| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.821024 | 6.4124 | 0 |
| 2 | 0.764774 | 5.9731 | 0 |
| 3 | 0.72721 | 5.6797 | 0 |
| 4 | 0.724326 | 5.6572 | 0 |
| 5 | 0.65213 | 5.0933 | 2e-06 |
| 6 | 0.549719 | 4.2934 | 3.2e-05 |
| 7 | 0.499375 | 3.9002 | 0.000121 |
| 8 | 0.456425 | 3.5648 | 0.000357 |
| 9 | 0.426303 | 3.3295 | 0.00074 |
| 10 | 0.32264 | 2.5199 | 0.007186 |
| 11 | 0.294148 | 2.2974 | 0.012522 |
| 12 | 0.255616 | 1.9964 | 0.025178 |
| 13 | 0.191003 | 1.4918 | 0.070455 |
| 14 | 0.110302 | 0.8615 | 0.196172 |
| 15 | 0.078644 | 0.6142 | 0.270673 |
| 16 | 0.016772 | 0.131 | 0.448106 |
| 17 | -0.086797 | -0.6779 | 0.250197 |
| 18 | -0.102603 | -0.8014 | 0.213019 |
| 19 | -0.154435 | -1.2062 | 0.116203 |
| 20 | -0.157177 | -1.2276 | 0.112158 |
| 21 | -0.204828 | -1.5998 | 0.05741 |
| 22 | -0.211988 | -1.6557 | 0.051462 |
| 23 | -0.24374 | -1.9037 | 0.030837 |
| 24 | -0.236442 | -1.8467 | 0.034824 |
| 25 | -0.229427 | -1.7919 | 0.039056 |
| 26 | -0.244075 | -1.9063 | 0.030663 |
| 27 | -0.225438 | -1.7607 | 0.041649 |
| 28 | -0.250173 | -1.9539 | 0.02765 |
| 29 | -0.26194 | -2.0458 | 0.022547 |
| 30 | -0.231915 | -1.8113 | 0.037508 |
| 31 | -0.214907 | -1.6785 | 0.049185 |
| 32 | -0.249731 | -1.9505 | 0.02786 |
| 33 | -0.241322 | -1.8848 | 0.032113 |
| 34 | -0.237237 | -1.8529 | 0.034369 |
| 35 | -0.241656 | -1.8874 | 0.031934 |
| 36 | -0.254863 | -1.9905 | 0.025508 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.821024 | 6.4124 | 0 |
| 2 | 0.27827 | 2.1734 | 0.016823 |
| 3 | 0.15156 | 1.1837 | 0.120558 |
| 4 | 0.188979 | 1.476 | 0.072548 |
| 5 | -0.100439 | -0.7845 | 0.217904 |
| 6 | -0.231627 | -1.8091 | 0.037685 |
| 7 | -0.042703 | -0.3335 | 0.369941 |
| 8 | -0.023836 | -0.1862 | 0.426467 |
| 9 | 0.070412 | 0.5499 | 0.292185 |
| 10 | -0.139274 | -1.0878 | 0.140489 |
| 11 | 0.076412 | 0.5968 | 0.276427 |
| 12 | -0.003398 | -0.0265 | 0.489458 |
| 13 | -0.148867 | -1.1627 | 0.124742 |
| 14 | -0.115323 | -0.9007 | 0.185646 |
| 15 | 0.052063 | 0.4066 | 0.342854 |
| 16 | -0.144085 | -1.1253 | 0.132427 |
| 17 | -0.234666 | -1.8328 | 0.035857 |
| 18 | 0.179606 | 1.4028 | 0.082878 |
| 19 | -0.008905 | -0.0695 | 0.472391 |
| 20 | 0.06274 | 0.49 | 0.312942 |
| 21 | 0.064372 | 0.5028 | 0.308471 |
| 22 | 0.090497 | 0.7068 | 0.241189 |
| 23 | -0.164046 | -1.2812 | 0.102479 |
| 24 | -0.035383 | -0.2763 | 0.391607 |
| 25 | 0.139537 | 1.0898 | 0.14004 |
| 26 | -0.018191 | -0.1421 | 0.443744 |
| 27 | -0.043248 | -0.3378 | 0.368344 |
| 28 | 0.010291 | 0.0804 | 0.468099 |
| 29 | -0.090702 | -0.7084 | 0.240696 |
| 30 | 0.045926 | 0.3587 | 0.360532 |
| 31 | 0.003287 | 0.0257 | 0.489802 |
| 32 | -0.081336 | -0.6353 | 0.26382 |
| 33 | -0.047529 | -0.3712 | 0.355881 |
| 34 | -0.136275 | -1.0643 | 0.145685 |
| 35 | -0.079285 | -0.6192 | 0.269034 |
| 36 | -0.078705 | -0.6147 | 0.270518 |
