| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.932824 | 9.5586 | 0 |
| 2 | 0.832946 | 8.5352 | 0 |
| 3 | 0.729171 | 7.4718 | 0 |
| 4 | 0.621416 | 6.3676 | 0 |
| 5 | 0.497882 | 5.1018 | 1e-06 |
| 6 | 0.366404 | 3.7545 | 0.000143 |
| 7 | 0.245307 | 2.5136 | 0.006734 |
| 8 | 0.137135 | 1.4052 | 0.081455 |
| 9 | 0.049708 | 0.5094 | 0.305788 |
| 10 | -0.023412 | -0.2399 | 0.405437 |
| 11 | -0.100206 | -1.0268 | 0.153436 |
| 12 | -0.166052 | -1.7015 | 0.045902 |
| 13 | -0.176783 | -1.8115 | 0.036462 |
| 14 | -0.145934 | -1.4954 | 0.068908 |
| 15 | -0.102017 | -1.0454 | 0.149128 |
| 16 | -0.06262 | -0.6417 | 0.261246 |
| 17 | -0.017731 | -0.1817 | 0.428089 |
| 18 | 0.020415 | 0.2092 | 0.417354 |
| 19 | 0.059284 | 0.6075 | 0.272423 |
| 20 | 0.091853 | 0.9412 | 0.174379 |
| 21 | 0.103859 | 1.0642 | 0.14483 |
| 22 | 0.100309 | 1.0279 | 0.153189 |
| 23 | 0.088781 | 0.9097 | 0.182523 |
| 24 | 0.08648 | 0.8862 | 0.188779 |
| 25 | 0.085387 | 0.875 | 0.191797 |
| 26 | 0.05775 | 0.5918 | 0.27764 |
| 27 | 0.020743 | 0.2126 | 0.416043 |
| 28 | -0.017142 | -0.1756 | 0.430454 |
| 29 | -0.053578 | -0.549 | 0.292081 |
| 30 | -0.073916 | -0.7574 | 0.225249 |
| 31 | -0.100892 | -1.0338 | 0.151794 |
| 32 | -0.130059 | -1.3327 | 0.092755 |
| 33 | -0.15497 | -1.588 | 0.05765 |
| 34 | -0.162053 | -1.6606 | 0.049893 |
| 35 | -0.152243 | -1.56 | 0.060882 |
| 36 | -0.151458 | -1.552 | 0.061838 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.932824 | 9.5586 | 0 |
| 2 | -0.286622 | -2.937 | 0.002037 |
| 3 | -0.026486 | -0.2714 | 0.393306 |
| 4 | -0.094245 | -0.9657 | 0.1682 |
| 5 | -0.186247 | -1.9085 | 0.029531 |
| 6 | -0.098403 | -1.0083 | 0.157807 |
| 7 | 0.005381 | 0.0551 | 0.478067 |
| 8 | -0.026894 | -0.2756 | 0.391707 |
| 9 | 0.064155 | 0.6574 | 0.256182 |
| 10 | -0.018532 | -0.1899 | 0.424878 |
| 11 | -0.167748 | -1.7189 | 0.044289 |
| 12 | 0.006921 | 0.0709 | 0.471799 |
| 13 | 0.333387 | 3.4162 | 0.000452 |
| 14 | 0.131234 | 1.3447 | 0.090802 |
| 15 | 0.024432 | 0.2504 | 0.4014 |
| 16 | -0.077294 | -0.792 | 0.215064 |
| 17 | -0.048189 | -0.4938 | 0.311241 |
| 18 | -0.170651 | -1.7486 | 0.041637 |
| 19 | 0.069821 | 0.7155 | 0.237959 |
| 20 | 0.023526 | 0.2411 | 0.404984 |
| 21 | -0.056976 | -0.5838 | 0.280292 |
| 22 | -0.009998 | -0.1024 | 0.459299 |
| 23 | -0.114248 | -1.1707 | 0.122186 |
| 24 | 0.035631 | 0.3651 | 0.357882 |
| 25 | 0.181586 | 1.8607 | 0.032792 |
| 26 | -0.075967 | -0.7784 | 0.219034 |
| 27 | 0.03019 | 0.3094 | 0.378833 |
| 28 | -0.057448 | -0.5887 | 0.278675 |
| 29 | -0.110358 | -1.1308 | 0.130352 |
| 30 | 0.093317 | 0.9562 | 0.17058 |
| 31 | -0.080083 | -0.8206 | 0.206863 |
| 32 | -0.033667 | -0.345 | 0.365397 |
| 33 | -0.017593 | -0.1803 | 0.428642 |
| 34 | -0.022966 | -0.2353 | 0.407204 |
| 35 | 0.019021 | 0.1949 | 0.42292 |
| 36 | -0.040867 | -0.4188 | 0.338122 |
