| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.891593 | 6.9636 | 0 |
| 2 | 0.811617 | 6.3389 | 0 |
| 3 | 0.749489 | 5.8537 | 0 |
| 4 | 0.677192 | 5.289 | 1e-06 |
| 5 | 0.585023 | 4.5692 | 1.2e-05 |
| 6 | 0.50287 | 3.9275 | 0.000111 |
| 7 | 0.421532 | 3.2923 | 0.000828 |
| 8 | 0.340851 | 2.6621 | 0.004957 |
| 9 | 0.253709 | 1.9815 | 0.026022 |
| 10 | 0.193053 | 1.5078 | 0.068385 |
| 11 | 0.137895 | 1.077 | 0.142863 |
| 12 | 0.058103 | 0.4538 | 0.325791 |
| 13 | -0.012414 | -0.097 | 0.461539 |
| 14 | -0.07236 | -0.5652 | 0.287022 |
| 15 | -0.086272 | -0.6738 | 0.25149 |
| 16 | -0.129747 | -1.0134 | 0.157447 |
| 17 | -0.18768 | -1.4658 | 0.073915 |
| 18 | -0.22211 | -1.7347 | 0.04392 |
| 19 | -0.259531 | -2.027 | 0.023519 |
| 20 | -0.299378 | -2.3382 | 0.011335 |
| 21 | -0.348923 | -2.7252 | 0.004188 |
| 22 | -0.34443 | -2.6901 | 0.004601 |
| 23 | -0.325563 | -2.5427 | 0.006776 |
| 24 | -0.327367 | -2.5568 | 0.006534 |
| 25 | -0.327975 | -2.5616 | 0.006454 |
| 26 | -0.290942 | -2.2723 | 0.013302 |
| 27 | -0.2879 | -2.2486 | 0.014082 |
| 28 | -0.290684 | -2.2703 | 0.013366 |
| 29 | -0.288305 | -2.2517 | 0.013976 |
| 30 | -0.257574 | -2.0117 | 0.024336 |
| 31 | -0.226606 | -1.7698 | 0.040875 |
| 32 | -0.229475 | -1.7923 | 0.039026 |
| 33 | -0.212234 | -1.6576 | 0.051267 |
| 34 | -0.183034 | -1.4295 | 0.078975 |
| 35 | -0.159962 | -1.2493 | 0.108156 |
| 36 | -0.126806 | -0.9904 | 0.162948 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.891593 | 6.9636 | 0 |
| 2 | 0.081332 | 0.6352 | 0.263829 |
| 3 | 0.059869 | 0.4676 | 0.32087 |
| 4 | -0.062267 | -0.4863 | 0.314242 |
| 5 | -0.142492 | -1.1129 | 0.13506 |
| 6 | -0.039865 | -0.3114 | 0.378296 |
| 7 | -0.058075 | -0.4536 | 0.32587 |
| 8 | -0.04177 | -0.3262 | 0.372683 |
| 9 | -0.083626 | -0.6531 | 0.25806 |
| 10 | 0.05488 | 0.4286 | 0.334853 |
| 11 | 0.002686 | 0.021 | 0.491667 |
| 12 | -0.146163 | -1.1416 | 0.129047 |
| 13 | -0.051471 | -0.402 | 0.344545 |
| 14 | -0.052842 | -0.4127 | 0.340634 |
| 15 | 0.193985 | 1.5151 | 0.06746 |
| 16 | -0.107173 | -0.837 | 0.202916 |
| 17 | -0.139568 | -1.0901 | 0.139986 |
| 18 | -0.013038 | -0.1018 | 0.459612 |
| 19 | -0.087238 | -0.6814 | 0.249113 |
| 20 | -0.016661 | -0.1301 | 0.448446 |
| 21 | -0.16239 | -1.2683 | 0.104755 |
| 22 | 0.203338 | 1.5881 | 0.058715 |
| 23 | 0.124511 | 0.9725 | 0.167331 |
| 24 | -0.03487 | -0.2723 | 0.39314 |
| 25 | -0.077812 | -0.6077 | 0.272812 |
| 26 | 0.012836 | 0.1003 | 0.460236 |
| 27 | -0.099463 | -0.7768 | 0.220129 |
| 28 | -0.086325 | -0.6742 | 0.25136 |
| 29 | -0.026596 | -0.2077 | 0.418071 |
| 30 | 0.076758 | 0.5995 | 0.275531 |
| 31 | 0.097737 | 0.7633 | 0.224099 |
| 32 | -0.122724 | -0.9585 | 0.170795 |
| 33 | -0.070678 | -0.552 | 0.291479 |
| 34 | 0.002998 | 0.0234 | 0.490699 |
| 35 | 0.036825 | 0.2876 | 0.38731 |
| 36 | 0.180655 | 1.411 | 0.081668 |
