| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.921082 | 6.954 | 0 |
| 2 | 0.815602 | 6.1577 | 0 |
| 3 | 0.72041 | 5.439 | 1e-06 |
| 4 | 0.62231 | 4.6983 | 8e-06 |
| 5 | 0.532699 | 4.0218 | 8.6e-05 |
| 6 | 0.411692 | 3.1082 | 0.001467 |
| 7 | 0.267063 | 2.0163 | 0.024246 |
| 8 | 0.153128 | 1.1561 | 0.126233 |
| 9 | 0.064744 | 0.4888 | 0.313427 |
| 10 | -0.017236 | -0.1301 | 0.448462 |
| 11 | -0.090664 | -0.6845 | 0.248217 |
| 12 | -0.168583 | -1.2728 | 0.104133 |
| 13 | -0.226519 | -1.7102 | 0.046336 |
| 14 | -0.244314 | -1.8445 | 0.035152 |
| 15 | -0.260664 | -1.968 | 0.026971 |
| 16 | -0.2977 | -2.2476 | 0.014245 |
| 17 | -0.351818 | -2.6562 | 0.005116 |
| 18 | -0.401774 | -3.0333 | 0.001819 |
| 19 | -0.433457 | -3.2725 | 0.000907 |
| 20 | -0.455535 | -3.4392 | 0.000549 |
| 21 | -0.481236 | -3.6333 | 0.000301 |
| 22 | -0.498193 | -3.7613 | 2e-04 |
| 23 | -0.50291 | -3.7969 | 0.000179 |
| 24 | -0.476748 | -3.5994 | 0.000334 |
| 25 | -0.431784 | -3.2599 | 0.000941 |
| 26 | -0.378397 | -2.8568 | 0.002981 |
| 27 | -0.321499 | -2.4273 | 0.009198 |
| 28 | -0.265345 | -2.0033 | 0.024953 |
| 29 | -0.193273 | -1.4592 | 0.075002 |
| 30 | -0.112816 | -0.8517 | 0.198962 |
| 31 | -0.05459 | -0.4121 | 0.340889 |
| 32 | -0.007605 | -0.0574 | 0.477207 |
| 33 | 0.03321 | 0.2507 | 0.401461 |
| 34 | 0.064187 | 0.4846 | 0.314908 |
| 35 | 0.091095 | 0.6878 | 0.247199 |
| 36 | 0.09848 | 0.7435 | 0.230113 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.921082 | 6.954 | 0 |
| 2 | -0.216278 | -1.6329 | 0.054005 |
| 3 | 0.04088 | 0.3086 | 0.37936 |
| 4 | -0.104196 | -0.7867 | 0.21737 |
| 5 | 0.017703 | 0.1337 | 0.447074 |
| 6 | -0.308922 | -2.3323 | 0.01162 |
| 7 | -0.163861 | -1.2371 | 0.110557 |
| 8 | 0.108144 | 0.8165 | 0.208816 |
| 9 | 0.022468 | 0.1696 | 0.432952 |
| 10 | -0.081557 | -0.6157 | 0.270258 |
| 11 | -0.003933 | -0.0297 | 0.488209 |
| 12 | -0.059869 | -0.452 | 0.326491 |
| 13 | 0.031299 | 0.2363 | 0.407023 |
| 14 | 0.068137 | 0.5144 | 0.304474 |
| 15 | -0.102592 | -0.7746 | 0.220903 |
| 16 | -0.192432 | -1.4528 | 0.075878 |
| 17 | -0.176468 | -1.3323 | 0.094031 |
| 18 | -0.036211 | -0.2734 | 0.392772 |
| 19 | -0.090939 | -0.6866 | 0.247568 |
| 20 | -0.085772 | -0.6476 | 0.259932 |
| 21 | -0.014042 | -0.106 | 0.457971 |
| 22 | 0.089451 | 0.6753 | 0.251095 |
| 23 | -0.030743 | -0.2321 | 0.408645 |
| 24 | 0.097371 | 0.7351 | 0.232635 |
| 25 | -0.006942 | -0.0524 | 0.479192 |
| 26 | 0.065734 | 0.4963 | 0.310803 |
| 27 | -0.037749 | -0.285 | 0.388339 |
| 28 | -0.081875 | -0.6181 | 0.269471 |
| 29 | -0.009868 | -0.0745 | 0.470436 |
| 30 | -0.041686 | -0.3147 | 0.377061 |
| 31 | -0.138582 | -1.0463 | 0.149926 |
| 32 | 0.015224 | 0.1149 | 0.454448 |
| 33 | 0.002528 | 0.0191 | 0.492421 |
| 34 | -0.027459 | -0.2073 | 0.418254 |
| 35 | -0.030633 | -0.2313 | 0.408965 |
| 36 | -0.057801 | -0.4364 | 0.332101 |
