| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.885165 | 6.9134 | 0 |
| 2 | 0.727801 | 5.6843 | 0 |
| 3 | 0.62071 | 4.8479 | 4e-06 |
| 4 | 0.578274 | 4.5165 | 1.5e-05 |
| 5 | 0.576343 | 4.5014 | 1.5e-05 |
| 6 | 0.558672 | 4.3634 | 2.5e-05 |
| 7 | 0.501291 | 3.9152 | 0.000115 |
| 8 | 0.429984 | 3.3583 | 0.000678 |
| 9 | 0.402348 | 3.1424 | 0.001293 |
| 10 | 0.403951 | 3.155 | 0.001246 |
| 11 | 0.447271 | 3.4933 | 0.000447 |
| 12 | 0.442602 | 3.4568 | 0.000501 |
| 13 | 0.298384 | 2.3305 | 0.011553 |
| 14 | 0.134566 | 1.051 | 0.148703 |
| 15 | 0.018684 | 0.1459 | 0.442231 |
| 16 | -0.038542 | -0.301 | 0.38221 |
| 17 | -0.056971 | -0.445 | 0.328961 |
| 18 | -0.081265 | -0.6347 | 0.263998 |
| 19 | -0.134196 | -1.0481 | 0.149363 |
| 20 | -0.197553 | -1.5429 | 0.064009 |
| 21 | -0.217648 | -1.6999 | 0.047123 |
| 22 | -0.213426 | -1.6669 | 0.05033 |
| 23 | -0.178906 | -1.3973 | 0.083693 |
| 24 | -0.182653 | -1.4266 | 0.079402 |
| 25 | -0.274975 | -2.1476 | 0.017863 |
| 26 | -0.37059 | -2.8944 | 0.002632 |
| 27 | -0.41718 | -3.2583 | 0.000917 |
| 28 | -0.425996 | -3.3271 | 0.000745 |
| 29 | -0.406114 | -3.1719 | 0.001186 |
| 30 | -0.387367 | -3.0254 | 0.001816 |
| 31 | -0.386942 | -3.0221 | 0.001833 |
| 32 | -0.387066 | -3.0231 | 0.001828 |
| 33 | -0.345498 | -2.6984 | 0.004499 |
| 34 | -0.300677 | -2.3484 | 0.011057 |
| 35 | -0.249625 | -1.9496 | 0.02791 |
| 36 | -0.218703 | -1.7081 | 0.046349 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.885165 | 6.9134 | 0 |
| 2 | -0.257366 | -2.0101 | 0.024425 |
| 3 | 0.190436 | 1.4874 | 0.071037 |
| 4 | 0.15409 | 1.2035 | 0.11672 |
| 5 | 0.121484 | 0.9488 | 0.173228 |
| 6 | -0.05067 | -0.3957 | 0.346837 |
| 7 | -0.074447 | -0.5814 | 0.281541 |
| 8 | -0.007519 | -0.0587 | 0.476682 |
| 9 | 0.157446 | 1.2297 | 0.111767 |
| 10 | -0.007798 | -0.0609 | 0.475817 |
| 11 | 0.230961 | 1.8039 | 0.038095 |
| 12 | -0.232506 | -1.8159 | 0.037148 |
| 13 | -0.537314 | -4.1966 | 4.5e-05 |
| 14 | 0.024731 | 0.1932 | 0.423739 |
| 15 | -0.105876 | -0.8269 | 0.205754 |
| 16 | -0.128319 | -1.0022 | 0.160102 |
| 17 | 0.02084 | 0.1628 | 0.435621 |
| 18 | -0.032494 | -0.2538 | 0.400257 |
| 19 | 0.040309 | 0.3148 | 0.376985 |
| 20 | -0.085918 | -0.671 | 0.252364 |
| 21 | 0.091525 | 0.7148 | 0.23872 |
| 22 | 0.014558 | 0.1137 | 0.454923 |
| 23 | -0.024384 | -0.1904 | 0.424797 |
| 24 | 0.04504 | 0.3518 | 0.36311 |
| 25 | -0.030614 | -0.2391 | 0.405914 |
| 26 | 0.015049 | 0.1175 | 0.453411 |
| 27 | 0.060929 | 0.4759 | 0.317932 |
| 28 | -0.152273 | -1.1893 | 0.119468 |
| 29 | 0.068726 | 0.5368 | 0.296691 |
| 30 | -0.04972 | -0.3883 | 0.349563 |
| 31 | 0.035584 | 0.2779 | 0.391007 |
| 32 | 0.037727 | 0.2947 | 0.384627 |
| 33 | 0.066983 | 0.5232 | 0.301381 |
| 34 | -0.076655 | -0.5987 | 0.275796 |
| 35 | -0.026467 | -0.2067 | 0.41846 |
| 36 | 0.101534 | 0.793 | 0.215424 |
