| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.929573 | 7.2602 | 0 |
| 2 | 0.862552 | 6.7367 | 0 |
| 3 | 0.792865 | 6.1925 | 0 |
| 4 | 0.734507 | 5.7367 | 0 |
| 5 | 0.673223 | 5.258 | 1e-06 |
| 6 | 0.615909 | 4.8104 | 5e-06 |
| 7 | 0.55664 | 4.3475 | 2.7e-05 |
| 8 | 0.495778 | 3.8722 | 0.000133 |
| 9 | 0.448115 | 3.4999 | 0.000438 |
| 10 | 0.407128 | 3.1798 | 0.001158 |
| 11 | 0.370061 | 2.8903 | 0.002662 |
| 12 | 0.333832 | 2.6073 | 0.005728 |
| 13 | 0.295426 | 2.3074 | 0.012222 |
| 14 | 0.258857 | 2.0217 | 0.023798 |
| 15 | 0.230504 | 1.8003 | 0.03838 |
| 16 | 0.210523 | 1.6442 | 0.052636 |
| 17 | 0.188371 | 1.4712 | 0.073185 |
| 18 | 0.156249 | 1.2203 | 0.113516 |
| 19 | 0.125214 | 0.9779 | 0.165981 |
| 20 | 0.095871 | 0.7488 | 0.228435 |
| 21 | 0.052599 | 0.4108 | 0.341325 |
| 22 | 0.015963 | 0.1247 | 0.450595 |
| 23 | -0.020904 | -0.1633 | 0.435426 |
| 24 | -0.045697 | -0.3569 | 0.361196 |
| 25 | -0.076768 | -0.5996 | 0.275504 |
| 26 | -0.108981 | -0.8512 | 0.199002 |
| 27 | -0.132692 | -1.0364 | 0.152064 |
| 28 | -0.152325 | -1.1897 | 0.119388 |
| 29 | -0.171486 | -1.3393 | 0.092713 |
| 30 | -0.194585 | -1.5198 | 0.066869 |
| 31 | -0.216348 | -1.6897 | 0.048092 |
| 32 | -0.234436 | -1.831 | 0.035992 |
| 33 | -0.252557 | -1.9725 | 0.026543 |
| 34 | -0.268327 | -2.0957 | 0.020133 |
| 35 | -0.281226 | -2.1964 | 0.015935 |
| 36 | -0.295119 | -2.305 | 0.012293 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.929573 | 7.2602 | 0 |
| 2 | -0.011434 | -0.0893 | 0.464568 |
| 3 | -0.055042 | -0.4299 | 0.334394 |
| 4 | 0.043869 | 0.3426 | 0.366528 |
| 5 | -0.051672 | -0.4036 | 0.343969 |
| 6 | -0.011073 | -0.0865 | 0.465682 |
| 7 | -0.042218 | -0.3297 | 0.371367 |
| 8 | -0.054273 | -0.4239 | 0.336571 |
| 9 | 0.062028 | 0.4845 | 0.314899 |
| 10 | 0.01703 | 0.133 | 0.447311 |
| 11 | -0.005025 | -0.0392 | 0.484412 |
| 12 | -0.009407 | -0.0735 | 0.470834 |
| 13 | -0.044063 | -0.3441 | 0.365963 |
| 14 | -0.011449 | -0.0894 | 0.46452 |
| 15 | 0.032766 | 0.2559 | 0.39944 |
| 16 | 0.031364 | 0.245 | 0.403655 |
| 17 | -0.028872 | -0.2255 | 0.411174 |
| 18 | -0.087087 | -0.6802 | 0.249485 |
| 19 | -0.010601 | -0.0828 | 0.467141 |
| 20 | -0.009716 | -0.0759 | 0.469881 |
| 21 | -0.144143 | -1.1258 | 0.132332 |
| 22 | 0.009055 | 0.0707 | 0.471925 |
| 23 | -0.024383 | -0.1904 | 0.424799 |
| 24 | 0.054467 | 0.4254 | 0.33602 |
| 25 | -0.054563 | -0.4262 | 0.335749 |
| 26 | -0.069325 | -0.5414 | 0.295085 |
| 27 | 0.042886 | 0.3349 | 0.369406 |
| 28 | -0.005966 | -0.0466 | 0.481494 |
| 29 | -0.043774 | -0.3419 | 0.366805 |
| 30 | -0.049303 | -0.3851 | 0.350764 |
| 31 | -0.030367 | -0.2372 | 0.406658 |
| 32 | 0.006723 | 0.0525 | 0.479148 |
| 33 | -0.038891 | -0.3038 | 0.381176 |
| 34 | -0.025503 | -0.1992 | 0.42139 |
| 35 | -0.002596 | -0.0203 | 0.491944 |
| 36 | -0.04788 | -0.374 | 0.354868 |
