| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.915362 | 9.5127 | 0 |
| 2 | 0.768957 | 7.9912 | 0 |
| 3 | 0.627354 | 6.5197 | 0 |
| 4 | 0.515238 | 5.3545 | 0 |
| 5 | 0.433857 | 4.5088 | 8e-06 |
| 6 | 0.381472 | 3.9644 | 6.6e-05 |
| 7 | 0.331375 | 3.4438 | 0.000409 |
| 8 | 0.277566 | 2.8845 | 0.002366 |
| 9 | 0.22364 | 2.3241 | 0.010995 |
| 10 | 0.170838 | 1.7754 | 0.039325 |
| 11 | 0.115139 | 1.1966 | 0.117049 |
| 12 | 0.06113 | 0.6353 | 0.263294 |
| 13 | 0.008551 | 0.0889 | 0.464678 |
| 14 | -0.038277 | -0.3978 | 0.345785 |
| 15 | -0.05804 | -0.6032 | 0.27383 |
| 16 | -0.040689 | -0.4229 | 0.336622 |
| 17 | 0.00228 | 0.0237 | 0.490571 |
| 18 | 0.056753 | 0.5898 | 0.278282 |
| 19 | 0.097531 | 1.0136 | 0.156527 |
| 20 | 0.092233 | 0.9585 | 0.169972 |
| 21 | 0.064827 | 0.6737 | 0.25097 |
| 22 | 0.060359 | 0.6273 | 0.265904 |
| 23 | 0.070957 | 0.7374 | 0.231238 |
| 24 | 0.064645 | 0.6718 | 0.251571 |
| 25 | 0.044481 | 0.4623 | 0.322414 |
| 26 | 0.010627 | 0.1104 | 0.456132 |
| 27 | -0.033702 | -0.3502 | 0.363421 |
| 28 | -0.082152 | -0.8537 | 0.197568 |
| 29 | -0.12089 | -1.2563 | 0.105854 |
| 30 | -0.149782 | -1.5566 | 0.061248 |
| 31 | -0.168572 | -1.7519 | 0.041319 |
| 32 | -0.17264 | -1.7941 | 0.037795 |
| 33 | -0.172476 | -1.7924 | 0.037932 |
| 34 | -0.172621 | -1.7939 | 0.037811 |
| 35 | -0.173046 | -1.7983 | 0.037458 |
| 36 | -0.168986 | -1.7562 | 0.040948 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.915362 | 9.5127 | 0 |
| 2 | -0.425203 | -4.4188 | 1.2e-05 |
| 3 | 0.100938 | 1.049 | 0.148265 |
| 4 | 0.043404 | 0.4511 | 0.326422 |
| 5 | 0.027897 | 0.2899 | 0.386217 |
| 6 | 0.063363 | 0.6585 | 0.255812 |
| 7 | -0.112781 | -1.172 | 0.121878 |
| 8 | 0.003628 | 0.0377 | 0.484996 |
| 9 | -0.009326 | -0.0969 | 0.461486 |
| 10 | -0.038415 | -0.3992 | 0.34526 |
| 11 | -0.061296 | -0.637 | 0.262733 |
| 12 | -0.027823 | -0.2891 | 0.386511 |
| 13 | -0.050927 | -0.5292 | 0.298859 |
| 14 | -0.009175 | -0.0953 | 0.462108 |
| 15 | 0.124811 | 1.2971 | 0.098685 |
| 16 | 0.101813 | 1.0581 | 0.146191 |
| 17 | 0.0618 | 0.6422 | 0.261037 |
| 18 | 0.06786 | 0.7052 | 0.241097 |
| 19 | -0.054585 | -0.5673 | 0.285857 |
| 20 | -0.180906 | -1.88 | 0.031399 |
| 21 | 0.080883 | 0.8406 | 0.201226 |
| 22 | 0.167985 | 1.7458 | 0.041849 |
| 23 | -0.088938 | -0.9243 | 0.178702 |
| 24 | -0.190963 | -1.9845 | 0.024866 |
| 25 | -0.014624 | -0.152 | 0.439745 |
| 26 | -0.053372 | -0.5547 | 0.290136 |
| 27 | -0.043087 | -0.4478 | 0.327606 |
| 28 | -0.092933 | -0.9658 | 0.168155 |
| 29 | 0.009501 | 0.0987 | 0.460763 |
| 30 | 0.034105 | 0.3544 | 0.361852 |
| 31 | 0.028398 | 0.2951 | 0.384236 |
| 32 | 0.086896 | 0.9031 | 0.184254 |
| 33 | -0.024311 | -0.2526 | 0.40051 |
| 34 | -0.029374 | -0.3053 | 0.380377 |
| 35 | -0.058116 | -0.604 | 0.273568 |
| 36 | 0.051327 | 0.5334 | 0.297425 |
