| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.904042 | 7.5095 | 0 |
| 2 | 0.761944 | 6.3292 | 0 |
| 3 | 0.671478 | 5.5777 | 0 |
| 4 | 0.636538 | 5.2875 | 1e-06 |
| 5 | 0.627753 | 5.2145 | 1e-06 |
| 6 | 0.605017 | 5.0256 | 2e-06 |
| 7 | 0.562147 | 4.6695 | 7e-06 |
| 8 | 0.501306 | 4.1642 | 4.4e-05 |
| 9 | 0.469409 | 3.8992 | 0.000111 |
| 10 | 0.475309 | 3.9482 | 9.4e-05 |
| 11 | 0.530091 | 4.4033 | 1.9e-05 |
| 12 | 0.534856 | 4.4428 | 1.6e-05 |
| 13 | 0.401612 | 3.336 | 0.000686 |
| 14 | 0.240505 | 1.9978 | 0.024842 |
| 15 | 0.131051 | 1.0886 | 0.14006 |
| 16 | 0.076198 | 0.633 | 0.264429 |
| 17 | 0.047167 | 0.3918 | 0.348208 |
| 18 | 0.013287 | 0.1104 | 0.456219 |
| 19 | -0.034992 | -0.2907 | 0.38609 |
| 20 | -0.092027 | -0.7644 | 0.223608 |
| 21 | -0.126019 | -1.0468 | 0.149425 |
| 22 | -0.127254 | -1.057 | 0.147088 |
| 23 | -0.08834 | -0.7338 | 0.232776 |
| 24 | -0.091712 | -0.7618 | 0.224384 |
| 25 | -0.19457 | -1.6162 | 0.055305 |
| 26 | -0.311694 | -2.5891 | 0.005863 |
| 27 | -0.376144 | -3.1245 | 0.001302 |
| 28 | -0.392674 | -3.2618 | 0.000861 |
| 29 | -0.385864 | -3.2052 | 0.001023 |
| 30 | -0.38545 | -3.2018 | 0.001033 |
| 31 | -0.399626 | -3.3195 | 0.000721 |
| 32 | -0.415052 | -3.4477 | 0.000484 |
| 33 | -0.40994 | -3.4052 | 0.000553 |
| 34 | -0.372179 | -3.0915 | 0.001436 |
| 35 | -0.307249 | -2.5522 | 0.006461 |
| 36 | -0.277145 | -2.3021 | 0.012175 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.904042 | 7.5095 | 0 |
| 2 | -0.302928 | -2.5163 | 0.007094 |
| 3 | 0.288312 | 2.3949 | 0.009672 |
| 4 | 0.104402 | 0.8672 | 0.194411 |
| 5 | 0.096539 | 0.8019 | 0.212678 |
| 6 | -0.042213 | -0.3506 | 0.363461 |
| 7 | 0.006805 | 0.0565 | 0.477542 |
| 8 | -0.093121 | -0.7735 | 0.220928 |
| 9 | 0.183541 | 1.5246 | 0.065964 |
| 10 | 0.047358 | 0.3934 | 0.347623 |
| 11 | 0.325983 | 2.7078 | 0.004266 |
| 12 | -0.412527 | -3.4267 | 0.000517 |
| 13 | -0.561227 | -4.6619 | 7e-06 |
| 14 | 0.043964 | 0.3652 | 0.358042 |
| 15 | -0.074531 | -0.6191 | 0.268944 |
| 16 | -0.142381 | -1.1827 | 0.120492 |
| 17 | 0.059421 | 0.4936 | 0.311581 |
| 18 | -0.067071 | -0.5571 | 0.28962 |
| 19 | 0.097177 | 0.8072 | 0.211158 |
| 20 | -0.022025 | -0.183 | 0.427687 |
| 21 | -0.007064 | -0.0587 | 0.47669 |
| 22 | 0.011906 | 0.0989 | 0.460751 |
| 23 | -0.013058 | -0.1085 | 0.45697 |
| 24 | 0.003506 | 0.0291 | 0.488426 |
| 25 | 0.003118 | 0.0259 | 0.489704 |
| 26 | -0.042366 | -0.3519 | 0.362985 |
| 27 | 0.090542 | 0.7521 | 0.227276 |
| 28 | -0.093309 | -0.7751 | 0.22047 |
| 29 | 0.059824 | 0.4969 | 0.310406 |
| 30 | -0.098164 | -0.8154 | 0.208822 |
| 31 | -0.007349 | -0.061 | 0.475749 |
| 32 | 0.028326 | 0.2353 | 0.407337 |
| 33 | 0.019933 | 0.1656 | 0.434486 |
| 34 | 0.043187 | 0.3587 | 0.360444 |
| 35 | 0.012756 | 0.106 | 0.457961 |
| 36 | 0.021545 | 0.179 | 0.429245 |
