| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.941088 | 7.3501 | 0 |
| 2 | 0.848616 | 6.6279 | 0 |
| 3 | 0.770004 | 6.0139 | 0 |
| 4 | 0.731671 | 5.7145 | 0 |
| 5 | 0.720651 | 5.6285 | 0 |
| 6 | 0.715044 | 5.5847 | 0 |
| 7 | 0.684864 | 5.349 | 1e-06 |
| 8 | 0.626539 | 4.8934 | 4e-06 |
| 9 | 0.551191 | 4.3049 | 3.1e-05 |
| 10 | 0.465848 | 3.6384 | 0.000283 |
| 11 | 0.39782 | 3.1071 | 0.001434 |
| 12 | 0.344015 | 2.6868 | 0.004641 |
| 13 | 0.298779 | 2.3335 | 0.011466 |
| 14 | 0.250388 | 1.9556 | 0.027549 |
| 15 | 0.18938 | 1.4791 | 0.07213 |
| 16 | 0.116408 | 0.9092 | 0.183417 |
| 17 | 0.042843 | 0.3346 | 0.369532 |
| 18 | -0.021143 | -0.1651 | 0.434694 |
| 19 | -0.06924 | -0.5408 | 0.295315 |
| 20 | -0.106446 | -0.8314 | 0.204504 |
| 21 | -0.148828 | -1.1624 | 0.124804 |
| 22 | -0.204121 | -1.5942 | 0.058026 |
| 23 | -0.255967 | -1.9992 | 0.025025 |
| 24 | -0.292347 | -2.2833 | 0.012955 |
| 25 | -0.312244 | -2.4387 | 0.008833 |
| 26 | -0.326427 | -2.5495 | 0.006659 |
| 27 | -0.34489 | -2.6937 | 0.004557 |
| 28 | -0.368229 | -2.876 | 0.002771 |
| 29 | -0.384903 | -3.0062 | 0.001919 |
| 30 | -0.389383 | -3.0412 | 0.001735 |
| 31 | -0.38119 | -2.9772 | 0.002084 |
| 32 | -0.379422 | -2.9634 | 0.002167 |
| 33 | -0.394014 | -3.0773 | 0.001563 |
| 34 | -0.414437 | -3.2369 | 0.000978 |
| 35 | -0.42457 | -3.316 | 0.000771 |
| 36 | -0.420426 | -3.2836 | 0.00085 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.941088 | 7.3501 | 0 |
| 2 | -0.323821 | -2.5291 | 0.007018 |
| 3 | 0.171119 | 1.3365 | 0.093178 |
| 4 | 0.24538 | 1.9165 | 0.029996 |
| 5 | 0.065829 | 0.5141 | 0.304506 |
| 6 | 0.024584 | 0.192 | 0.424188 |
| 7 | -0.149789 | -1.1699 | 0.123298 |
| 8 | -0.102858 | -0.8033 | 0.212447 |
| 9 | -0.106063 | -0.8284 | 0.205342 |
| 10 | -0.217454 | -1.6984 | 0.047267 |
| 11 | 0.044249 | 0.3456 | 0.365417 |
| 12 | -0.116021 | -0.9061 | 0.184211 |
| 13 | -0.037724 | -0.2946 | 0.384638 |
| 14 | -0.022983 | -0.1795 | 0.429068 |
| 15 | -0.100904 | -0.7881 | 0.216849 |
| 16 | -0.027381 | -0.2139 | 0.415688 |
| 17 | -0.040426 | -0.3157 | 0.376639 |
| 18 | -0.020284 | -0.1584 | 0.437325 |
| 19 | 0.04536 | 0.3543 | 0.362178 |
| 20 | -0.041421 | -0.3235 | 0.373709 |
| 21 | -0.061117 | -0.4773 | 0.317413 |
| 22 | -0.080685 | -0.6302 | 0.265468 |
| 23 | 0.082849 | 0.6471 | 0.260008 |
| 24 | 0.066975 | 0.5231 | 0.301404 |
| 25 | 0.001779 | 0.0139 | 0.494479 |
| 26 | -0.018669 | -0.1458 | 0.442276 |
| 27 | -0.027701 | -0.2163 | 0.414718 |
| 28 | 0.004489 | 0.0351 | 0.486074 |
| 29 | 0.070707 | 0.5522 | 0.291401 |
| 30 | 0.025684 | 0.2006 | 0.420839 |
| 31 | 0.041859 | 0.3269 | 0.37242 |
| 32 | -0.178586 | -1.3948 | 0.084067 |
| 33 | -0.1418 | -1.1075 | 0.136215 |
| 34 | -0.022438 | -0.1752 | 0.430733 |
| 35 | -0.008745 | -0.0683 | 0.472885 |
| 36 | -0.025423 | -0.1986 | 0.421633 |
