| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.960096 | 18.2165 | 0 |
| 2 | 0.903145 | 17.136 | 0 |
| 3 | 0.820417 | 15.5663 | 0 |
| 4 | 0.725499 | 13.7654 | 0 |
| 5 | 0.616328 | 11.694 | 0 |
| 6 | 0.499497 | 9.4773 | 0 |
| 7 | 0.376475 | 7.1431 | 0 |
| 8 | 0.258656 | 4.9076 | 1e-06 |
| 9 | 0.142716 | 2.7078 | 0.003548 |
| 10 | 0.032644 | 0.6194 | 0.268028 |
| 11 | -0.063671 | -1.2081 | 0.113907 |
| 12 | -0.153614 | -2.9146 | 0.001892 |
| 13 | -0.206488 | -3.9178 | 5.3e-05 |
| 14 | -0.244458 | -4.6383 | 2e-06 |
| 15 | -0.268938 | -5.1027 | 0 |
| 16 | -0.284222 | -5.3927 | 0 |
| 17 | -0.286904 | -5.4436 | 0 |
| 18 | -0.282199 | -5.3544 | 0 |
| 19 | -0.269133 | -5.1064 | 0 |
| 20 | -0.257788 | -4.8912 | 1e-06 |
| 21 | -0.245835 | -4.6644 | 2e-06 |
| 22 | -0.234661 | -4.4524 | 6e-06 |
| 23 | -0.222712 | -4.2257 | 1.5e-05 |
| 24 | -0.211728 | -4.0172 | 3.6e-05 |
| 25 | -0.197831 | -3.7536 | 0.000102 |
| 26 | -0.19078 | -3.6198 | 0.000169 |
| 27 | -0.180703 | -3.4286 | 0.000338 |
| 28 | -0.169882 | -3.2233 | 0.000692 |
| 29 | -0.162014 | -3.074 | 0.001137 |
| 30 | -0.160871 | -3.0523 | 0.00122 |
| 31 | -0.161153 | -3.0577 | 0.001199 |
| 32 | -0.164395 | -3.1192 | 0.00098 |
| 33 | -0.163333 | -3.099 | 0.001047 |
| 34 | -0.163316 | -3.0987 | 0.001048 |
| 35 | -0.164044 | -3.1125 | 0.001002 |
| 36 | -0.159599 | -3.0282 | 0.001319 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.960096 | 18.2165 | 0 |
| 2 | -0.238294 | -4.5213 | 4e-06 |
| 3 | -0.332497 | -6.3087 | 0 |
| 4 | -0.113476 | -2.1531 | 0.015989 |
| 5 | -0.142899 | -2.7113 | 0.003511 |
| 6 | -0.098521 | -1.8693 | 0.031196 |
| 7 | -0.089944 | -1.7066 | 0.044383 |
| 8 | 0.039508 | 0.7496 | 0.226991 |
| 9 | -0.050844 | -0.9647 | 0.167673 |
| 10 | -0.062743 | -1.1905 | 0.117323 |
| 11 | 0.072074 | 1.3675 | 0.086159 |
| 12 | -0.095543 | -1.8128 | 0.035347 |
| 13 | 0.366079 | 6.9459 | 0 |
| 14 | -0.007883 | -0.1496 | 0.440591 |
| 15 | -0.170291 | -3.231 | 0.000674 |
| 16 | -0.073057 | -1.3862 | 0.083278 |
| 17 | -0.026268 | -0.4984 | 0.309252 |
| 18 | -0.034466 | -0.654 | 0.256779 |
| 19 | -0.058146 | -1.1032 | 0.135331 |
| 20 | -0.065601 | -1.2447 | 0.107029 |
| 21 | -0.082149 | -1.5587 | 0.059977 |
| 22 | -0.060911 | -1.1557 | 0.124285 |
| 23 | 0.077863 | 1.4773 | 0.070229 |
| 24 | -0.06485 | -1.2305 | 0.109666 |
| 25 | 0.24317 | 4.6138 | 3e-06 |
| 26 | -0.081492 | -1.5462 | 0.061468 |
| 27 | -0.035391 | -0.6715 | 0.251165 |
| 28 | 0.010219 | 0.1939 | 0.423183 |
| 29 | -0.0943 | -1.7892 | 0.03721 |
| 30 | -0.129478 | -2.4567 | 0.007247 |
| 31 | -0.030306 | -0.575 | 0.282821 |
| 32 | -0.075677 | -1.4359 | 0.075952 |
| 33 | -0.002364 | -0.0449 | 0.482125 |
| 34 | -0.049772 | -0.9444 | 0.172808 |
| 35 | 0.027091 | 0.514 | 0.303779 |
| 36 | 0.036903 | 0.7002 | 0.242129 |
