| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.945144 | 6.4796 | 0 |
| 2 | 0.895584 | 6.1398 | 0 |
| 3 | 0.84271 | 5.7773 | 0 |
| 4 | 0.785194 | 5.383 | 1e-06 |
| 5 | 0.735497 | 5.0423 | 4e-06 |
| 6 | 0.67733 | 4.6435 | 1.4e-05 |
| 7 | 0.609316 | 4.1773 | 6.3e-05 |
| 8 | 0.541256 | 3.7107 | 0.000273 |
| 9 | 0.479894 | 3.29 | 0.000952 |
| 10 | 0.409736 | 2.809 | 0.003609 |
| 11 | 0.345694 | 2.37 | 0.010973 |
| 12 | 0.27965 | 1.9172 | 0.030652 |
| 13 | 0.216106 | 1.4815 | 0.072567 |
| 14 | 0.151184 | 1.0365 | 0.152644 |
| 15 | 0.084192 | 0.5772 | 0.283282 |
| 16 | 0.026071 | 0.1787 | 0.429457 |
| 17 | -0.043363 | -0.2973 | 0.38378 |
| 18 | -0.107268 | -0.7354 | 0.232878 |
| 19 | -0.174416 | -1.1957 | 0.118899 |
| 20 | -0.242118 | -1.6599 | 0.051799 |
| 21 | -0.300422 | -2.0596 | 0.0225 |
| 22 | -0.347288 | -2.3809 | 0.010688 |
| 23 | -0.382582 | -2.6229 | 0.005859 |
| 24 | -0.409948 | -2.8105 | 0.003595 |
| 25 | -0.430727 | -2.9529 | 0.002451 |
| 26 | -0.445331 | -3.053 | 0.001861 |
| 27 | -0.452308 | -3.1009 | 0.001629 |
| 28 | -0.445745 | -3.0559 | 0.001846 |
| 29 | -0.434535 | -2.979 | 0.002282 |
| 30 | -0.424751 | -2.9119 | 0.002739 |
| 31 | -0.406432 | -2.7864 | 0.003832 |
| 32 | -0.398652 | -2.733 | 0.004408 |
| 33 | -0.386274 | -2.6482 | 0.005491 |
| 34 | -0.370915 | -2.5429 | 0.007173 |
| 35 | -0.355343 | -2.4361 | 0.009345 |
| 36 | -0.335263 | -2.2985 | 0.013015 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.945144 | 6.4796 | 0 |
| 2 | 0.021435 | 0.147 | 0.441899 |
| 3 | -0.054947 | -0.3767 | 0.354046 |
| 4 | -0.075102 | -0.5149 | 0.304527 |
| 5 | 0.038217 | 0.262 | 0.397233 |
| 6 | -0.099714 | -0.6836 | 0.248791 |
| 7 | -0.137866 | -0.9452 | 0.174704 |
| 8 | -0.054555 | -0.374 | 0.35504 |
| 9 | 0.036223 | 0.2483 | 0.40248 |
| 10 | -0.12349 | -0.8466 | 0.200752 |
| 11 | -0.012138 | -0.0832 | 0.467018 |
| 12 | -0.049252 | -0.3377 | 0.368564 |
| 13 | -0.004635 | -0.0318 | 0.487393 |
| 14 | -0.088465 | -0.6065 | 0.273555 |
| 15 | -0.074517 | -0.5109 | 0.305918 |
| 16 | 0.030903 | 0.2119 | 0.416565 |
| 17 | -0.156635 | -1.0738 | 0.144189 |
| 18 | -0.050099 | -0.3435 | 0.366391 |
| 19 | -0.093948 | -0.6441 | 0.261329 |
| 20 | -0.072682 | -0.4983 | 0.310304 |
| 21 | -0.013086 | -0.0897 | 0.464447 |
| 22 | 0.039073 | 0.2679 | 0.394986 |
| 23 | 0.069225 | 0.4746 | 0.31864 |
| 24 | 0.029329 | 0.2011 | 0.420757 |
| 25 | -0.001661 | -0.0114 | 0.495482 |
| 26 | 0.044466 | 0.3048 | 0.380915 |
| 27 | -0.00098 | -0.0067 | 0.497333 |
| 28 | 0.084953 | 0.5824 | 0.281538 |
| 29 | -0.002259 | -0.0155 | 0.493855 |
| 30 | -0.052198 | -0.3579 | 0.361027 |
| 31 | 0.048198 | 0.3304 | 0.371272 |
| 32 | -0.14993 | -1.0279 | 0.154636 |
| 33 | 0.000911 | 0.0062 | 0.497522 |
| 34 | -0.039168 | -0.2685 | 0.394735 |
| 35 | -0.013724 | -0.0941 | 0.46272 |
| 36 | 0.006483 | 0.0444 | 0.482368 |
