| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 8.4853 | 0 |
| 1 | 0.929125 | 7.8839 | 0 |
| 2 | 0.822312 | 6.9776 | 0 |
| 3 | 0.722814 | 6.1333 | 0 |
| 4 | 0.658488 | 5.5875 | 0 |
| 5 | 0.631027 | 5.3544 | 0 |
| 6 | 0.600277 | 5.0935 | 1e-06 |
| 7 | 0.57611 | 4.8885 | 3e-06 |
| 8 | 0.555175 | 4.7108 | 6e-06 |
| 9 | 0.564638 | 4.7911 | 4e-06 |
| 10 | 0.594892 | 5.0478 | 2e-06 |
| 11 | 0.62206 | 5.2784 | 1e-06 |
| 12 | 0.619898 | 5.26 | 1e-06 |
| 13 | 0.532418 | 4.5177 | 1.2e-05 |
| 14 | 0.424475 | 3.6018 | 0.000289 |
| 15 | 0.327217 | 2.7765 | 0.003499 |
| 16 | 0.258487 | 2.1933 | 0.015757 |
| 17 | 0.217457 | 1.8452 | 0.034561 |
| 18 | 0.175965 | 1.4931 | 0.069888 |
| 19 | 0.145985 | 1.2387 | 0.109736 |
| 20 | 0.115543 | 0.9804 | 0.165082 |
| 21 | 0.109172 | 0.9264 | 0.178679 |
| 22 | 0.120733 | 1.0245 | 0.154525 |
| 23 | 0.135362 | 1.1486 | 0.127265 |
| 24 | 0.124356 | 1.0552 | 0.147431 |
| 25 | 0.046743 | 0.3966 | 0.346408 |
| 26 | -0.045989 | -0.3902 | 0.651241 |
| 27 | -0.127981 | -1.086 | 0.85944 |
| 28 | -0.180691 | -1.5332 | 0.935197 |
| 29 | -0.209172 | -1.7749 | 0.959928 |
| 30 | -0.236437 | -2.0062 | 0.975706 |
| 31 | -0.248448 | -2.1081 | 0.98075 |
| 32 | -0.260284 | -2.2086 | 0.984806 |
| 33 | -0.255014 | -2.1639 | 0.983103 |
| 34 | -0.235613 | -1.9992 | 0.975322 |
| 35 | -0.216268 | -1.8351 | 0.964689 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.929125 | 7.8839 | 0 |
| 1 | -0.299591 | -2.5421 | 0.993415 |
| 2 | 0.066234 | 0.562 | 0.287926 |
| 3 | 0.17709 | 1.5027 | 0.06865 |
| 4 | 0.133853 | 1.1358 | 0.129907 |
| 5 | -0.141375 | -1.1996 | 0.882887 |
| 6 | 0.144333 | 1.2247 | 0.112339 |
| 7 | 0.047532 | 0.4033 | 0.343953 |
| 8 | 0.249087 | 2.1136 | 0.019009 |
| 9 | 0.060025 | 0.5093 | 0.306041 |
| 10 | 0.037596 | 0.319 | 0.375322 |
| 11 | -0.126236 | -1.0711 | 0.85616 |
| 12 | -0.515954 | -4.378 | 0.99998 |
| 13 | 0.058024 | 0.4924 | 0.311984 |
| 14 | -0.042816 | -0.3633 | 0.641278 |
| 15 | -0.093334 | -0.792 | 0.784509 |
| 16 | -0.059197 | -0.5023 | 0.691507 |
| 17 | 0.02322 | 0.197 | 0.422181 |
| 18 | 0.022132 | 0.1878 | 0.425783 |
| 19 | -0.136799 | -1.1608 | 0.875217 |
| 20 | 0.043939 | 0.3728 | 0.355184 |
| 21 | 0.058081 | 0.4928 | 0.311814 |
| 22 | 0.075228 | 0.6383 | 0.262643 |
| 23 | -0.12879 | -1.0928 | 0.860941 |
| 24 | -0.115247 | -0.9779 | 0.834301 |
| 25 | 0.031919 | 0.2708 | 0.393644 |
| 26 | -0.037196 | -0.3156 | 0.623399 |
| 27 | -0.043833 | -0.3719 | 0.644482 |
| 28 | -0.012537 | -0.1064 | 0.54221 |
| 29 | 0.026895 | 0.2282 | 0.410063 |
| 30 | 0.040172 | 0.3409 | 0.367098 |
| 31 | -0.058482 | -0.4962 | 0.689382 |
| 32 | -0.022412 | -0.1902 | 0.575144 |
| 33 | 0.045456 | 0.3857 | 0.350424 |
| 34 | -0.021579 | -0.1831 | 0.572386 |
| 35 | 0.0687 | 0.5829 | 0.280877 |
