| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.901309 | 7.0969 | 0 |
| 2 | 0.746261 | 5.8761 | 0 |
| 3 | 0.63513 | 5.001 | 2e-06 |
| 4 | 0.585618 | 4.6112 | 1e-05 |
| 5 | 0.570444 | 4.4917 | 1.6e-05 |
| 6 | 0.552715 | 4.3521 | 2.6e-05 |
| 7 | 0.50627 | 3.9864 | 9e-05 |
| 8 | 0.455207 | 3.5843 | 0.000333 |
| 9 | 0.451268 | 3.5533 | 0.000367 |
| 10 | 0.501609 | 3.9497 | 0.000101 |
| 11 | 0.581148 | 4.576 | 1.2e-05 |
| 12 | 0.577159 | 4.5446 | 1.3e-05 |
| 13 | 0.447521 | 3.5238 | 0.000403 |
| 14 | 0.279431 | 2.2002 | 0.015762 |
| 15 | 0.162502 | 1.2795 | 0.102737 |
| 16 | 0.098321 | 0.7742 | 0.220882 |
| 17 | 0.062074 | 0.4888 | 0.313364 |
| 18 | 0.02883 | 0.227 | 0.410583 |
| 19 | -0.023539 | -0.1853 | 0.426782 |
| 20 | -0.073793 | -0.5811 | 0.281656 |
| 21 | -0.085167 | -0.6706 | 0.252481 |
| 22 | -0.051063 | -0.4021 | 0.344509 |
| 23 | -0.006172 | -0.0486 | 0.480698 |
| 24 | -0.01739 | -0.1369 | 0.445765 |
| 25 | -0.123633 | -0.9735 | 0.167046 |
| 26 | -0.248766 | -1.9588 | 0.02732 |
| 27 | -0.322942 | -2.5429 | 0.006753 |
| 28 | -0.359163 | -2.8281 | 0.00315 |
| 29 | -0.371269 | -2.9234 | 0.002414 |
| 30 | -0.382665 | -3.0131 | 0.001871 |
| 31 | -0.401816 | -3.1639 | 0.001206 |
| 32 | -0.416133 | -3.2766 | 0.000862 |
| 33 | -0.394455 | -3.1059 | 0.00143 |
| 34 | -0.337757 | -2.6595 | 0.004973 |
| 35 | -0.274022 | -2.1576 | 0.017419 |
| 36 | -0.262278 | -2.0652 | 0.021547 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.901309 | 7.0969 | 0 |
| 2 | -0.352252 | -2.7736 | 0.003657 |
| 3 | 0.262093 | 2.0637 | 0.021618 |
| 4 | 0.117046 | 0.9216 | 0.180149 |
| 5 | 0.070933 | 0.5585 | 0.289249 |
| 6 | -0.002383 | -0.0188 | 0.492544 |
| 7 | -0.076804 | -0.6048 | 0.273776 |
| 8 | 0.079625 | 0.627 | 0.266492 |
| 9 | 0.225113 | 1.7725 | 0.040609 |
| 10 | 0.16585 | 1.3059 | 0.098205 |
| 11 | 0.201378 | 1.5856 | 0.058953 |
| 12 | -0.424408 | -3.3418 | 0.000707 |
| 13 | -0.422962 | -3.3304 | 0.000732 |
| 14 | -0.145046 | -1.1421 | 0.128904 |
| 15 | -0.023954 | -0.1886 | 0.425506 |
| 16 | -0.118409 | -0.9324 | 0.177384 |
| 17 | -0.044852 | -0.3532 | 0.362581 |
| 18 | 0.048208 | 0.3796 | 0.352773 |
| 19 | 0.03982 | 0.3135 | 0.377459 |
| 20 | -0.047444 | -0.3736 | 0.354997 |
| 21 | -0.058822 | -0.4632 | 0.322433 |
| 22 | -0.110192 | -0.8677 | 0.194466 |
| 23 | 0.06059 | 0.4771 | 0.31749 |
| 24 | 0.131542 | 1.0358 | 0.152167 |
| 25 | -0.107554 | -0.8469 | 0.200159 |
| 26 | 0.033542 | 0.2641 | 0.396287 |
| 27 | 0.059587 | 0.4692 | 0.320291 |
| 28 | -0.096097 | -0.7567 | 0.226057 |
| 29 | 0.009313 | 0.0733 | 0.47089 |
| 30 | -0.117163 | -0.9225 | 0.179911 |
| 31 | 0.062609 | 0.493 | 0.311884 |
| 32 | 0.031286 | 0.2463 | 0.403113 |
| 33 | 0.031556 | 0.2485 | 0.402297 |
| 34 | 0.030344 | 0.2389 | 0.405973 |
| 35 | 0.009843 | 0.0775 | 0.469235 |
| 36 | -0.014425 | -0.1136 | 0.454968 |
