183311 | -1.5446 | 0.063443 |
| 31 | 0.019549 | 0.1647 | 0.434816 |
| 32 | 0.077629 | 0.6541 | 0.257577 |
| 33 | -0.011708 | -0.0987 | 0.460846 |
| 34 | 0.088337 | 0.7443 | 0.229563 |
| 35 | -0.01338 | -0.1127 | 0.455276 |
| 36 | 0.04721 | 0.3978 | 0.345986 |
