| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.867341 | 7.3596 | 0 |
| 2 | 0.704692 | 5.9795 | 0 |
| 3 | 0.609126 | 5.1686 | 1e-06 |
| 4 | 0.56124 | 4.7623 | 5e-06 |
| 5 | 0.540757 | 4.5885 | 9e-06 |
| 6 | 0.494802 | 4.1985 | 3.8e-05 |
| 7 | 0.402055 | 3.4116 | 0.000531 |
| 8 | 0.283151 | 2.4026 | 0.009429 |
| 9 | 0.221334 | 1.8781 | 0.03221 |
| 10 | 0.221784 | 1.8819 | 0.031946 |
| 11 | 0.266107 | 2.258 | 0.013489 |
| 12 | 0.273964 | 2.3247 | 0.011457 |
| 13 | 0.12808 | 1.0868 | 0.140376 |
| 14 | -0.020408 | -0.1732 | 0.431503 |
| 15 | -0.101877 | -0.8645 | 0.195104 |
| 16 | -0.13508 | -1.1462 | 0.127755 |
| 17 | -0.141203 | -1.1981 | 0.117394 |
| 18 | -0.163269 | -1.3854 | 0.085106 |
| 19 | -0.226888 | -1.9252 | 0.029077 |
| 20 | -0.310471 | -2.6344 | 0.005156 |
| 21 | -0.336733 | -2.8573 | 0.002791 |
| 22 | -0.308304 | -2.616 | 0.005416 |
| 23 | -0.254729 | -2.1614 | 0.016993 |
| 24 | -0.229649 | -1.9486 | 0.027618 |
| 25 | -0.320105 | -2.7162 | 0.004132 |
| 26 | -0.396017 | -3.3603 | 0.000624 |
| 27 | -0.402539 | -3.4157 | 0.000525 |
| 28 | -0.375808 | -3.1888 | 0.001058 |
| 29 | -0.328187 | -2.7848 | 0.00342 |
| 30 | -0.293699 | -2.4921 | 0.007501 |
| 31 | -0.299151 | -2.5384 | 0.00665 |
| 32 | -0.320168 | -2.7167 | 0.004126 |
| 33 | -0.286814 | -2.4337 | 0.008714 |
| 34 | -0.219001 | -1.8583 | 0.033608 |
| 35 | -0.13666 | -1.1596 | 0.125022 |
| 36 | -0.095312 | -0.8088 | 0.210661 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.867341 | 7.3596 | 0 |
| 2 | -0.192106 | -1.6301 | 0.053727 |
| 3 | 0.19751 | 1.6759 | 0.049045 |
| 4 | 0.071061 | 0.603 | 0.274211 |
| 5 | 0.105884 | 0.8985 | 0.185968 |
| 6 | -0.08858 | -0.7516 | 0.227362 |
| 7 | -0.134514 | -1.1414 | 0.128745 |
| 8 | -0.146787 | -1.2455 | 0.108488 |
| 9 | 0.127074 | 1.0783 | 0.14226 |
| 10 | 0.081408 | 0.6908 | 0.245965 |
| 11 | 0.195346 | 1.6576 | 0.050878 |
| 12 | -0.079754 | -0.6767 | 0.25037 |
| 13 | -0.527881 | -4.4792 | 1.4e-05 |
| 14 | 0.010489 | 0.089 | 0.464664 |
| 15 | -0.068907 | -0.5847 | 0.280291 |
| 16 | -0.005081 | -0.0431 | 0.482865 |
| 17 | 0.052167 | 0.4426 | 0.329674 |
| 18 | 0.029985 | 0.2544 | 0.399943 |
| 19 | -0.007695 | -0.0653 | 0.47406 |
| 20 | -0.040538 | -0.344 | 0.365933 |
| 21 | -0.061301 | -0.5202 | 0.302276 |
| 22 | -0.052447 | -0.445 | 0.328819 |
| 23 | -0.017157 | -0.1456 | 0.442329 |
| 24 | 0.031969 | 0.2713 | 0.393483 |
| 25 | -0.161621 | -1.3714 | 0.087254 |
| 26 | 0.085523 | 0.7257 | 0.235191 |
| 27 | 0.017769 | 0.1508 | 0.440287 |
| 28 | -0.050485 | -0.4284 | 0.334828 |
| 29 | 0.039506 | 0.3352 | 0.369216 |
| 30 | -0.00068 | -0.0058 | 0.497705 |
| 31 | -0.012524 | -0.1063 | 0.457832 |
| 32 | 0.024981 | 0.212 | 0.416365 |
| 33 | -0.00834 | -0.0708 | 0.471889 |
| 34 | -0.048245 | -0.4094 | 0.34174 |
| 35 | 0.074893 | 0.6355 | 0.263562 |
| 36 | -0.09786 | -0.8304 | 0.204538 |
