| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.950243 | 7.111 | 0 |
| 2 | 0.901777 | 6.7483 | 0 |
| 3 | 0.854515 | 6.3946 | 0 |
| 4 | 0.805077 | 6.0246 | 0 |
| 5 | 0.75477 | 5.6482 | 0 |
| 6 | 0.701133 | 5.2468 | 1e-06 |
| 7 | 0.645241 | 4.8285 | 6e-06 |
| 8 | 0.590584 | 4.4195 | 2.3e-05 |
| 9 | 0.53759 | 4.023 | 8.7e-05 |
| 10 | 0.484436 | 3.6252 | 0.000312 |
| 11 | 0.431405 | 3.2283 | 0.001042 |
| 12 | 0.37793 | 2.8282 | 0.003242 |
| 13 | 0.326975 | 2.4469 | 0.008787 |
| 14 | 0.279451 | 2.0912 | 0.020529 |
| 15 | 0.232423 | 1.7393 | 0.043738 |
| 16 | 0.188395 | 1.4098 | 0.082062 |
| 17 | 0.141732 | 1.0606 | 0.146707 |
| 18 | 0.09538 | 0.7138 | 0.23917 |
| 19 | 0.053869 | 0.4031 | 0.344199 |
| 20 | 0.011246 | 0.0842 | 0.466614 |
| 21 | -0.030768 | -0.2302 | 0.409369 |
| 22 | -0.070937 | -0.5308 | 0.298814 |
| 23 | -0.108188 | -0.8096 | 0.210797 |
| 24 | -0.145149 | -1.0862 | 0.141022 |
| 25 | -0.180241 | -1.3488 | 0.091416 |
| 26 | -0.214424 | -1.6046 | 0.057103 |
| 27 | -0.249453 | -1.8667 | 0.033589 |
| 28 | -0.279745 | -2.0934 | 0.020426 |
| 29 | -0.303202 | -2.269 | 0.013572 |
| 30 | -0.321374 | -2.4049 | 0.009753 |
| 31 | -0.339772 | -2.5426 | 0.006897 |
| 32 | -0.356816 | -2.6702 | 0.004952 |
| 33 | -0.371509 | -2.7801 | 0.003693 |
| 34 | -0.385514 | -2.8849 | 0.002774 |
| 35 | -0.395955 | -2.9631 | 0.002233 |
| 36 | -0.403231 | -3.0175 | 0.001915 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.950243 | 7.111 | 0 |
| 2 | -0.012216 | -0.0914 | 0.463745 |
| 3 | -0.012915 | -0.0966 | 0.461675 |
| 4 | -0.047606 | -0.3563 | 0.361495 |
| 5 | -0.036773 | -0.2752 | 0.392095 |
| 6 | -0.06389 | -0.4781 | 0.317217 |
| 7 | -0.05576 | -0.4173 | 0.339037 |
| 8 | -0.022571 | -0.1689 | 0.43324 |
| 9 | -0.015997 | -0.1197 | 0.452572 |
| 10 | -0.033809 | -0.253 | 0.400597 |
| 11 | -0.03301 | -0.247 | 0.402897 |
| 12 | -0.04097 | -0.3066 | 0.380145 |
| 13 | -0.012999 | -0.0973 | 0.461429 |
| 14 | -0.003564 | -0.0267 | 0.48941 |
| 15 | -0.030718 | -0.2299 | 0.409514 |
| 16 | -0.006339 | -0.0474 | 0.481167 |
| 17 | -0.065199 | -0.4879 | 0.31376 |
| 18 | -0.040027 | -0.2995 | 0.38282 |
| 19 | 0.002787 | 0.0209 | 0.491719 |
| 20 | -0.051686 | -0.3868 | 0.350192 |
| 21 | -0.036062 | -0.2699 | 0.394129 |
| 22 | -0.025448 | -0.1904 | 0.424827 |
| 23 | -0.011634 | -0.0871 | 0.465468 |
| 24 | -0.042401 | -0.3173 | 0.376097 |
| 25 | -0.027981 | -0.2094 | 0.417452 |
| 26 | -0.034569 | -0.2587 | 0.398411 |
| 27 | -0.055331 | -0.4141 | 0.340207 |
| 28 | -0.001973 | -0.0148 | 0.494137 |
| 29 | 0.025155 | 0.1882 | 0.425683 |
| 30 | 0.014582 | 0.1091 | 0.456748 |
| 31 | -0.038031 | -0.2846 | 0.388501 |
| 32 | -0.028185 | -0.2109 | 0.416859 |
| 33 | -0.021403 | -0.1602 | 0.436663 |
| 34 | -0.037659 | -0.2818 | 0.389562 |
| 35 | -0.011343 | -0.0849 | 0.466329 |
| 36 | -0.003617 | -0.0271 | 0.489253 |
