| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.882675 | 7.4897 | 0 |
| 2 | 0.707512 | 6.0034 | 0 |
| 3 | 0.573162 | 4.8634 | 3e-06 |
| 4 | 0.504651 | 4.2821 | 2.8e-05 |
| 5 | 0.493706 | 4.1892 | 3.9e-05 |
| 6 | 0.466797 | 3.9609 | 8.7e-05 |
| 7 | 0.406251 | 3.4472 | 0.000475 |
| 8 | 0.337475 | 2.8636 | 0.002742 |
| 9 | 0.323946 | 2.7488 | 0.003778 |
| 10 | 0.364017 | 3.0888 | 0.001427 |
| 11 | 0.435749 | 3.6975 | 0.000211 |
| 12 | 0.460192 | 3.9049 | 0.000105 |
| 13 | 0.329181 | 2.7932 | 0.003341 |
| 14 | 0.160762 | 1.3641 | 0.08839 |
| 15 | 0.029509 | 0.2504 | 0.401497 |
| 16 | -0.04737 | -0.402 | 0.344455 |
| 17 | -0.075751 | -0.6428 | 0.261209 |
| 18 | -0.117059 | -0.9933 | 0.16195 |
| 19 | -0.180674 | -1.5331 | 0.064821 |
| 20 | -0.239712 | -2.034 | 0.022817 |
| 21 | -0.246553 | -2.0921 | 0.019979 |
| 22 | -0.205468 | -1.7435 | 0.042762 |
| 23 | -0.147031 | -1.2476 | 0.108111 |
| 24 | -0.124544 | -1.0568 | 0.14707 |
| 25 | -0.22022 | -1.8686 | 0.032872 |
| 26 | -0.33822 | -2.8699 | 0.002693 |
| 27 | -0.41435 | -3.5159 | 0.000381 |
| 28 | -0.431178 | -3.6587 | 0.00024 |
| 29 | -0.414224 | -3.5148 | 0.000383 |
| 30 | -0.408806 | -3.4688 | 0.000443 |
| 31 | -0.416797 | -3.5366 | 0.000357 |
| 32 | -0.423985 | -3.5976 | 0.000293 |
| 33 | -0.391319 | -3.3204 | 0.000707 |
| 34 | -0.333 | -2.8256 | 0.003052 |
| 35 | -0.264408 | -2.2436 | 0.013968 |
| 36 | -0.221267 | -1.8775 | 0.032249 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.882675 | 7.4897 | 0 |
| 2 | -0.324171 | -2.7507 | 0.003758 |
| 3 | 0.163661 | 1.3887 | 0.084601 |
| 4 | 0.127653 | 1.0832 | 0.141173 |
| 5 | 0.143975 | 1.2217 | 0.112909 |
| 6 | -0.14112 | -1.1974 | 0.11753 |
| 7 | -0.023402 | -0.1986 | 0.421577 |
| 8 | 0.017047 | 0.1446 | 0.442697 |
| 9 | 0.239095 | 2.0288 | 0.023089 |
| 10 | 0.069306 | 0.5881 | 0.279159 |
| 11 | 0.171998 | 1.4594 | 0.074396 |
| 12 | -0.156981 | -1.332 | 0.093527 |
| 13 | -0.564176 | -4.7872 | 4e-06 |
| 14 | 0.059935 | 0.5086 | 0.306305 |
| 15 | -0.089148 | -0.7564 | 0.225924 |
| 16 | -0.120858 | -1.0255 | 0.154276 |
| 17 | -0.037165 | -0.3154 | 0.376703 |
| 18 | -0.032849 | -0.2787 | 0.390623 |
| 19 | 0.001151 | 0.0098 | 0.496117 |
| 20 | -0.005124 | -0.0435 | 0.482719 |
| 21 | 0.002351 | 0.02 | 0.492069 |
| 22 | 0.015003 | 0.1273 | 0.449528 |
| 23 | -0.066437 | -0.5637 | 0.287341 |
| 24 | 0.028014 | 0.2377 | 0.406392 |
| 25 | -0.160679 | -1.3634 | 0.088502 |
| 26 | 0.025296 | 0.2146 | 0.415328 |
| 27 | 0.014856 | 0.1261 | 0.45002 |
| 28 | 0.0868 | 0.7365 | 0.231904 |
| 29 | -0.098127 | -0.8326 | 0.203902 |
| 30 | 0.092143 | 0.7819 | 0.21843 |
| 31 | 0.031191 | 0.2647 | 0.396012 |
| 32 | -0.051932 | -0.4407 | 0.33039 |
| 33 | -0.049333 | -0.4186 | 0.338375 |
| 34 | -0.082126 | -0.6969 | 0.244065 |
| 35 | 0.022904 | 0.1943 | 0.423226 |
| 36 | -0.000596 | -0.0051 | 0.497989 |
