| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.937746 | 7.2638 | 0 |
| 2 | 0.878736 | 6.8067 | 0 |
| 3 | 0.835109 | 6.4687 | 0 |
| 4 | 0.772608 | 5.9846 | 0 |
| 5 | 0.721038 | 5.5851 | 0 |
| 6 | 0.683066 | 5.291 | 1e-06 |
| 7 | 0.64734 | 5.0143 | 3e-06 |
| 8 | 0.611877 | 4.7396 | 7e-06 |
| 9 | 0.565683 | 4.3818 | 2.4e-05 |
| 10 | 0.484037 | 3.7493 | 0.000201 |
| 11 | 0.42118 | 3.2624 | 0.000912 |
| 12 | 0.350725 | 2.7167 | 0.004302 |
| 13 | 0.254599 | 1.9721 | 0.026606 |
| 14 | 0.198408 | 1.5369 | 0.064792 |
| 15 | 0.159548 | 1.2359 | 0.110665 |
| 16 | 0.111578 | 0.8643 | 0.195438 |
| 17 | 0.065739 | 0.5092 | 0.306235 |
| 18 | 0.028567 | 0.2213 | 0.412814 |
| 19 | -0.013486 | -0.1045 | 0.458576 |
| 20 | -0.05167 | -0.4002 | 0.345203 |
| 21 | -0.093928 | -0.7276 | 0.234854 |
| 22 | -0.143171 | -1.109 | 0.135927 |
| 23 | -0.181604 | -1.4067 | 0.082338 |
| 24 | -0.211801 | -1.6406 | 0.053056 |
| 25 | -0.244912 | -1.8971 | 0.031317 |
| 26 | -0.26814 | -2.077 | 0.021045 |
| 27 | -0.283117 | -2.193 | 0.016097 |
| 28 | -0.298401 | -2.3114 | 0.012131 |
| 29 | -0.303323 | -2.3495 | 0.011053 |
| 30 | -0.308591 | -2.3903 | 0.009995 |
| 31 | -0.31764 | -2.4604 | 0.008387 |
| 32 | -0.32316 | -2.5032 | 0.007524 |
| 33 | -0.327724 | -2.5385 | 0.006872 |
| 34 | -0.338458 | -2.6217 | 0.005536 |
| 35 | -0.339468 | -2.6295 | 0.005423 |
| 36 | -0.333383 | -2.5824 | 0.006135 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.937746 | 7.2638 | 0 |
| 2 | -0.005241 | -0.0406 | 0.483878 |
| 3 | 0.096773 | 0.7496 | 0.228213 |
| 4 | -0.175916 | -1.3626 | 0.089044 |
| 5 | 0.069469 | 0.5381 | 0.296248 |
| 6 | 0.049956 | 0.387 | 0.350077 |
| 7 | 0.043599 | 0.3377 | 0.368378 |
| 8 | -0.024906 | -0.1929 | 0.423837 |
| 9 | -0.125265 | -0.9703 | 0.167897 |
| 10 | -0.339255 | -2.6279 | 0.005447 |
| 11 | 0.105093 | 0.8141 | 0.209418 |
| 12 | -0.156979 | -1.216 | 0.114382 |
| 13 | -0.179902 | -1.3935 | 0.084303 |
| 14 | 0.173394 | 1.3431 | 0.092148 |
| 15 | 0.05855 | 0.4535 | 0.325902 |
| 16 | -0.032899 | -0.2548 | 0.39986 |
| 17 | -0.074733 | -0.5789 | 0.28242 |
| 18 | 0.051578 | 0.3995 | 0.345463 |
| 19 | 0.036916 | 0.286 | 0.387949 |
| 20 | 0.00886 | 0.0686 | 0.472757 |
| 21 | -0.009297 | -0.072 | 0.471415 |
| 22 | -0.07867 | -0.6094 | 0.272287 |
| 23 | -0.189547 | -1.4682 | 0.073634 |
| 24 | 0.094356 | 0.7309 | 0.233849 |
| 25 | -0.036222 | -0.2806 | 0.390002 |
| 26 | -0.079121 | -0.6129 | 0.271141 |
| 27 | 0.00081 | 0.0063 | 0.497507 |
| 28 | 0.0733 | 0.5678 | 0.286151 |
| 29 | 0.068503 | 0.5306 | 0.298819 |
| 30 | -0.055207 | -0.4276 | 0.335225 |
| 31 | 0.00644 | 0.0499 | 0.48019 |
| 32 | 0.014505 | 0.1124 | 0.45546 |
| 33 | -0.030305 | -0.2347 | 0.407603 |
| 34 | -0.040977 | -0.3174 | 0.37602 |
| 35 | 0.008229 | 0.0637 | 0.474693 |
| 36 | -0.099599 | -0.7715 | 0.221722 |
