| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.962478 | 8.1669 | 0 |
| 2 | 0.92386 | 7.8392 | 0 |
| 3 | 0.884462 | 7.5049 | 0 |
| 4 | 0.844801 | 7.1684 | 0 |
| 5 | 0.805598 | 6.8357 | 0 |
| 6 | 0.766273 | 6.502 | 0 |
| 7 | 0.726181 | 6.1619 | 0 |
| 8 | 0.685441 | 5.8162 | 0 |
| 9 | 0.646445 | 5.4853 | 0 |
| 10 | 0.606112 | 5.143 | 1e-06 |
| 11 | 0.565625 | 4.7995 | 4e-06 |
| 12 | 0.525599 | 4.4599 | 1.5e-05 |
| 13 | 0.487421 | 4.1359 | 4.7e-05 |
| 14 | 0.44906 | 3.8104 | 0.000145 |
| 15 | 0.411362 | 3.4905 | 0.000414 |
| 16 | 0.373196 | 3.1667 | 0.001131 |
| 17 | 0.335115 | 2.8435 | 0.002901 |
| 18 | 0.29696 | 2.5198 | 0.006981 |
| 19 | 0.259199 | 2.1994 | 0.015532 |
| 20 | 0.221453 | 1.8791 | 0.03214 |
| 21 | 0.183574 | 1.5577 | 0.061847 |
| 22 | 0.14614 | 1.24 | 0.109494 |
| 23 | 0.108483 | 0.9205 | 0.18019 |
| 24 | 0.070021 | 0.5941 | 0.277138 |
| 25 | 0.034301 | 0.2911 | 0.385923 |
| 26 | 0.000507 | 0.0043 | 0.498291 |
| 27 | -0.03299 | -0.2799 | 0.390166 |
| 28 | -0.065749 | -0.5579 | 0.289321 |
| 29 | -0.097717 | -0.8292 | 0.204879 |
| 30 | -0.130856 | -1.1103 | 0.135272 |
| 31 | -0.163017 | -1.3832 | 0.085432 |
| 32 | -0.191919 | -1.6285 | 0.053895 |
| 33 | -0.221065 | -1.8758 | 0.032368 |
| 34 | -0.248518 | -2.1087 | 0.019223 |
| 35 | -0.273379 | -2.3197 | 0.011598 |
| 36 | -0.297954 | -2.5282 | 0.006829 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.962478 | 8.1669 | 0 |
| 2 | -0.033992 | -0.2884 | 0.386922 |
| 3 | -0.030487 | -0.2587 | 0.398307 |
| 4 | -0.02419 | -0.2053 | 0.418974 |
| 5 | -0.015059 | -0.1278 | 0.449339 |
| 6 | -0.023493 | -0.1993 | 0.421276 |
| 7 | -0.032766 | -0.278 | 0.390894 |
| 8 | -0.031813 | -0.2699 | 0.393989 |
| 9 | 0.000115 | 0.001 | 0.499613 |
| 10 | -0.042349 | -0.3593 | 0.360196 |
| 11 | -0.027288 | -0.2315 | 0.408775 |
| 12 | -0.019373 | -0.1644 | 0.434945 |
| 13 | -0.00051 | -0.0043 | 0.498279 |
| 14 | -0.029118 | -0.2471 | 0.402776 |
| 15 | -0.018248 | -0.1548 | 0.438689 |
| 16 | -0.033449 | -0.2838 | 0.388679 |
| 17 | -0.025379 | -0.2153 | 0.415053 |
| 18 | -0.030597 | -0.2596 | 0.397947 |
| 19 | -0.024258 | -0.2058 | 0.418751 |
| 20 | -0.030088 | -0.2553 | 0.399607 |
| 21 | -0.031975 | -0.2713 | 0.393463 |
| 22 | -0.027037 | -0.2294 | 0.409597 |
| 23 | -0.035345 | -0.2999 | 0.382553 |
| 24 | -0.045514 | -0.3862 | 0.350243 |
| 25 | 0.003047 | 0.0259 | 0.489723 |
| 26 | -0.009022 | -0.0766 | 0.469597 |
| 27 | -0.030802 | -0.2614 | 0.397279 |
| 28 | -0.026514 | -0.225 | 0.411316 |
| 29 | -0.024582 | -0.2086 | 0.41768 |
| 30 | -0.052304 | -0.4438 | 0.329253 |
| 31 | -0.025626 | -0.2174 | 0.414239 |
| 32 | 0.004315 | 0.0366 | 0.485446 |
| 33 | -0.04036 | -0.3425 | 0.366497 |
| 34 | -0.016985 | -0.1441 | 0.442902 |
| 35 | -0.005026 | -0.0427 | 0.483049 |
| 36 | -0.034482 | -0.2926 | 0.38534 |
