| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.947183 | 6.3539 | 0 |
| 2 | 0.897254 | 6.019 | 0 |
| 3 | 0.839757 | 5.6333 | 1e-06 |
| 4 | 0.776192 | 5.2069 | 2e-06 |
| 5 | 0.71849 | 4.8198 | 8e-06 |
| 6 | 0.653221 | 4.3819 | 3.5e-05 |
| 7 | 0.583276 | 3.9127 | 0.000153 |
| 8 | 0.51352 | 3.4448 | 0.000624 |
| 9 | 0.448473 | 3.0084 | 0.002145 |
| 10 | 0.38068 | 2.5537 | 0.007059 |
| 11 | 0.320627 | 2.1508 | 0.018448 |
| 12 | 0.252064 | 1.6909 | 0.048886 |
| 13 | 0.187407 | 1.2572 | 0.107591 |
| 14 | 0.122015 | 0.8185 | 0.208692 |
| 15 | 0.048706 | 0.3267 | 0.372695 |
| 16 | -0.012128 | -0.0814 | 0.467759 |
| 17 | -0.081843 | -0.549 | 0.292854 |
| 18 | -0.146833 | -0.985 | 0.164949 |
| 19 | -0.207791 | -1.3939 | 0.085096 |
| 20 | -0.269797 | -1.8099 | 0.0385 |
| 21 | -0.327259 | -2.1953 | 0.01667 |
| 22 | -0.371126 | -2.4896 | 0.008276 |
| 23 | -0.400678 | -2.6878 | 0.005023 |
| 24 | -0.420659 | -2.8219 | 0.003541 |
| 25 | -0.430833 | -2.8901 | 0.002954 |
| 26 | -0.437582 | -2.9354 | 0.002615 |
| 27 | -0.444494 | -2.9818 | 0.002307 |
| 28 | -0.438669 | -2.9427 | 0.002564 |
| 29 | -0.424888 | -2.8502 | 0.003285 |
| 30 | -0.418592 | -2.808 | 0.003673 |
| 31 | -0.398154 | -2.6709 | 0.005246 |
| 32 | -0.384314 | -2.5781 | 0.00664 |
| 33 | -0.372112 | -2.4962 | 0.008142 |
| 34 | -0.351525 | -2.3581 | 0.011387 |
| 35 | -0.333533 | -2.2374 | 0.015129 |
| 36 | -0.311768 | -2.0914 | 0.021084 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.947183 | 6.3539 | 0 |
| 2 | 0.000956 | 0.0064 | 0.497456 |
| 3 | -0.099171 | -0.6653 | 0.254639 |
| 4 | -0.094831 | -0.6361 | 0.263951 |
| 5 | 0.023245 | 0.1559 | 0.438393 |
| 6 | -0.096582 | -0.6479 | 0.260174 |
| 7 | -0.095199 | -0.6386 | 0.263156 |
| 8 | -0.04335 | -0.2908 | 0.386269 |
| 9 | 0.018605 | 0.1248 | 0.450617 |
| 10 | -0.072035 | -0.4832 | 0.315638 |
| 11 | 0.017744 | 0.119 | 0.452891 |
| 12 | -0.12245 | -0.8214 | 0.20787 |
| 13 | -0.017478 | -0.1172 | 0.453592 |
| 14 | -0.067809 | -0.4549 | 0.325692 |
| 15 | -0.130425 | -0.8749 | 0.193133 |
| 16 | 0.03581 | 0.2402 | 0.405626 |
| 17 | -0.127972 | -0.8585 | 0.197594 |
| 18 | -0.037903 | -0.2543 | 0.400226 |
| 19 | -0.036689 | -0.2461 | 0.403354 |
| 20 | -0.072636 | -0.4873 | 0.314221 |
| 21 | -0.047446 | -0.3183 | 0.375873 |
| 22 | 0.049036 | 0.3289 | 0.371862 |
| 23 | 0.092301 | 0.6192 | 0.269462 |
| 24 | 0.031545 | 0.2116 | 0.416684 |
| 25 | 0.009087 | 0.061 | 0.475832 |
| 26 | 0.016171 | 0.1085 | 0.45705 |
| 27 | -0.091338 | -0.6127 | 0.271574 |
| 28 | 0.079046 | 0.5303 | 0.29927 |
| 29 | 0.039996 | 0.2683 | 0.394846 |
| 30 | -0.139606 | -0.9365 | 0.177006 |
| 31 | 0.120157 | 0.806 | 0.21223 |
| 32 | -0.090487 | -0.607 | 0.27345 |
| 33 | -0.053837 | -0.3612 | 0.359838 |
| 34 | 0.027407 | 0.1839 | 0.427478 |
| 35 | -0.052983 | -0.3554 | 0.361968 |
| 36 | -0.007271 | -0.0488 | 0.480658 |
