| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.937133 | 7.259 | 0 |
| 2 | 0.851797 | 6.598 | 0 |
| 3 | 0.806086 | 6.2439 | 0 |
| 4 | 0.782581 | 6.0618 | 0 |
| 5 | 0.766866 | 5.9401 | 0 |
| 6 | 0.729302 | 5.6492 | 0 |
| 7 | 0.653233 | 5.0599 | 2e-06 |
| 8 | 0.55813 | 4.3233 | 2.9e-05 |
| 9 | 0.480681 | 3.7233 | 0.000218 |
| 10 | 0.435773 | 3.3755 | 0.000649 |
| 11 | 0.420031 | 3.2535 | 0.000937 |
| 12 | 0.380609 | 2.9482 | 0.002275 |
| 13 | 0.268237 | 2.0778 | 0.021009 |
| 14 | 0.157574 | 1.2206 | 0.113513 |
| 15 | 0.086415 | 0.6694 | 0.252915 |
| 16 | 0.037902 | 0.2936 | 0.385043 |
| 17 | 0.001854 | 0.0144 | 0.494295 |
| 18 | -0.042097 | -0.3261 | 0.372748 |
| 19 | -0.109897 | -0.8513 | 0.199005 |
| 20 | -0.194321 | -1.5052 | 0.068759 |
| 21 | -0.254627 | -1.9723 | 0.026593 |
| 22 | -0.282409 | -2.1875 | 0.016305 |
| 23 | -0.292449 | -2.2653 | 0.013559 |
| 24 | -0.31993 | -2.4782 | 0.008018 |
| 25 | -0.38759 | -3.0023 | 0.001951 |
| 26 | -0.441258 | -3.418 | 0.000569 |
| 27 | -0.455308 | -3.5268 | 0.000407 |
| 28 | -0.45272 | -3.5068 | 0.000433 |
| 29 | -0.436247 | -3.3792 | 0.000641 |
| 30 | -0.419463 | -3.2491 | 0.000949 |
| 31 | -0.416407 | -3.2255 | 0.001019 |
| 32 | -0.423909 | -3.2836 | 0.000856 |
| 33 | -0.404935 | -3.1366 | 0.001324 |
| 34 | -0.366613 | -2.8398 | 0.003077 |
| 35 | -0.333783 | -2.5855 | 0.006086 |
| 36 | -0.315501 | -2.4439 | 0.008744 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.937133 | 7.259 | 0 |
| 2 | -0.216946 | -1.6805 | 0.049034 |
| 3 | 0.327178 | 2.5343 | 0.006947 |
| 4 | 0.02013 | 0.1559 | 0.438308 |
| 5 | 0.128184 | 0.9929 | 0.16237 |
| 6 | -0.189882 | -1.4708 | 0.073283 |
| 7 | -0.229743 | -1.7796 | 0.040104 |
| 8 | -0.221172 | -1.7132 | 0.045921 |
| 9 | -0.034165 | -0.2646 | 0.396096 |
| 10 | 0.052807 | 0.409 | 0.341982 |
| 11 | 0.232435 | 1.8004 | 0.03841 |
| 12 | -0.1598 | -1.2378 | 0.110305 |
| 13 | -0.46093 | -3.5703 | 0.000355 |
| 14 | 0.112405 | 0.8707 | 0.193699 |
| 15 | -0.096545 | -0.7478 | 0.228742 |
| 16 | 0.013154 | 0.1019 | 0.459593 |
| 17 | 0.010043 | 0.0778 | 0.469124 |
| 18 | 0.092811 | 0.7189 | 0.237494 |
| 19 | 0.033939 | 0.2629 | 0.396768 |
| 20 | -0.132026 | -1.0227 | 0.155284 |
| 21 | 0.013188 | 0.1022 | 0.459488 |
| 22 | -0.127669 | -0.9889 | 0.163338 |
| 23 | -0.033374 | -0.2585 | 0.398448 |
| 24 | -0.02982 | -0.231 | 0.409055 |
| 25 | -0.005551 | -0.043 | 0.482924 |
| 26 | 0.086263 | 0.6682 | 0.253287 |
| 27 | 0.114055 | 0.8835 | 0.190255 |
| 28 | -0.030717 | -0.2379 | 0.406372 |
| 29 | 0.094815 | 0.7344 | 0.232771 |
| 30 | -0.001439 | -0.0111 | 0.495573 |
| 31 | 0.086264 | 0.6682 | 0.253284 |
| 32 | -0.035561 | -0.2755 | 0.391956 |
| 33 | 0.06721 | 0.5206 | 0.302277 |
| 34 | -0.124118 | -0.9614 | 0.170102 |
| 35 | -0.14306 | -1.1081 | 0.136113 |
| 36 | -0.015931 | -0.1234 | 0.4511 |
