| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.967005 | 6.6996 | 0 |
| 2 | 0.923853 | 6.4006 | 0 |
| 3 | 0.875881 | 6.0683 | 0 |
| 4 | 0.817314 | 5.6625 | 0 |
| 5 | 0.755884 | 5.2369 | 2e-06 |
| 6 | 0.675855 | 4.6825 | 1.2e-05 |
| 7 | 0.589124 | 4.0816 | 8.4e-05 |
| 8 | 0.51221 | 3.5487 | 0.000439 |
| 9 | 0.43367 | 3.0046 | 0.002109 |
| 10 | 0.354174 | 2.4538 | 0.008908 |
| 11 | 0.274296 | 1.9004 | 0.031699 |
| 12 | 0.185847 | 1.2876 | 0.102031 |
| 13 | 0.113496 | 0.7863 | 0.217772 |
| 14 | 0.047186 | 0.3269 | 0.372576 |
| 15 | -0.025105 | -0.1739 | 0.431326 |
| 16 | -0.093862 | -0.6503 | 0.2593 |
| 17 | -0.159399 | -1.1044 | 0.137473 |
| 18 | -0.210307 | -1.4571 | 0.075807 |
| 19 | -0.252554 | -1.7497 | 0.043277 |
| 20 | -0.299672 | -2.0762 | 0.021627 |
| 21 | -0.342845 | -2.3753 | 0.010788 |
| 22 | -0.376828 | -2.6107 | 0.006009 |
| 23 | -0.395469 | -2.7399 | 0.004302 |
| 24 | -0.404723 | -2.804 | 0.003632 |
| 25 | -0.409286 | -2.8356 | 0.003338 |
| 26 | -0.409319 | -2.8358 | 0.003336 |
| 27 | -0.404514 | -2.8026 | 0.003646 |
| 28 | -0.395053 | -2.737 | 0.004334 |
| 29 | -0.386266 | -2.6761 | 0.005079 |
| 30 | -0.378469 | -2.6221 | 0.005837 |
| 31 | -0.369964 | -2.5632 | 0.006781 |
| 32 | -0.355133 | -2.4604 | 0.008763 |
| 33 | -0.336813 | -2.3335 | 0.011929 |
| 34 | -0.312276 | -2.1635 | 0.017755 |
| 35 | -0.294705 | -2.0418 | 0.023345 |
| 36 | -0.275815 | -1.9109 | 0.031 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.967005 | 6.6996 | 0 |
| 2 | -0.173263 | -1.2004 | 0.117938 |
| 3 | -0.075165 | -0.5208 | 0.302465 |
| 4 | -0.176376 | -1.222 | 0.113843 |
| 5 | -0.033223 | -0.2302 | 0.409466 |
| 6 | -0.322369 | -2.2334 | 0.015108 |
| 7 | -0.073153 | -0.5068 | 0.307302 |
| 8 | 0.141899 | 0.9831 | 0.165243 |
| 9 | -0.042242 | -0.2927 | 0.385521 |
| 10 | -0.06576 | -0.4556 | 0.325367 |
| 11 | -0.032323 | -0.2239 | 0.411877 |
| 12 | -0.186176 | -1.2899 | 0.101639 |
| 13 | 0.154283 | 1.0689 | 0.14523 |
| 14 | -0.035745 | -0.2476 | 0.402732 |
| 15 | -0.14101 | -0.9769 | 0.166748 |
| 16 | -0.058049 | -0.4022 | 0.344669 |
| 17 | 0.038958 | 0.2699 | 0.394193 |
| 18 | 0.094971 | 0.658 | 0.256848 |
| 19 | -0.085285 | -0.5909 | 0.278689 |
| 20 | -0.09715 | -0.6731 | 0.252064 |
| 21 | -0.012604 | -0.0873 | 0.465388 |
| 22 | 0.008894 | 0.0616 | 0.47556 |
| 23 | 0.153521 | 1.0636 | 0.14641 |
| 24 | -0.06896 | -0.4778 | 0.317493 |
| 25 | 0.090252 | 0.6253 | 0.267373 |
| 26 | 0.020686 | 0.1433 | 0.44332 |
| 27 | -0.127542 | -0.8836 | 0.190648 |
| 28 | -0.113666 | -0.7875 | 0.217431 |
| 29 | -0.14157 | -0.9808 | 0.165798 |
| 30 | 0.039508 | 0.2737 | 0.392736 |
| 31 | 0.018927 | 0.1311 | 0.448112 |
| 32 | 0.031014 | 0.2149 | 0.41539 |
| 33 | 0.008343 | 0.0578 | 0.477074 |
| 34 | 0.104969 | 0.7272 | 0.235304 |
| 35 | -0.108376 | -0.7509 | 0.228203 |
| 36 | -0.048404 | -0.3354 | 0.36941 |
