| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.935506 | 12.1255 | 0 |
| 2 | 0.811276 | 10.5153 | 0 |
| 3 | 0.696065 | 9.022 | 0 |
| 4 | 0.633485 | 8.2109 | 0 |
| 5 | 0.620572 | 8.0435 | 0 |
| 6 | 0.621241 | 8.0522 | 0 |
| 7 | 0.597204 | 7.7406 | 0 |
| 8 | 0.530763 | 6.8795 | 0 |
| 9 | 0.432838 | 5.6102 | 0 |
| 10 | 0.327826 | 4.2491 | 1.8e-05 |
| 11 | 0.237194 | 3.0744 | 0.001231 |
| 12 | 0.172872 | 2.2407 | 0.013179 |
| 13 | 0.137776 | 1.7858 | 0.037969 |
| 14 | 0.109797 | 1.4231 | 0.078277 |
| 15 | 0.069781 | 0.9045 | 0.183523 |
| 16 | 0.015156 | 0.1964 | 0.422248 |
| 17 | -0.044398 | -0.5755 | 0.282874 |
| 18 | -0.100645 | -1.3045 | 0.096923 |
| 19 | -0.152019 | -1.9704 | 0.025218 |
| 20 | -0.188451 | -2.4426 | 0.007809 |
| 21 | -0.21916 | -2.8406 | 0.00253 |
| 22 | -0.247713 | -3.2107 | 0.000793 |
| 23 | -0.273612 | -3.5464 | 0.000253 |
| 24 | -0.293598 | -3.8055 | 9.9e-05 |
| 25 | -0.302511 | -3.921 | 6.4e-05 |
| 26 | -0.309664 | -4.0137 | 4.5e-05 |
| 27 | -0.318716 | -4.131 | 2.8e-05 |
| 28 | -0.326413 | -4.2308 | 1.9e-05 |
| 29 | -0.322131 | -4.1753 | 2.4e-05 |
| 30 | -0.298402 | -3.8677 | 7.8e-05 |
| 31 | -0.251473 | -3.2595 | 0.000676 |
| 32 | -0.212314 | -2.7519 | 0.003288 |
| 33 | -0.202372 | -2.623 | 0.004758 |
| 34 | -0.2244 | -2.9086 | 0.002061 |
| 35 | -0.255496 | -3.3116 | 0.000568 |
| 36 | -0.260936 | -3.3821 | 0.000447 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.935506 | 12.1255 | 0 |
| 2 | -0.511874 | -6.6346 | 0 |
| 3 | 0.298349 | 3.8671 | 7.9e-05 |
| 4 | 0.252544 | 3.2733 | 0.000645 |
| 5 | 0.053558 | 0.6942 | 0.24426 |
| 6 | -0.071613 | -0.9282 | 0.177316 |
| 7 | -0.108804 | -1.4103 | 0.080155 |
| 8 | -0.129832 | -1.6828 | 0.047134 |
| 9 | -0.100703 | -1.3053 | 0.096795 |
| 10 | -0.111025 | -1.439 | 0.075999 |
| 11 | -0.092383 | -1.1974 | 0.116414 |
| 12 | -0.009886 | -0.1281 | 0.449098 |
| 13 | 0.086023 | 1.115 | 0.133224 |
| 14 | -0.103632 | -1.3432 | 0.090505 |
| 15 | -0.017162 | -0.2224 | 0.412119 |
| 16 | 0.054663 | 0.7085 | 0.239805 |
| 17 | 0.013384 | 0.1735 | 0.431242 |
| 18 | -0.081291 | -1.0537 | 0.146777 |
| 19 | -0.107386 | -1.3919 | 0.082898 |
| 20 | 0.083726 | 1.0852 | 0.139691 |
| 21 | -0.14796 | -1.9178 | 0.028418 |
| 22 | -0.018992 | -0.2462 | 0.402928 |
| 23 | 0.008783 | 0.1138 | 0.454751 |
| 24 | 0.025646 | 0.3324 | 0.369999 |
| 25 | 0.081647 | 1.0583 | 0.145728 |
| 26 | -0.116228 | -1.5065 | 0.066909 |
| 27 | 0.009632 | 0.1248 | 0.450396 |
| 28 | 0.075141 | 0.9739 | 0.165743 |
| 29 | 0.101239 | 1.3122 | 0.095621 |
| 30 | 0.032159 | 0.4168 | 0.338669 |
| 31 | 0.106519 | 1.3806 | 0.084611 |
| 32 | -0.194301 | -2.5184 | 0.006362 |
| 33 | -0.117392 | -1.5216 | 0.064998 |
| 34 | -0.120205 | -1.558 | 0.060554 |
| 35 | -0.036147 | -0.4685 | 0.320009 |
| 36 | 0.101493 | 1.3155 | 0.095067 |
