| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.93824 | 7.3279 | 0 |
| 2 | 0.855924 | 6.685 | 0 |
| 3 | 0.808576 | 6.3152 | 0 |
| 4 | 0.786733 | 6.1446 | 0 |
| 5 | 0.771126 | 6.0227 | 0 |
| 6 | 0.734252 | 5.7347 | 0 |
| 7 | 0.658182 | 5.1406 | 2e-06 |
| 8 | 0.561786 | 4.3877 | 2.3e-05 |
| 9 | 0.484245 | 3.7821 | 0.000178 |
| 10 | 0.439623 | 3.4336 | 0.000538 |
| 11 | 0.428047 | 3.3432 | 0.00071 |
| 12 | 0.388723 | 3.036 | 0.001761 |
| 13 | 0.276444 | 2.1591 | 0.017392 |
| 14 | 0.164546 | 1.2851 | 0.1018 |
| 15 | 0.091913 | 0.7179 | 0.237791 |
| 16 | 0.044982 | 0.3513 | 0.363279 |
| 17 | 0.009766 | 0.0763 | 0.469724 |
| 18 | -0.034368 | -0.2684 | 0.39464 |
| 19 | -0.103045 | -0.8048 | 0.212028 |
| 20 | -0.188026 | -1.4685 | 0.073549 |
| 21 | -0.247664 | -1.9343 | 0.028858 |
| 22 | -0.275676 | -2.1531 | 0.017637 |
| 23 | -0.281743 | -2.2005 | 0.015784 |
| 24 | -0.30907 | -2.4139 | 0.009399 |
| 25 | -0.377711 | -2.95 | 0.002251 |
| 26 | -0.435865 | -3.4042 | 0.000589 |
| 27 | -0.452589 | -3.5348 | 0.000393 |
| 28 | -0.450347 | -3.5173 | 0.000415 |
| 29 | -0.433437 | -3.3853 | 0.000624 |
| 30 | -0.418307 | -3.2671 | 0.000893 |
| 31 | -0.418164 | -3.266 | 0.000896 |
| 32 | -0.426459 | -3.3308 | 0.000737 |
| 33 | -0.409694 | -3.1998 | 0.001092 |
| 34 | -0.374195 | -2.9226 | 0.002432 |
| 35 | -0.334936 | -2.6159 | 0.0056 |
| 36 | -0.315803 | -2.4665 | 0.008235 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.93824 | 7.3279 | 0 |
| 2 | -0.203592 | -1.5901 | 0.05849 |
| 3 | 0.287903 | 2.2486 | 0.014081 |
| 4 | 0.082292 | 0.6427 | 0.261407 |
| 5 | 0.072557 | 0.5667 | 0.286503 |
| 6 | -0.141629 | -1.1062 | 0.136501 |
| 7 | -0.273623 | -2.1371 | 0.018306 |
| 8 | -0.21574 | -1.685 | 0.048551 |
| 9 | -0.038445 | -0.3003 | 0.382498 |
| 10 | 0.056208 | 0.439 | 0.331106 |
| 11 | 0.277338 | 2.1661 | 0.017111 |
| 12 | -0.183891 | -1.4362 | 0.078023 |
| 13 | -0.47004 | -3.6711 | 0.000255 |
| 14 | 0.054305 | 0.4241 | 0.336479 |
| 15 | -0.015599 | -0.1218 | 0.451715 |
| 16 | -0.035638 | -0.2783 | 0.390845 |
| 17 | 0.047921 | 0.3743 | 0.354749 |
| 18 | 0.059759 | 0.4667 | 0.321177 |
| 19 | 0.093048 | 0.7267 | 0.235085 |
| 20 | -0.129365 | -1.0104 | 0.158154 |
| 21 | -0.012155 | -0.0949 | 0.462339 |
| 22 | -0.140899 | -1.1005 | 0.137729 |
| 23 | -0.071808 | -0.5608 | 0.28848 |
| 24 | 0.020052 | 0.1566 | 0.438034 |
| 25 | -0.011417 | -0.0892 | 0.464619 |
| 26 | 0.05543 | 0.4329 | 0.333299 |
| 27 | 0.168568 | 1.3166 | 0.096456 |
| 28 | -0.056864 | -0.4441 | 0.329262 |
| 29 | 0.123089 | 0.9614 | 0.170085 |
| 30 | -0.044842 | -0.3502 | 0.363688 |
| 31 | 0.084415 | 0.6593 | 0.256093 |
| 32 | -0.002725 | -0.0213 | 0.491546 |
| 33 | 0.004401 | 0.0344 | 0.486345 |
| 34 | -0.099621 | -0.7781 | 0.21977 |
| 35 | -0.096221 | -0.7515 | 0.227618 |
| 36 | -0.082018 | -0.6406 | 0.262098 |
