| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.882791 | 7.4907 | 0 |
| 2 | 0.706415 | 5.9941 | 0 |
| 3 | 0.571087 | 4.8458 | 4e-06 |
| 4 | 0.503363 | 4.2712 | 2.9e-05 |
| 5 | 0.493222 | 4.1851 | 4e-05 |
| 6 | 0.466693 | 3.96 | 8.7e-05 |
| 7 | 0.405558 | 3.4413 | 0.000484 |
| 8 | 0.335915 | 2.8503 | 0.002846 |
| 9 | 0.322 | 2.7323 | 0.003954 |
| 10 | 0.362954 | 3.0798 | 0.001466 |
| 11 | 0.435546 | 3.6957 | 0.000212 |
| 12 | 0.460145 | 3.9045 | 0.000105 |
| 13 | 0.328927 | 2.791 | 0.003361 |
| 14 | 0.159606 | 1.3543 | 0.089937 |
| 15 | 0.027806 | 0.2359 | 0.407073 |
| 16 | -0.048519 | -0.4117 | 0.340893 |
| 17 | -0.076097 | -0.6457 | 0.26026 |
| 18 | -0.116896 | -0.9919 | 0.162285 |
| 19 | -0.180696 | -1.5333 | 0.064797 |
| 20 | -0.240229 | -2.0384 | 0.022591 |
| 21 | -0.247049 | -2.0963 | 0.019786 |
| 22 | -0.205364 | -1.7426 | 0.042839 |
| 23 | -0.145809 | -1.2372 | 0.11001 |
| 24 | -0.122695 | -1.0411 | 0.150657 |
| 25 | -0.218231 | -1.8518 | 0.034081 |
| 26 | -0.336992 | -2.8595 | 0.002774 |
| 27 | -0.413444 | -3.5082 | 0.000391 |
| 28 | -0.430268 | -3.6509 | 0.000246 |
| 29 | -0.413196 | -3.5061 | 0.000393 |
| 30 | -0.407365 | -3.4566 | 0.000461 |
| 31 | -0.415535 | -3.5259 | 0.000369 |
| 32 | -0.423258 | -3.5915 | 0.000299 |
| 33 | -0.39142 | -3.3213 | 0.000705 |
| 34 | -0.332725 | -2.8233 | 0.003072 |
| 35 | -0.263492 | -2.2358 | 0.014233 |
| 36 | -0.220178 | -1.8683 | 0.032897 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.882791 | 7.4907 | 0 |
| 2 | -0.330366 | -2.8033 | 0.003248 |
| 3 | 0.168327 | 1.4283 | 0.078764 |
| 4 | 0.132594 | 1.1251 | 0.132142 |
| 5 | 0.139238 | 1.1815 | 0.120652 |
| 6 | -0.142118 | -1.2059 | 0.115899 |
| 7 | -0.024134 | -0.2048 | 0.419159 |
| 8 | 0.019351 | 0.1642 | 0.435019 |
| 9 | 0.238872 | 2.0269 | 0.023188 |
| 10 | 0.071347 | 0.6054 | 0.273408 |
| 11 | 0.168765 | 1.432 | 0.078232 |
| 12 | -0.156794 | -1.3304 | 0.093786 |
| 13 | -0.566152 | -4.804 | 4e-06 |
| 14 | 0.06737 | 0.5717 | 0.284669 |
| 15 | -0.0931 | -0.79 | 0.216068 |
| 16 | -0.124525 | -1.0566 | 0.147106 |
| 17 | -0.031331 | -0.2659 | 0.395556 |
| 18 | -0.032983 | -0.2799 | 0.390191 |
| 19 | 0.001722 | 0.0146 | 0.494192 |
| 20 | -0.005193 | -0.0441 | 0.482488 |
| 21 | 0.002248 | 0.0191 | 0.492417 |
| 22 | 0.013464 | 0.1142 | 0.454682 |
| 23 | -0.061415 | -0.5211 | 0.301941 |
| 24 | 0.026233 | 0.2226 | 0.412242 |
| 25 | -0.159757 | -1.3556 | 0.089734 |
| 26 | 0.022452 | 0.1905 | 0.424721 |
| 27 | 0.020633 | 0.1751 | 0.430754 |
| 28 | 0.078122 | 0.6629 | 0.254759 |
| 29 | -0.098201 | -0.8333 | 0.203726 |
| 30 | 0.096532 | 0.8191 | 0.207716 |
| 31 | 0.031181 | 0.2646 | 0.396045 |
| 32 | -0.059343 | -0.5035 | 0.308059 |
| 33 | -0.050496 | -0.4285 | 0.334793 |
| 34 | -0.073462 | -0.6233 | 0.267514 |
| 35 | 0.016147 | 0.137 | 0.445702 |
| 36 | -0.002653 | -0.0225 | 0.491051 |
