| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.935977 | 7.25 | 0 |
| 2 | 0.852066 | 6.6001 | 0 |
| 3 | 0.799646 | 6.194 | 0 |
| 4 | 0.774288 | 5.9976 | 0 |
| 5 | 0.758976 | 5.879 | 0 |
| 6 | 0.721206 | 5.5864 | 0 |
| 7 | 0.646132 | 5.0049 | 3e-06 |
| 8 | 0.550092 | 4.261 | 3.6e-05 |
| 9 | 0.470132 | 3.6416 | 0.000283 |
| 10 | 0.417344 | 3.2327 | 0.000997 |
| 11 | 0.401568 | 3.1105 | 0.001428 |
| 12 | 0.363149 | 2.8129 | 0.003313 |
| 13 | 0.254784 | 1.9735 | 0.026522 |
| 14 | 0.145805 | 1.1294 | 0.131612 |
| 15 | 0.067951 | 0.5263 | 0.300295 |
| 16 | 0.017348 | 0.1344 | 0.446778 |
| 17 | -0.016106 | -0.1248 | 0.450566 |
| 18 | -0.058613 | -0.454 | 0.325728 |
| 19 | -0.12403 | -0.9607 | 0.170271 |
| 20 | -0.208225 | -1.6129 | 0.056007 |
| 21 | -0.268956 | -2.0833 | 0.020745 |
| 22 | -0.302886 | -2.3461 | 0.011145 |
| 23 | -0.311426 | -2.4123 | 0.009463 |
| 24 | -0.336165 | -2.6039 | 0.0058 |
| 25 | -0.394857 | -3.0585 | 0.001661 |
| 26 | -0.445895 | -3.4539 | 0.00051 |
| 27 | -0.464463 | -3.5977 | 0.000325 |
| 28 | -0.460553 | -3.5674 | 0.000358 |
| 29 | -0.440402 | -3.4113 | 0.000581 |
| 30 | -0.419206 | -3.2472 | 0.000955 |
| 31 | -0.412944 | -3.1987 | 0.001103 |
| 32 | -0.416555 | -3.2266 | 0.001015 |
| 33 | -0.39446 | -3.0555 | 0.001675 |
| 34 | -0.364271 | -2.8216 | 0.003235 |
| 35 | -0.330425 | -2.5595 | 0.006511 |
| 36 | -0.303192 | -2.3485 | 0.011081 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.935977 | 7.25 | 0 |
| 2 | -0.193531 | -1.4991 | 0.069548 |
| 3 | 0.242476 | 1.8782 | 0.032607 |
| 4 | 0.10879 | 0.8427 | 0.201377 |
| 5 | 0.076844 | 0.5952 | 0.276964 |
| 6 | -0.151818 | -1.176 | 0.122125 |
| 7 | -0.234042 | -1.8129 | 0.037426 |
| 8 | -0.213774 | -1.6559 | 0.051483 |
| 9 | -0.036167 | -0.2801 | 0.390165 |
| 10 | -0.003349 | -0.0259 | 0.489694 |
| 11 | 0.273837 | 2.1211 | 0.019026 |
| 12 | -0.1811 | -1.4028 | 0.082916 |
| 13 | -0.425171 | -3.2934 | 0.000832 |
| 14 | 0.084682 | 0.6559 | 0.257184 |
| 15 | -0.028948 | -0.2242 | 0.411669 |
| 16 | -0.051981 | -0.4026 | 0.344322 |
| 17 | 0.0474 | 0.3672 | 0.357396 |
| 18 | 0.017286 | 0.1339 | 0.446968 |
| 19 | 0.048404 | 0.3749 | 0.354514 |
| 20 | -0.158285 | -1.2261 | 0.112481 |
| 21 | 0.093192 | 0.7219 | 0.236592 |
| 22 | -0.11994 | -0.929 | 0.178293 |
| 23 | -0.096207 | -0.7452 | 0.229526 |
| 24 | 0.008827 | 0.0684 | 0.472857 |
| 25 | 0.026969 | 0.2089 | 0.417617 |
| 26 | -0.00044 | -0.0034 | 0.498645 |
| 27 | 0.143569 | 1.1121 | 0.13527 |
| 28 | -0.035565 | -0.2755 | 0.391946 |
| 29 | 0.094746 | 0.7339 | 0.232935 |
| 30 | 0.005317 | 0.0412 | 0.483643 |
| 31 | 0.087067 | 0.6744 | 0.251317 |
| 32 | -0.01072 | -0.083 | 0.46705 |
| 33 | 0.067141 | 0.5201 | 0.302463 |
| 34 | -0.206214 | -1.5973 | 0.057723 |
| 35 | -0.06715 | -0.5201 | 0.30244 |
| 36 | 0.013073 | 0.1013 | 0.459839 |
