| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.936236 | 7.0684 | 0 |
| 2 | 0.864964 | 6.5303 | 0 |
| 3 | 0.784333 | 5.9216 | 0 |
| 4 | 0.686975 | 5.1866 | 1e-06 |
| 5 | 0.582077 | 4.3946 | 2.4e-05 |
| 6 | 0.480952 | 3.6311 | 0.000303 |
| 7 | 0.373447 | 2.8195 | 0.003302 |
| 8 | 0.284725 | 2.1496 | 0.017921 |
| 9 | 0.201802 | 1.5236 | 0.066573 |
| 10 | 0.13128 | 0.9911 | 0.162902 |
| 11 | 0.072626 | 0.5483 | 0.292808 |
| 12 | 0.009907 | 0.0748 | 0.470318 |
| 13 | -0.048216 | -0.364 | 0.358594 |
| 14 | -0.098365 | -0.7426 | 0.230375 |
| 15 | -0.15828 | -1.195 | 0.118521 |
| 16 | -0.228713 | -1.7267 | 0.044815 |
| 17 | -0.283873 | -2.1432 | 0.01819 |
| 18 | -0.34702 | -2.6199 | 0.005626 |
| 19 | -0.400865 | -3.0265 | 0.001855 |
| 20 | -0.454079 | -3.4282 | 0.000567 |
| 21 | -0.50084 | -3.7813 | 0.000188 |
| 22 | -0.53185 | -4.0154 | 8.8e-05 |
| 23 | -0.547708 | -4.1351 | 5.9e-05 |
| 24 | -0.549922 | -4.1518 | 5.6e-05 |
| 25 | -0.5298 | -3.9999 | 9.2e-05 |
| 26 | -0.515573 | -3.8925 | 0.000131 |
| 27 | -0.486367 | -3.672 | 0.000266 |
| 28 | -0.438482 | -3.3105 | 0.00081 |
| 29 | -0.38676 | -2.92 | 0.002503 |
| 30 | -0.335231 | -2.5309 | 0.00708 |
| 31 | -0.282831 | -2.1353 | 0.018522 |
| 32 | -0.237188 | -1.7907 | 0.039323 |
| 33 | -0.18388 | -1.3883 | 0.08523 |
| 34 | -0.132956 | -1.0038 | 0.159859 |
| 35 | -0.091291 | -0.6892 | 0.246738 |
| 36 | -0.060071 | -0.4535 | 0.325945 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.936236 | 7.0684 | 0 |
| 2 | -0.093749 | -0.7078 | 0.240979 |
| 3 | -0.111339 | -0.8406 | 0.202044 |
| 4 | -0.17614 | -1.3298 | 0.094436 |
| 5 | -0.108018 | -0.8155 | 0.209086 |
| 6 | -0.017216 | -0.13 | 0.44852 |
| 7 | -0.105086 | -0.7934 | 0.215422 |
| 8 | 0.094209 | 0.7113 | 0.23991 |
| 9 | -0.030841 | -0.2328 | 0.408358 |
| 10 | 0.027756 | 0.2096 | 0.417381 |
| 11 | -0.002622 | -0.0198 | 0.492137 |
| 12 | -0.142159 | -1.0733 | 0.143834 |
| 13 | -0.046346 | -0.3499 | 0.363851 |
| 14 | -0.042128 | -0.3181 | 0.375802 |
| 15 | -0.131773 | -0.9949 | 0.162004 |
| 16 | -0.171495 | -1.2948 | 0.100312 |
| 17 | 0.052601 | 0.3971 | 0.346377 |
| 18 | -0.114029 | -0.8609 | 0.196451 |
| 19 | 0.002581 | 0.0195 | 0.492261 |
| 20 | -0.107565 | -0.8121 | 0.210057 |
| 21 | -0.049665 | -0.375 | 0.354539 |
| 22 | 0.018601 | 0.1404 | 0.444407 |
| 23 | -0.020306 | -0.1533 | 0.439349 |
| 24 | 0.042167 | 0.3184 | 0.37569 |
| 25 | 0.027563 | 0.2081 | 0.417947 |
| 26 | -0.132558 | -1.0008 | 0.16058 |
| 27 | 0.03958 | 0.2988 | 0.383081 |
| 28 | 0.050198 | 0.379 | 0.353052 |
| 29 | 0.016892 | 0.1275 | 0.449483 |
| 30 | -0.014499 | -0.1095 | 0.45661 |
| 31 | -0.04091 | -0.3089 | 0.379276 |
| 32 | -0.045561 | -0.344 | 0.366063 |
| 33 | 0.066967 | 0.5056 | 0.307547 |
| 34 | -0.020444 | -0.1543 | 0.438941 |
| 35 | -0.034817 | -0.2629 | 0.396801 |
| 36 | -0.136334 | -1.0293 | 0.153844 |
