| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.966636 | 8.8594 | 0 |
| 2 | 0.935949 | 8.5781 | 0 |
| 3 | 0.906421 | 8.3075 | 0 |
| 4 | 0.876895 | 8.0369 | 0 |
| 5 | 0.847031 | 7.7632 | 0 |
| 6 | 0.816697 | 7.4851 | 0 |
| 7 | 0.785314 | 7.1975 | 0 |
| 8 | 0.753097 | 6.9023 | 0 |
| 9 | 0.722856 | 6.6251 | 0 |
| 10 | 0.69303 | 6.3517 | 0 |
| 11 | 0.662723 | 6.074 | 0 |
| 12 | 0.631507 | 5.7879 | 0 |
| 13 | 0.599899 | 5.4982 | 0 |
| 14 | 0.566445 | 5.1916 | 1e-06 |
| 15 | 0.530748 | 4.8644 | 3e-06 |
| 16 | 0.494532 | 4.5325 | 1e-05 |
| 17 | 0.458349 | 4.2008 | 3.3e-05 |
| 18 | 0.420065 | 3.85 | 0.000115 |
| 19 | 0.3793 | 3.4763 | 0.000404 |
| 20 | 0.337804 | 3.096 | 0.001333 |
| 21 | 0.299166 | 2.7419 | 0.003732 |
| 22 | 0.265545 | 2.4338 | 0.008531 |
| 23 | 0.232602 | 2.1318 | 0.017971 |
| 24 | 0.199066 | 1.8245 | 0.035818 |
| 25 | 0.164933 | 1.5116 | 0.067189 |
| 26 | 0.129661 | 1.1884 | 0.11902 |
| 27 | 0.094215 | 0.8635 | 0.195163 |
| 28 | 0.058314 | 0.5345 | 0.29722 |
| 29 | 0.022131 | 0.2028 | 0.419876 |
| 30 | -0.013945 | -0.1278 | 0.449302 |
| 31 | -0.051054 | -0.4679 | 0.320526 |
| 32 | -0.086981 | -0.7972 | 0.213793 |
| 33 | -0.118774 | -1.0886 | 0.139726 |
| 34 | -0.148999 | -1.3656 | 0.087856 |
| 35 | -0.179816 | -1.648 | 0.05154 |
| 36 | -0.210551 | -1.9297 | 0.028508 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.966636 | 8.8594 | 0 |
| 2 | 0.023844 | 0.2185 | 0.413772 |
| 3 | 0.003398 | 0.0311 | 0.487616 |
| 4 | -0.014027 | -0.1286 | 0.449007 |
| 5 | -0.020494 | -0.1878 | 0.42573 |
| 6 | -0.023706 | -0.2173 | 0.414262 |
| 7 | -0.03345 | -0.3066 | 0.379963 |
| 8 | -0.031909 | -0.2925 | 0.385331 |
| 9 | 0.010159 | 0.0931 | 0.463019 |
| 10 | -0.009324 | -0.0855 | 0.466052 |
| 11 | -0.023157 | -0.2122 | 0.416217 |
| 12 | -0.031984 | -0.2931 | 0.385071 |
| 13 | -0.026278 | -0.2408 | 0.405131 |
| 14 | -0.049171 | -0.4507 | 0.326697 |
| 15 | -0.059296 | -0.5435 | 0.294127 |
| 16 | -0.036328 | -0.3329 | 0.370001 |
| 17 | -0.025226 | -0.2312 | 0.408859 |
| 18 | -0.056758 | -0.5202 | 0.302148 |
| 19 | -0.067826 | -0.6216 | 0.267932 |
| 20 | -0.046002 | -0.4216 | 0.33719 |
| 21 | 0.01053 | 0.0965 | 0.461674 |
| 22 | 0.050317 | 0.4612 | 0.322937 |
| 23 | -0.008959 | -0.0821 | 0.467377 |
| 24 | -0.030832 | -0.2826 | 0.389095 |
| 25 | -0.034466 | -0.3159 | 0.376438 |
| 26 | -0.048515 | -0.4446 | 0.328858 |
| 27 | -0.039745 | -0.3643 | 0.358288 |
| 28 | -0.043701 | -0.4005 | 0.344892 |
| 29 | -0.036615 | -0.3356 | 0.369013 |
| 30 | -0.027001 | -0.2475 | 0.402574 |
| 31 | -0.047676 | -0.437 | 0.331631 |
| 32 | -0.018138 | -0.1662 | 0.434183 |
| 33 | 0.029735 | 0.2725 | 0.392943 |
| 34 | -0.005707 | -0.0523 | 0.479206 |
| 35 | -0.045319 | -0.4154 | 0.339472 |
| 36 | -0.04106 | -0.3763 | 0.353813 |
