| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.918651 | 10.1468 | 0 |
| 2 | 0.831574 | 9.185 | 0 |
| 3 | 0.728231 | 8.0436 | 0 |
| 4 | 0.624435 | 6.8971 | 0 |
| 5 | 0.528078 | 5.8328 | 0 |
| 6 | 0.438575 | 4.8442 | 2e-06 |
| 7 | 0.346908 | 3.8317 | 0.000101 |
| 8 | 0.283608 | 3.1326 | 0.001085 |
| 9 | 0.228815 | 2.5273 | 0.006386 |
| 10 | 0.1832 | 2.0235 | 0.022603 |
| 11 | 0.138944 | 1.5347 | 0.063725 |
| 12 | 0.109405 | 1.2084 | 0.114613 |
| 13 | 0.097037 | 1.0718 | 0.14296 |
| 14 | 0.07856 | 0.8677 | 0.193625 |
| 15 | 0.04234 | 0.4677 | 0.320431 |
| 16 | -0.004403 | -0.0486 | 0.480645 |
| 17 | -0.071987 | -0.7951 | 0.214042 |
| 18 | -0.148603 | -1.6414 | 0.051648 |
| 19 | -0.220715 | -2.4379 | 0.008108 |
| 20 | -0.301011 | -3.3248 | 0.000585 |
| 21 | -0.369673 | -4.0832 | 4e-05 |
| 22 | -0.428265 | -4.7303 | 3e-06 |
| 23 | -0.480924 | -5.312 | 0 |
| 24 | -0.518632 | -5.7285 | 0 |
| 25 | -0.549396 | -6.0683 | 0 |
| 26 | -0.551662 | -6.0933 | 0 |
| 27 | -0.550757 | -6.0833 | 0 |
| 28 | -0.553374 | -6.1122 | 0 |
| 29 | -0.549691 | -6.0715 | 0 |
| 30 | -0.526497 | -5.8154 | 0 |
| 31 | -0.526818 | -5.8189 | 0 |
| 32 | -0.495017 | -5.4676 | 0 |
| 33 | -0.477947 | -5.2791 | 0 |
| 34 | -0.453876 | -5.0132 | 1e-06 |
| 35 | -0.416037 | -4.5953 | 5e-06 |
| 36 | -0.366988 | -4.0535 | 4.5e-05 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.918651 | 10.1468 | 0 |
| 2 | -0.079102 | -0.8737 | 0.191995 |
| 3 | -0.151233 | -1.6704 | 0.048699 |
| 4 | -0.057551 | -0.6357 | 0.263089 |
| 5 | -0.005361 | -0.0592 | 0.476439 |
| 6 | -0.020127 | -0.2223 | 0.41222 |
| 7 | -0.0889 | -0.9819 | 0.164037 |
| 8 | 0.112993 | 1.248 | 0.107202 |
| 9 | 0.001323 | 0.0146 | 0.494184 |
| 10 | -0.023684 | -0.2616 | 0.397035 |
| 11 | -0.053266 | -0.5883 | 0.278694 |
| 12 | 0.058082 | 0.6415 | 0.261189 |
| 13 | 0.086875 | 0.9596 | 0.169586 |
| 14 | -0.102852 | -1.136 | 0.129083 |
| 15 | -0.152602 | -1.6855 | 0.04722 |
| 16 | -0.078602 | -0.8682 | 0.193498 |
| 17 | -0.138759 | -1.5326 | 0.063977 |
| 18 | -0.13004 | -1.4363 | 0.076733 |
| 19 | -0.023059 | -0.2547 | 0.399694 |
| 20 | -0.09074 | -1.0023 | 0.159102 |
| 21 | -0.029208 | -0.3226 | 0.373771 |
| 22 | -0.064979 | -0.7177 | 0.237153 |
| 23 | -0.082887 | -0.9155 | 0.180863 |
| 24 | -0.022536 | -0.2489 | 0.401923 |
| 25 | -0.076692 | -0.8471 | 0.199302 |
| 26 | 0.074737 | 0.8255 | 0.205351 |
| 27 | -0.108521 | -1.1987 | 0.116492 |
| 28 | -0.150844 | -1.6661 | 0.049127 |
| 29 | -0.056189 | -0.6206 | 0.268 |
| 30 | 0.101521 | 1.1213 | 0.132173 |
| 31 | -0.207532 | -2.2923 | 0.011802 |
| 32 | 0.132274 | 1.461 | 0.073292 |
| 33 | -0.054526 | -0.6023 | 0.274061 |
| 34 | 0.003644 | 0.0402 | 0.483982 |
| 35 | 0.025467 | 0.2813 | 0.389483 |
| 36 | 0.051422 | 0.568 | 0.285548 |
