| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.958147 | 8.1301 | 0 |
| 2 | 0.916193 | 7.7742 | 0 |
| 3 | 0.874499 | 7.4204 | 0 |
| 4 | 0.832151 | 7.061 | 0 |
| 5 | 0.788351 | 6.6894 | 0 |
| 6 | 0.743082 | 6.3053 | 0 |
| 7 | 0.697911 | 5.922 | 0 |
| 8 | 0.653213 | 5.5427 | 0 |
| 9 | 0.609962 | 5.1757 | 1e-06 |
| 10 | 0.568763 | 4.8261 | 4e-06 |
| 11 | 0.527241 | 4.4738 | 1.4e-05 |
| 12 | 0.485586 | 4.1203 | 5e-05 |
| 13 | 0.443702 | 3.7649 | 0.000169 |
| 14 | 0.402942 | 3.4191 | 0.000519 |
| 15 | 0.36284 | 3.0788 | 0.00147 |
| 16 | 0.325544 | 2.7623 | 0.003639 |
| 17 | 0.290029 | 2.461 | 0.008127 |
| 18 | 0.256263 | 2.1745 | 0.016479 |
| 19 | 0.224234 | 1.9027 | 0.03054 |
| 20 | 0.193152 | 1.6389 | 0.052794 |
| 21 | 0.162629 | 1.38 | 0.085936 |
| 22 | 0.132403 | 1.1235 | 0.132484 |
| 23 | 0.102291 | 0.868 | 0.194149 |
| 24 | 0.072037 | 0.6113 | 0.271479 |
| 25 | 0.042132 | 0.3575 | 0.36088 |
| 26 | 0.013049 | 0.1107 | 0.45607 |
| 27 | -0.014331 | -0.1216 | 0.451776 |
| 28 | -0.040218 | -0.3413 | 0.36695 |
| 29 | -0.065647 | -0.557 | 0.289617 |
| 30 | -0.090896 | -0.7713 | 0.221533 |
| 31 | -0.114459 | -0.9712 | 0.167346 |
| 32 | -0.136901 | -1.1616 | 0.124608 |
| 33 | -0.156768 | -1.3302 | 0.093822 |
| 34 | -0.177379 | -1.5051 | 0.068335 |
| 35 | -0.197713 | -1.6776 | 0.048876 |
| 36 | -0.218572 | -1.8546 | 0.033871 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.958147 | 8.1301 | 0 |
| 2 | -0.022599 | -0.1918 | 0.424236 |
| 3 | -0.018726 | -0.1589 | 0.437098 |
| 4 | -0.030232 | -0.2565 | 0.399139 |
| 5 | -0.040842 | -0.3466 | 0.364967 |
| 6 | -0.042509 | -0.3607 | 0.359688 |
| 7 | -0.024871 | -0.211 | 0.416729 |
| 8 | -0.020713 | -0.1758 | 0.430491 |
| 9 | -0.008744 | -0.0742 | 0.47053 |
| 10 | -0.001028 | -0.0087 | 0.496532 |
| 11 | -0.029891 | -0.2536 | 0.40025 |
| 12 | -0.029118 | -0.2471 | 0.402777 |
| 13 | -0.032073 | -0.2721 | 0.393143 |
| 14 | -0.016651 | -0.1413 | 0.444019 |
| 15 | -0.02175 | -0.1846 | 0.427049 |
| 16 | 0.005603 | 0.0475 | 0.481105 |
| 17 | -0.005853 | -0.0497 | 0.480263 |
| 18 | -0.005772 | -0.049 | 0.480535 |
| 19 | -0.006773 | -0.0575 | 0.477166 |
| 20 | -0.017415 | -0.1478 | 0.441467 |
| 21 | -0.022653 | -0.1922 | 0.424058 |
| 22 | -0.02548 | -0.2162 | 0.414719 |
| 23 | -0.027253 | -0.2312 | 0.408889 |
| 24 | -0.030305 | -0.2571 | 0.398898 |
| 25 | -0.023711 | -0.2012 | 0.420557 |
| 26 | -0.019102 | -0.1621 | 0.435847 |
| 27 | -0.008161 | -0.0693 | 0.472491 |
| 28 | -0.010755 | -0.0913 | 0.46377 |
| 29 | -0.023315 | -0.1978 | 0.421867 |
| 30 | -0.028099 | -0.2384 | 0.406115 |
| 31 | -0.010046 | -0.0852 | 0.466153 |
| 32 | -0.016381 | -0.139 | 0.44492 |
| 33 | 0.002867 | 0.0243 | 0.490329 |
| 34 | -0.035857 | -0.3043 | 0.380904 |
| 35 | -0.024736 | -0.2099 | 0.417174 |
| 36 | -0.03654 | -0.3101 | 0.378709 |
