| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.890527 | 6.898 | 0 |
| 2 | 0.727437 | 5.6347 | 0 |
| 3 | 0.618678 | 4.7923 | 6e-06 |
| 4 | 0.575508 | 4.4579 | 1.8e-05 |
| 5 | 0.576149 | 4.4628 | 1.8e-05 |
| 6 | 0.56402 | 4.3689 | 2.5e-05 |
| 7 | 0.508262 | 3.937 | 0.000109 |
| 8 | 0.433857 | 3.3606 | 0.000678 |
| 9 | 0.377091 | 2.9209 | 0.002456 |
| 10 | 0.374052 | 2.8974 | 0.002623 |
| 11 | 0.418909 | 3.2449 | 0.000962 |
| 12 | 0.4227 | 3.2742 | 0.000881 |
| 13 | 0.28349 | 2.1959 | 0.015988 |
| 14 | 0.113765 | 0.8812 | 0.190859 |
| 15 | -0.003497 | -0.0271 | 0.489238 |
| 16 | -0.060835 | -0.4712 | 0.319595 |
| 17 | -0.073933 | -0.5727 | 0.284499 |
| 18 | -0.095085 | -0.7365 | 0.232141 |
| 19 | -0.148582 | -1.1509 | 0.127167 |
| 20 | -0.213378 | -1.6528 | 0.051796 |
| 21 | -0.25946 | -2.0098 | 0.024479 |
| 22 | -0.258604 | -2.0031 | 0.024843 |
| 23 | -0.220027 | -1.7043 | 0.046747 |
| 24 | -0.206544 | -1.5999 | 0.057439 |
| 25 | -0.289572 | -2.243 | 0.014301 |
| 26 | -0.383031 | -2.9669 | 0.002157 |
| 27 | -0.433254 | -3.356 | 0.000688 |
| 28 | -0.435794 | -3.3756 | 0.000648 |
| 29 | -0.40545 | -3.1406 | 0.001308 |
| 30 | -0.38224 | -2.9608 | 0.002195 |
| 31 | -0.373054 | -2.8897 | 0.00268 |
| 32 | -0.365992 | -2.835 | 0.003119 |
| 33 | -0.353221 | -2.736 | 0.004084 |
| 34 | -0.312569 | -2.4212 | 0.009256 |
| 35 | -0.247522 | -1.9173 | 0.029982 |
| 36 | -0.207444 | -1.6069 | 0.056669 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.890527 | 6.898 | 0 |
| 2 | -0.316971 | -2.4553 | 0.008497 |
| 3 | 0.256825 | 1.9894 | 0.025613 |
| 4 | 0.118088 | 0.9147 | 0.182005 |
| 5 | 0.144873 | 1.1222 | 0.133128 |
| 6 | -0.062562 | -0.4846 | 0.314862 |
| 7 | -0.078977 | -0.6118 | 0.271506 |
| 8 | -0.006678 | -0.0517 | 0.479458 |
| 9 | 0.022728 | 0.1761 | 0.430424 |
| 10 | 0.158719 | 1.2294 | 0.111854 |
| 11 | 0.132375 | 1.0254 | 0.154652 |
| 12 | -0.203496 | -1.5763 | 0.06011 |
| 13 | -0.58464 | -4.5286 | 1.4e-05 |
| 14 | 0.10732 | 0.8313 | 0.204552 |
| 15 | -0.069475 | -0.5381 | 0.296233 |
| 16 | -0.095359 | -0.7387 | 0.2315 |
| 17 | -0.062921 | -0.4874 | 0.313882 |
| 18 | -0.031111 | -0.241 | 0.405194 |
| 19 | 0.004505 | 0.0349 | 0.48614 |
| 20 | 0.008617 | 0.0667 | 0.473502 |
| 21 | 0.064961 | 0.5032 | 0.308339 |
| 22 | -0.032871 | -0.2546 | 0.399944 |
| 23 | -0.020592 | -0.1595 | 0.436904 |
| 24 | 0.071538 | 0.5541 | 0.290773 |
| 25 | -0.056733 | -0.4394 | 0.330958 |
| 26 | 0.082722 | 0.6408 | 0.262059 |
| 27 | -0.068936 | -0.534 | 0.297665 |
| 28 | 0.011504 | 0.0891 | 0.464647 |
| 29 | -0.061511 | -0.4765 | 0.317737 |
| 30 | 0.029682 | 0.2299 | 0.40947 |
| 31 | 0.10508 | 0.8139 | 0.209448 |
| 32 | -0.002725 | -0.0211 | 0.491616 |
| 33 | -0.050239 | -0.3891 | 0.349272 |
| 34 | -0.014635 | -0.1134 | 0.455062 |
| 35 | 0.044173 | 0.3422 | 0.366713 |
| 36 | -0.061476 | -0.4762 | 0.317834 |
