| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.975976 | 7.5599 | 0 |
| 2 | 0.941156 | 7.2902 | 0 |
| 3 | 0.902985 | 6.9945 | 0 |
| 4 | 0.854881 | 6.6219 | 0 |
| 5 | 0.798178 | 6.1827 | 0 |
| 6 | 0.732561 | 5.6744 | 0 |
| 7 | 0.668155 | 5.1755 | 1e-06 |
| 8 | 0.607097 | 4.7026 | 8e-06 |
| 9 | 0.539716 | 4.1806 | 4.8e-05 |
| 10 | 0.470178 | 3.642 | 0.000283 |
| 11 | 0.406877 | 3.1517 | 0.001267 |
| 12 | 0.337748 | 2.6162 | 0.005616 |
| 13 | 0.269873 | 2.0904 | 0.020412 |
| 14 | 0.205728 | 1.5936 | 0.058145 |
| 15 | 0.138518 | 1.073 | 0.143793 |
| 16 | 0.072431 | 0.561 | 0.288428 |
| 17 | 0.000577 | 0.0045 | 0.498225 |
| 18 | -0.065126 | -0.5045 | 0.307892 |
| 19 | -0.121881 | -0.9441 | 0.174455 |
| 20 | -0.184177 | -1.4266 | 0.079435 |
| 21 | -0.24266 | -1.8796 | 0.032508 |
| 22 | -0.291542 | -2.2583 | 0.013789 |
| 23 | -0.332207 | -2.5733 | 0.006282 |
| 24 | -0.366087 | -2.8357 | 0.003112 |
| 25 | -0.393567 | -3.0486 | 0.001709 |
| 26 | -0.414457 | -3.2104 | 0.001065 |
| 27 | -0.419426 | -3.2489 | 0.00095 |
| 28 | -0.421707 | -3.2665 | 0.000901 |
| 29 | -0.427034 | -3.3078 | 0.000796 |
| 30 | -0.426067 | -3.3003 | 0.000814 |
| 31 | -0.422338 | -3.2714 | 0.000888 |
| 32 | -0.412588 | -3.1959 | 0.001112 |
| 33 | -0.40344 | -3.125 | 0.001369 |
| 34 | -0.393141 | -3.0453 | 0.001725 |
| 35 | -0.377029 | -2.9205 | 0.002459 |
| 36 | -0.357189 | -2.7668 | 0.003758 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.975976 | 7.5599 | 0 |
| 2 | -0.239571 | -1.8557 | 0.034204 |
| 3 | -0.040262 | -0.3119 | 0.37811 |
| 4 | -0.221752 | -1.7177 | 0.045506 |
| 5 | -0.135693 | -1.0511 | 0.148719 |
| 6 | -0.178918 | -1.3859 | 0.085455 |
| 7 | 0.090295 | 0.6994 | 0.243495 |
| 8 | 0.061894 | 0.4794 | 0.316688 |
| 9 | -0.144249 | -1.1173 | 0.13415 |
| 10 | -0.041222 | -0.3193 | 0.375303 |
| 11 | 0.082146 | 0.6363 | 0.263501 |
| 12 | -0.2566 | -1.9876 | 0.025712 |
| 13 | 0.057041 | 0.4418 | 0.330096 |
| 14 | 0.029015 | 0.2247 | 0.411469 |
| 15 | -0.158972 | -1.2314 | 0.11149 |
| 16 | -0.058074 | -0.4498 | 0.327225 |
| 17 | -0.172683 | -1.3376 | 0.093038 |
| 18 | 0.137652 | 1.0662 | 0.145292 |
| 19 | 0.015154 | 0.1174 | 0.453475 |
| 20 | -0.172392 | -1.3353 | 0.093404 |
| 21 | 0.106057 | 0.8215 | 0.207304 |
| 22 | -0.019079 | -0.1478 | 0.441502 |
| 23 | 0.068335 | 0.5293 | 0.299268 |
| 24 | 0.022227 | 0.1722 | 0.431943 |
| 25 | 0.062501 | 0.4841 | 0.315029 |
| 26 | -0.002629 | -0.0204 | 0.491911 |
| 27 | 0.115403 | 0.8939 | 0.187471 |
| 28 | -0.061849 | -0.4791 | 0.316811 |
| 29 | -0.191287 | -1.4817 | 0.071826 |
| 30 | -0.045421 | -0.3518 | 0.3631 |
| 31 | 0.079305 | 0.6143 | 0.270671 |
| 32 | 0.039099 | 0.3029 | 0.381523 |
| 33 | -0.098963 | -0.7666 | 0.223174 |
| 34 | 0.063329 | 0.4905 | 0.312768 |
| 35 | -0.022866 | -0.1771 | 0.430005 |
| 36 | 0.047965 | 0.3715 | 0.355775 |
