| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.862597 | 8.1833 | 0 |
| 2 | 0.670213 | 6.3582 | 0 |
| 3 | 0.558918 | 5.3024 | 0 |
| 4 | 0.514016 | 4.8764 | 2e-06 |
| 5 | 0.519819 | 4.9314 | 2e-06 |
| 6 | 0.506952 | 4.8094 | 3e-06 |
| 7 | 0.442393 | 4.1969 | 3.2e-05 |
| 8 | 0.364763 | 3.4604 | 0.000413 |
| 9 | 0.33915 | 3.2175 | 0.000899 |
| 10 | 0.371 | 3.5196 | 0.00034 |
| 11 | 0.442187 | 4.195 | 3.2e-05 |
| 12 | 0.461463 | 4.3778 | 1.6e-05 |
| 13 | 0.303456 | 2.8788 | 0.002493 |
| 14 | 0.108727 | 1.0315 | 0.152541 |
| 15 | -0.007562 | -0.0717 | 0.471485 |
| 16 | -0.05655 | -0.5365 | 0.296474 |
| 17 | -0.05424 | -0.5146 | 0.30406 |
| 18 | -0.071111 | -0.6746 | 0.250824 |
| 19 | -0.131038 | -1.2431 | 0.108524 |
| 20 | -0.196241 | -1.8617 | 0.032954 |
| 21 | -0.211399 | -2.0055 | 0.023956 |
| 22 | -0.173521 | -1.6462 | 0.051609 |
| 23 | -0.10773 | -1.022 | 0.154756 |
| 24 | -0.093889 | -0.8907 | 0.187729 |
| 25 | -0.221904 | -2.1052 | 0.019032 |
| 26 | -0.374451 | -3.5524 | 0.000305 |
| 27 | -0.455705 | -4.3232 | 2e-05 |
| 28 | -0.470999 | -4.4683 | 1.1e-05 |
| 29 | -0.440673 | -4.1806 | 3.4e-05 |
| 30 | -0.418986 | -3.9749 | 7.1e-05 |
| 31 | -0.429674 | -4.0762 | 4.9e-05 |
| 32 | -0.445342 | -4.2249 | 2.9e-05 |
| 33 | -0.420193 | -3.9863 | 6.8e-05 |
| 34 | -0.353871 | -3.3571 | 0.000578 |
| 35 | -0.271022 | -2.5711 | 0.005889 |
| 36 | -0.231958 | -2.2005 | 0.015164 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.862597 | 8.1833 | 0 |
| 2 | -0.288598 | -2.7379 | 0.003726 |
| 3 | 0.268072 | 2.5432 | 0.006346 |
| 4 | 0.052377 | 0.4969 | 0.310238 |
| 5 | 0.200235 | 1.8996 | 0.030344 |
| 6 | -0.090229 | -0.856 | 0.19714 |
| 7 | -0.0497 | -0.4715 | 0.319214 |
| 8 | -0.016358 | -0.1552 | 0.43851 |
| 9 | 0.158327 | 1.502 | 0.068297 |
| 10 | 0.092568 | 0.8782 | 0.191094 |
| 11 | 0.201868 | 1.9151 | 0.029329 |
| 12 | -0.149557 | -1.4188 | 0.079702 |
| 13 | -0.557198 | -5.286 | 0 |
| 14 | -0.024067 | -0.2283 | 0.40996 |
| 15 | -0.125918 | -1.1946 | 0.117698 |
| 16 | -0.039812 | -0.3777 | 0.353275 |
| 17 | 0.015568 | 0.1477 | 0.441459 |
| 18 | -0.049527 | -0.4699 | 0.319797 |
| 19 | 0.028985 | 0.275 | 0.391982 |
| 20 | -0.028926 | -0.2744 | 0.392198 |
| 21 | 0.019309 | 0.1832 | 0.427533 |
| 22 | 0.005601 | 0.0531 | 0.47887 |
| 23 | 0.077454 | 0.7348 | 0.232188 |
| 24 | -0.057068 | -0.5414 | 0.294787 |
| 25 | -0.146044 | -1.3855 | 0.084663 |
| 26 | -0.030629 | -0.2906 | 0.386023 |
| 27 | -0.115494 | -1.0957 | 0.138074 |
| 28 | -0.025702 | -0.2438 | 0.403958 |
| 29 | -0.063721 | -0.6045 | 0.273512 |
| 30 | 0.062741 | 0.5952 | 0.276597 |
| 31 | 0.016121 | 0.1529 | 0.439395 |
| 32 | 0.007293 | 0.0692 | 0.472498 |
| 33 | 0.000951 | 0.009 | 0.496411 |
| 34 | -0.019394 | -0.184 | 0.42722 |
| 35 | 0.029601 | 0.2808 | 0.389745 |
| 36 | 0.015218 | 0.1444 | 0.442767 |
