| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.955818 | 7.1527 | 0 |
| 2 | 0.907673 | 6.7924 | 0 |
| 3 | 0.853005 | 6.3833 | 0 |
| 4 | 0.800639 | 5.9914 | 0 |
| 5 | 0.745972 | 5.5823 | 0 |
| 6 | 0.694373 | 5.1962 | 1e-06 |
| 7 | 0.639962 | 4.789 | 6e-06 |
| 8 | 0.581714 | 4.3531 | 2.9e-05 |
| 9 | 0.519373 | 3.8866 | 0.000136 |
| 10 | 0.458184 | 3.4287 | 0.000572 |
| 11 | 0.398402 | 2.9814 | 0.002121 |
| 12 | 0.33555 | 2.511 | 0.007476 |
| 13 | 0.274361 | 2.0531 | 0.022371 |
| 14 | 0.219309 | 1.6412 | 0.053185 |
| 15 | 0.162468 | 1.2158 | 0.114581 |
| 16 | 0.104859 | 0.7847 | 0.21797 |
| 17 | 0.049425 | 0.3699 | 0.356441 |
| 18 | -0.008056 | -0.0603 | 0.476071 |
| 19 | -0.067583 | -0.5057 | 0.30751 |
| 20 | -0.123913 | -0.9273 | 0.17888 |
| 21 | -0.170524 | -1.2761 | 0.103596 |
| 22 | -0.202558 | -1.5158 | 0.067597 |
| 23 | -0.229476 | -1.7172 | 0.045731 |
| 24 | -0.252174 | -1.8871 | 0.032167 |
| 25 | -0.271419 | -2.0311 | 0.0235 |
| 26 | -0.286701 | -2.1455 | 0.018133 |
| 27 | -0.302238 | -2.2617 | 0.013807 |
| 28 | -0.313299 | -2.3445 | 0.011312 |
| 29 | -0.324872 | -2.4311 | 0.009139 |
| 30 | -0.334783 | -2.5053 | 0.007585 |
| 31 | -0.345972 | -2.589 | 0.006121 |
| 32 | -0.355243 | -2.6584 | 0.005108 |
| 33 | -0.362852 | -2.7153 | 0.004394 |
| 34 | -0.368031 | -2.7541 | 0.003961 |
| 35 | -0.367839 | -2.7527 | 0.003977 |
| 36 | -0.360742 | -2.6995 | 0.004582 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.955818 | 7.1527 | 0 |
| 2 | -0.068466 | -0.5124 | 0.30521 |
| 3 | -0.099099 | -0.7416 | 0.230718 |
| 4 | 0.003417 | 0.0256 | 0.489845 |
| 5 | -0.053188 | -0.398 | 0.346063 |
| 6 | 0.002507 | 0.0188 | 0.49255 |
| 7 | -0.061949 | -0.4636 | 0.322372 |
| 8 | -0.082284 | -0.6158 | 0.270276 |
| 9 | -0.07498 | -0.5611 | 0.288485 |
| 10 | -0.021749 | -0.1628 | 0.435647 |
| 11 | -0.020877 | -0.1562 | 0.438207 |
| 12 | -0.085895 | -0.6428 | 0.261496 |
| 13 | -0.027245 | -0.2039 | 0.419593 |
| 14 | 0.029053 | 0.2174 | 0.414339 |
| 15 | -0.07261 | -0.5434 | 0.294517 |
| 16 | -0.05975 | -0.4471 | 0.328253 |
| 17 | -0.021641 | -0.1619 | 0.435966 |
| 18 | -0.082404 | -0.6167 | 0.269981 |
| 19 | -0.078171 | -0.585 | 0.280456 |
| 20 | -0.020176 | -0.151 | 0.440266 |
| 21 | 0.044844 | 0.3356 | 0.369221 |
| 22 | 0.106562 | 0.7974 | 0.214283 |
| 23 | 0.000287 | 0.0021 | 0.499147 |
| 24 | -0.012346 | -0.0924 | 0.46336 |
| 25 | -0.004337 | -0.0325 | 0.487112 |
| 26 | 0.014094 | 0.1055 | 0.45819 |
| 27 | -0.037121 | -0.2778 | 0.391098 |
| 28 | -0.01497 | -0.112 | 0.455603 |
| 29 | -0.06335 | -0.4741 | 0.318648 |
| 30 | -0.032188 | -0.2409 | 0.405267 |
| 31 | -0.057945 | -0.4336 | 0.333115 |
| 32 | -0.035209 | -0.2635 | 0.396575 |
| 33 | -0.024188 | -0.181 | 0.428509 |
| 34 | -0.009881 | -0.0739 | 0.47066 |
| 35 | 0.037755 | 0.2825 | 0.38929 |
| 36 | 0.037261 | 0.2788 | 0.390698 |
