| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.900141 | 7.6379 | 0 |
| 2 | 0.847324 | 7.1898 | 0 |
| 3 | 0.796716 | 6.7604 | 0 |
| 4 | 0.76932 | 6.5279 | 0 |
| 5 | 0.75239 | 6.3842 | 0 |
| 6 | 0.713336 | 6.0529 | 0 |
| 7 | 0.688092 | 5.8387 | 0 |
| 8 | 0.635608 | 5.3933 | 0 |
| 9 | 0.612543 | 5.1976 | 1e-06 |
| 10 | 0.593777 | 5.0384 | 2e-06 |
| 11 | 0.576548 | 4.8922 | 3e-06 |
| 12 | 0.571589 | 4.8501 | 3e-06 |
| 13 | 0.506761 | 4.3 | 2.6e-05 |
| 14 | 0.456226 | 3.8712 | 0.000118 |
| 15 | 0.385261 | 3.2691 | 0.000828 |
| 16 | 0.344807 | 2.9258 | 0.002297 |
| 17 | 0.319483 | 2.7109 | 0.004192 |
| 18 | 0.279127 | 2.3685 | 0.010274 |
| 19 | 0.23969 | 2.0338 | 0.022827 |
| 20 | 0.187606 | 1.5919 | 0.057896 |
| 21 | 0.158504 | 1.345 | 0.091431 |
| 22 | 0.123651 | 1.0492 | 0.148794 |
| 23 | 0.099811 | 0.8469 | 0.199923 |
| 24 | 0.068819 | 0.5839 | 0.28054 |
| 25 | 0.000639 | 0.0054 | 0.497846 |
| 26 | -0.053754 | -0.4561 | 0.324839 |
| 27 | -0.096902 | -0.8222 | 0.206828 |
| 28 | -0.146288 | -1.2413 | 0.109262 |
| 29 | -0.167944 | -1.4251 | 0.079231 |
| 30 | -0.196895 | -1.6707 | 0.04956 |
| 31 | -0.215325 | -1.8271 | 0.035915 |
| 32 | -0.233023 | -1.9773 | 0.02592 |
| 33 | -0.269322 | -2.2853 | 0.012622 |
| 34 | -0.27651 | -2.3463 | 0.010859 |
| 35 | -0.277633 | -2.3558 | 0.010605 |
| 36 | -0.273534 | -2.321 | 0.011561 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.900141 | 7.6379 | 0 |
| 2 | 0.195369 | 1.6578 | 0.050858 |
| 3 | 0.039205 | 0.3327 | 0.370176 |
| 4 | 0.118565 | 1.0061 | 0.158879 |
| 5 | 0.108237 | 0.9184 | 0.180732 |
| 6 | -0.074177 | -0.6294 | 0.265535 |
| 7 | 0.039103 | 0.3318 | 0.370502 |
| 8 | -0.125115 | -1.0616 | 0.145974 |
| 9 | 0.063816 | 0.5415 | 0.294917 |
| 10 | 0.053151 | 0.451 | 0.326673 |
| 11 | 0.017852 | 0.1515 | 0.44001 |
| 12 | 0.082185 | 0.6974 | 0.243911 |
| 13 | -0.258441 | -2.1929 | 0.015771 |
| 14 | -0.103363 | -0.8771 | 0.191685 |
| 15 | -0.166831 | -1.4156 | 0.080601 |
| 16 | -0.021074 | -0.1788 | 0.42929 |
| 17 | 0.056469 | 0.4792 | 0.31664 |
| 18 | -0.0277 | -0.235 | 0.407423 |
| 19 | -0.043651 | -0.3704 | 0.356089 |
| 20 | -0.007364 | -0.0625 | 0.475173 |
| 21 | -0.001432 | -0.0122 | 0.495168 |
| 22 | -0.047398 | -0.4022 | 0.344371 |
| 23 | -0.007695 | -0.0653 | 0.474059 |
| 24 | -0.068186 | -0.5786 | 0.282339 |
| 25 | -0.15894 | -1.3486 | 0.090838 |
| 26 | -0.061537 | -0.5222 | 0.30158 |
| 27 | 0.081447 | 0.6911 | 0.245861 |
| 28 | -0.143952 | -1.2215 | 0.112945 |
| 29 | 0.076948 | 0.6529 | 0.257943 |
| 30 | 0.006039 | 0.0512 | 0.479638 |
| 31 | 0.039734 | 0.3372 | 0.368491 |
| 32 | 0.099009 | 0.8401 | 0.201811 |
| 33 | -0.171985 | -1.4593 | 0.07441 |
| 34 | 0.082349 | 0.6988 | 0.243478 |
| 35 | 0.080878 | 0.6863 | 0.247373 |
| 36 | 0.037286 | 0.3164 | 0.376314 |
