| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.89207 | 7.9289 | 0 |
| 2 | 0.718851 | 6.3893 | 0 |
| 3 | 0.58662 | 5.214 | 1e-06 |
| 4 | 0.518707 | 4.6104 | 8e-06 |
| 5 | 0.503142 | 4.472 | 1.3e-05 |
| 6 | 0.483949 | 4.3014 | 2.4e-05 |
| 7 | 0.445126 | 3.9564 | 8.3e-05 |
| 8 | 0.400819 | 3.5626 | 0.000313 |
| 9 | 0.40497 | 3.5995 | 0.000277 |
| 10 | 0.468675 | 4.1657 | 3.9e-05 |
| 11 | 0.567057 | 5.0401 | 1e-06 |
| 12 | 0.599948 | 5.3325 | 0 |
| 13 | 0.469051 | 4.169 | 3.9e-05 |
| 14 | 0.28993 | 2.577 | 0.005914 |
| 15 | 0.148993 | 1.3243 | 0.094615 |
| 16 | 0.058754 | 0.5222 | 0.301489 |
| 17 | 0.016754 | 0.1489 | 0.440999 |
| 18 | -0.022436 | -0.1994 | 0.421226 |
| 19 | -0.072602 | -0.6453 | 0.260301 |
| 20 | -0.120181 | -1.0682 | 0.144344 |
| 21 | -0.120355 | -1.0697 | 0.143997 |
| 22 | -0.066363 | -0.5898 | 0.278489 |
| 23 | 0.008136 | 0.0723 | 0.471267 |
| 24 | 0.023535 | 0.2092 | 0.417422 |
| 25 | -0.092406 | -0.8213 | 0.206968 |
| 26 | -0.237595 | -2.1118 | 0.018933 |
| 27 | -0.342791 | -3.0468 | 0.001572 |
| 28 | -0.394464 | -3.5061 | 0.000376 |
| 29 | -0.404867 | -3.5985 | 0.000278 |
| 30 | -0.414028 | -3.68 | 0.000212 |
| 31 | -0.428258 | -3.8064 | 0.000138 |
| 32 | -0.437381 | -3.8875 | 0.000105 |
| 33 | -0.403033 | -3.5822 | 0.000293 |
| 34 | -0.332311 | -2.9536 | 0.002068 |
| 35 | -0.253274 | -2.2511 | 0.013578 |
| 36 | -0.213595 | -1.8985 | 0.030643 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.89207 | 7.9289 | 0 |
| 2 | -0.376761 | -3.3487 | 0.000623 |
| 3 | 0.227415 | 2.0213 | 0.023317 |
| 4 | 0.100622 | 0.8944 | 0.186926 |
| 5 | 0.130342 | 1.1585 | 0.125074 |
| 6 | -0.093443 | -0.8305 | 0.204368 |
| 7 | 0.037627 | 0.3344 | 0.369469 |
| 8 | 0.022933 | 0.2038 | 0.419505 |
| 9 | 0.27703 | 2.4623 | 0.007991 |
| 10 | 0.160564 | 1.4271 | 0.078742 |
| 11 | 0.236703 | 2.1039 | 0.019286 |
| 12 | -0.282991 | -2.5153 | 0.006961 |
| 13 | -0.615567 | -5.4713 | 0 |
| 14 | 0.064829 | 0.5762 | 0.283055 |
| 15 | -0.097638 | -0.8678 | 0.194058 |
| 16 | -0.207354 | -1.843 | 0.03454 |
| 17 | -0.025833 | -0.2296 | 0.409494 |
| 18 | -0.037345 | -0.3319 | 0.370412 |
| 19 | 0.01623 | 0.1443 | 0.442833 |
| 20 | -0.001137 | -0.0101 | 0.49598 |
| 21 | 0.024542 | 0.2181 | 0.413944 |
| 22 | -0.018262 | -0.1623 | 0.435736 |
| 23 | -0.065207 | -0.5796 | 0.281927 |
| 24 | 0.021706 | 0.1929 | 0.423757 |
| 25 | -0.132405 | -1.1768 | 0.121396 |
| 26 | 0.04739 | 0.4212 | 0.337373 |
| 27 | 0.011607 | 0.1032 | 0.459045 |
| 28 | 0.118933 | 1.0571 | 0.146844 |
| 29 | -0.05556 | -0.4938 | 0.3114 |
| 30 | 0.028839 | 0.2563 | 0.399181 |
| 31 | 0.064401 | 0.5724 | 0.284336 |
| 32 | -0.019877 | -0.1767 | 0.43011 |
| 33 | -0.020751 | -0.1844 | 0.427071 |
| 34 | -0.12151 | -1.08 | 0.141713 |
| 35 | -0.009812 | -0.0872 | 0.465362 |
| 36 | 0.201672 | 1.7925 | 0.03844 |
