| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.880317 | 6.8189 | 0 |
| 2 | 0.739708 | 5.7298 | 0 |
| 3 | 0.632905 | 4.9025 | 4e-06 |
| 4 | 0.581352 | 4.5031 | 1.6e-05 |
| 5 | 0.560501 | 4.3416 | 2.8e-05 |
| 6 | 0.507633 | 3.9321 | 0.00011 |
| 7 | 0.415039 | 3.2149 | 0.001051 |
| 8 | 0.307304 | 2.3804 | 0.010244 |
| 9 | 0.241496 | 1.8706 | 0.033139 |
| 10 | 0.201046 | 1.5573 | 0.06233 |
| 11 | 0.210726 | 1.6323 | 0.053929 |
| 12 | 0.196259 | 1.5202 | 0.066855 |
| 13 | 0.060597 | 0.4694 | 0.32025 |
| 14 | -0.066969 | -0.5187 | 0.302924 |
| 15 | -0.161447 | -1.2506 | 0.107974 |
| 16 | -0.192354 | -1.49 | 0.070736 |
| 17 | -0.190626 | -1.4766 | 0.072509 |
| 18 | -0.216021 | -1.6733 | 0.049739 |
| 19 | -0.265469 | -2.0563 | 0.022055 |
| 20 | -0.332843 | -2.5782 | 0.006202 |
| 21 | -0.357947 | -2.7726 | 0.003698 |
| 22 | -0.356843 | -2.7641 | 0.003785 |
| 23 | -0.315414 | -2.4432 | 0.008759 |
| 24 | -0.30261 | -2.344 | 0.011204 |
| 25 | -0.364663 | -2.8247 | 0.003208 |
| 26 | -0.413815 | -3.2054 | 0.001081 |
| 27 | -0.424644 | -3.2893 | 0.000842 |
| 28 | -0.383556 | -2.971 | 0.002132 |
| 29 | -0.334496 | -2.591 | 0.005999 |
| 30 | -0.298198 | -2.3098 | 0.012177 |
| 31 | -0.28065 | -2.1739 | 0.016834 |
| 32 | -0.275432 | -2.1335 | 0.018492 |
| 33 | -0.231801 | -1.7955 | 0.038804 |
| 34 | -0.178464 | -1.3824 | 0.08599 |
| 35 | -0.117538 | -0.9104 | 0.183116 |
| 36 | -0.080531 | -0.6238 | 0.267565 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.880317 | 6.8189 | 0 |
| 2 | -0.156634 | -1.2133 | 0.114889 |
| 3 | 0.080257 | 0.6217 | 0.268258 |
| 4 | 0.158769 | 1.2298 | 0.111782 |
| 5 | 0.082273 | 0.6373 | 0.263181 |
| 6 | -0.135662 | -1.0508 | 0.148775 |
| 7 | -0.129815 | -1.0055 | 0.159338 |
| 8 | -0.089229 | -0.6912 | 0.246063 |
| 9 | 0.077585 | 0.601 | 0.275063 |
| 10 | -0.042903 | -0.3323 | 0.370402 |
| 11 | 0.190233 | 1.4735 | 0.072916 |
| 12 | -0.086686 | -0.6715 | 0.252249 |
| 13 | -0.503969 | -3.9037 | 0.000121 |
| 14 | 0.078924 | 0.6113 | 0.271641 |
| 15 | -0.031709 | -0.2456 | 0.403407 |
| 16 | -0.013527 | -0.1048 | 0.45845 |
| 17 | 0.046112 | 0.3572 | 0.361104 |
| 18 | -0.042318 | -0.3278 | 0.372104 |
| 19 | 0.053416 | 0.4138 | 0.340262 |
| 20 | -0.157758 | -1.222 | 0.113246 |
| 21 | 0.039117 | 0.303 | 0.38147 |
| 22 | 0.023844 | 0.1847 | 0.427044 |
| 23 | -0.085442 | -0.6618 | 0.255306 |
| 24 | -0.005491 | -0.0425 | 0.483109 |
| 25 | -0.092093 | -0.7133 | 0.239199 |
| 26 | 0.007983 | 0.0618 | 0.47545 |
| 27 | 0.071056 | 0.5504 | 0.292045 |
| 28 | -0.087627 | -0.6788 | 0.249952 |
| 29 | -0.004573 | -0.0354 | 0.485931 |
| 30 | 0.069424 | 0.5378 | 0.296367 |
| 31 | 0.010168 | 0.0788 | 0.468742 |
| 32 | 0.00635 | 0.0492 | 0.480468 |
| 33 | 0.046069 | 0.3568 | 0.361228 |
| 34 | -0.013623 | -0.1055 | 0.458157 |
| 35 | -0.130146 | -1.0081 | 0.158725 |
| 36 | 0.046274 | 0.3584 | 0.360637 |
