| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.868666 | 7.1103 | 0 |
| 2 | 0.733232 | 6.0018 | 0 |
| 3 | 0.638352 | 5.2251 | 1e-06 |
| 4 | 0.574797 | 4.7049 | 7e-06 |
| 5 | 0.551628 | 4.5153 | 1.3e-05 |
| 6 | 0.509798 | 4.1729 | 4.4e-05 |
| 7 | 0.423689 | 3.468 | 0.00046 |
| 8 | 0.323634 | 2.6491 | 0.005029 |
| 9 | 0.276201 | 2.2608 | 0.013512 |
| 10 | 0.274101 | 2.2436 | 0.014084 |
| 11 | 0.313757 | 2.5682 | 0.006229 |
| 12 | 0.317418 | 2.5982 | 0.005757 |
| 13 | 0.166072 | 1.3594 | 0.089295 |
| 14 | 0.04412 | 0.3611 | 0.359566 |
| 15 | -0.039548 | -0.3237 | 0.37358 |
| 16 | -0.093645 | -0.7665 | 0.223031 |
| 17 | -0.102129 | -0.836 | 0.203073 |
| 18 | -0.138466 | -1.1334 | 0.130545 |
| 19 | -0.206783 | -1.6926 | 0.04759 |
| 20 | -0.281659 | -2.3055 | 0.012122 |
| 21 | -0.302251 | -2.474 | 0.00795 |
| 22 | -0.288172 | -2.3588 | 0.010629 |
| 23 | -0.241911 | -1.9801 | 0.025899 |
| 24 | -0.22831 | -1.8688 | 0.033012 |
| 25 | -0.318648 | -2.6082 | 0.005606 |
| 26 | -0.36185 | -2.9619 | 0.002114 |
| 27 | -0.385883 | -3.1586 | 0.001189 |
| 28 | -0.370492 | -3.0326 | 0.001723 |
| 29 | -0.323996 | -2.652 | 0.004989 |
| 30 | -0.302018 | -2.4721 | 0.007989 |
| 31 | -0.313438 | -2.5656 | 0.006272 |
| 32 | -0.322647 | -2.641 | 0.005139 |
| 33 | -0.293843 | -2.4052 | 0.009466 |
| 34 | -0.2417 | -1.9784 | 0.025999 |
| 35 | -0.184884 | -1.5133 | 0.067448 |
| 36 | -0.143517 | -1.1747 | 0.122128 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.868666 | 7.1103 | 0 |
| 2 | -0.086991 | -0.712 | 0.239454 |
| 3 | 0.088587 | 0.7251 | 0.235453 |
| 4 | 0.063271 | 0.5179 | 0.303118 |
| 5 | 0.141097 | 1.1549 | 0.126111 |
| 6 | -0.070702 | -0.5787 | 0.282358 |
| 7 | -0.152919 | -1.2517 | 0.107517 |
| 8 | -0.094459 | -0.7732 | 0.221068 |
| 9 | 0.135149 | 1.1062 | 0.13629 |
| 10 | 0.096988 | 0.7939 | 0.215034 |
| 11 | 0.169941 | 1.391 | 0.08441 |
| 12 | -0.07965 | -0.652 | 0.258328 |
| 13 | -0.572364 | -4.685 | 7e-06 |
| 14 | 0.053865 | 0.4409 | 0.33035 |
| 15 | -0.025543 | -0.2091 | 0.417511 |
| 16 | -0.037456 | -0.3066 | 0.380054 |
| 17 | 0.057772 | 0.4729 | 0.318918 |
| 18 | -0.053358 | -0.4368 | 0.331848 |
| 19 | 0.035662 | 0.2919 | 0.385629 |
| 20 | -0.058537 | -0.4791 | 0.316698 |
| 21 | -0.021594 | -0.1768 | 0.430117 |
| 22 | -0.084534 | -0.6919 | 0.245682 |
| 23 | 0.004924 | 0.0403 | 0.483985 |
| 24 | 0.061827 | 0.5061 | 0.307232 |
| 25 | -0.102694 | -0.8406 | 0.201784 |
| 26 | 0.065366 | 0.535 | 0.297196 |
| 27 | -0.076479 | -0.626 | 0.266717 |
| 28 | 0.071784 | 0.5876 | 0.279397 |
| 29 | -0.027499 | -0.2251 | 0.411299 |
| 30 | 0.051546 | 0.4219 | 0.337216 |
| 31 | -0.042111 | -0.3447 | 0.365704 |
| 32 | 0.028956 | 0.237 | 0.406684 |
| 33 | -0.029221 | -0.2392 | 0.405847 |
| 34 | -0.007173 | -0.0587 | 0.476677 |
| 35 | -0.114528 | -0.9375 | 0.175947 |
| 36 | 0.144253 | 1.1808 | 0.120935 |
