| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.942978 | 6.5331 | 0 |
| 2 | 0.84333 | 5.8428 | 0 |
| 3 | 0.71672 | 4.9656 | 5e-06 |
| 4 | 0.57384 | 3.9757 | 0.000118 |
| 5 | 0.40285 | 2.791 | 0.003759 |
| 6 | 0.247441 | 1.7143 | 0.04646 |
| 7 | 0.101955 | 0.7064 | 0.241688 |
| 8 | -0.03524 | -0.2442 | 0.404077 |
| 9 | -0.166267 | -1.1519 | 0.127527 |
| 10 | -0.269622 | -1.868 | 0.033937 |
| 11 | -0.355011 | -2.4596 | 0.008782 |
| 12 | -0.42642 | -2.9543 | 0.002421 |
| 13 | -0.451156 | -3.1257 | 0.001504 |
| 14 | -0.437878 | -3.0337 | 0.001946 |
| 15 | -0.407891 | -2.826 | 0.003425 |
| 16 | -0.376222 | -2.6065 | 0.006074 |
| 17 | -0.332135 | -2.3011 | 0.012886 |
| 18 | -0.293428 | -2.0329 | 0.023805 |
| 19 | -0.26179 | -1.8137 | 0.037986 |
| 20 | -0.238807 | -1.6545 | 0.052276 |
| 21 | -0.201935 | -1.399 | 0.084114 |
| 22 | -0.165208 | -1.1446 | 0.129026 |
| 23 | -0.130785 | -0.9061 | 0.184703 |
| 24 | -0.097146 | -0.673 | 0.252073 |
| 25 | -0.058616 | -0.4061 | 0.343236 |
| 26 | -0.033444 | -0.2317 | 0.408877 |
| 27 | -0.012448 | -0.0862 | 0.465817 |
| 28 | 0.008621 | 0.0597 | 0.476311 |
| 29 | 0.031483 | 0.2181 | 0.41413 |
| 30 | 0.045535 | 0.3155 | 0.376884 |
| 31 | 0.060657 | 0.4202 | 0.338091 |
| 32 | 0.080654 | 0.5588 | 0.289451 |
| 33 | 0.089244 | 0.6183 | 0.26965 |
| 34 | 0.082807 | 0.5737 | 0.284424 |
| 35 | 0.070813 | 0.4906 | 0.31297 |
| 36 | 0.061615 | 0.4269 | 0.335686 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.942978 | 6.5331 | 0 |
| 2 | -0.414088 | -2.8689 | 0.003053 |
| 3 | -0.188963 | -1.3092 | 0.098353 |
| 4 | -0.122997 | -0.8522 | 0.199181 |
| 5 | -0.326636 | -2.263 | 0.014098 |
| 6 | 0.231897 | 1.6066 | 0.057348 |
| 7 | -0.119061 | -0.8249 | 0.20676 |
| 8 | -0.131816 | -0.9133 | 0.182838 |
| 9 | -0.054143 | -0.3751 | 0.354615 |
| 10 | -0.024768 | -0.1716 | 0.432238 |
| 11 | -0.050633 | -0.3508 | 0.363639 |
| 12 | -0.095593 | -0.6623 | 0.255478 |
| 13 | 0.386776 | 2.6797 | 0.005033 |
| 14 | -0.114758 | -0.7951 | 0.215244 |
| 15 | -0.107915 | -0.7477 | 0.229157 |
| 16 | -0.113748 | -0.7881 | 0.217265 |
| 17 | -0.187645 | -1.3 | 0.099898 |
| 18 | -0.028918 | -0.2003 | 0.421028 |
| 19 | 0.000772 | 0.0053 | 0.497877 |
| 20 | -0.016986 | -0.1177 | 0.453406 |
| 21 | 0.092007 | 0.6374 | 0.263434 |
| 22 | 0.001072 | 0.0074 | 0.497052 |
| 23 | -0.102988 | -0.7135 | 0.23949 |
| 24 | -0.063899 | -0.4427 | 0.329983 |
| 25 | 0.111407 | 0.7719 | 0.221993 |
| 26 | -0.06152 | -0.4262 | 0.335925 |
| 27 | 0.066668 | 0.4619 | 0.323123 |
| 28 | -0.023105 | -0.1601 | 0.436747 |
| 29 | -0.115687 | -0.8015 | 0.213394 |
| 30 | -0.095739 | -0.6633 | 0.255156 |
| 31 | 0.019015 | 0.1317 | 0.44787 |
| 32 | 0.035236 | 0.2441 | 0.404088 |
| 33 | -0.103679 | -0.7183 | 0.238025 |
| 34 | 0.084976 | 0.5887 | 0.279401 |
| 35 | -0.105876 | -0.7335 | 0.233402 |
| 36 | 0.00809 | 0.056 | 0.477768 |
