| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.885602 | 7.5146 | 0 |
| 2 | 0.725352 | 6.1548 | 0 |
| 3 | 0.61527 | 5.2207 | 1e-06 |
| 4 | 0.563436 | 4.7809 | 4e-06 |
| 5 | 0.531319 | 4.5084 | 1.2e-05 |
| 6 | 0.506566 | 4.2984 | 2.7e-05 |
| 7 | 0.475893 | 4.0381 | 6.7e-05 |
| 8 | 0.447626 | 3.7982 | 0.000151 |
| 9 | 0.418283 | 3.5492 | 0.000342 |
| 10 | 0.403799 | 3.4264 | 0.000507 |
| 11 | 0.422022 | 3.581 | 0.000309 |
| 12 | 0.421487 | 3.5764 | 0.000314 |
| 13 | 0.329905 | 2.7993 | 0.003284 |
| 14 | 0.214487 | 1.82 | 0.036459 |
| 15 | 0.127978 | 1.0859 | 0.140567 |
| 16 | 0.075 | 0.6364 | 0.263269 |
| 17 | 0.039094 | 0.3317 | 0.370531 |
| 18 | 0.013534 | 0.1148 | 0.454447 |
| 19 | -0.00696 | -0.0591 | 0.476536 |
| 20 | -0.007896 | -0.067 | 0.473385 |
| 21 | 0.008252 | 0.07 | 0.472185 |
| 22 | 0.020098 | 0.1705 | 0.432533 |
| 23 | 0.056684 | 0.481 | 0.315996 |
| 24 | 0.081132 | 0.6884 | 0.246698 |
| 25 | 0.04443 | 0.377 | 0.353641 |
| 26 | -0.022606 | -0.1918 | 0.424212 |
| 27 | -0.067219 | -0.5704 | 0.285101 |
| 28 | -0.089975 | -0.7635 | 0.22384 |
| 29 | -0.099389 | -0.8433 | 0.200916 |
| 30 | -0.109511 | -0.9292 | 0.177936 |
| 31 | -0.111802 | -0.9487 | 0.172981 |
| 32 | -0.101263 | -0.8592 | 0.196529 |
| 33 | -0.09357 | -0.794 | 0.214912 |
| 34 | -0.083723 | -0.7104 | 0.23987 |
| 35 | -0.052766 | -0.4477 | 0.327844 |
| 36 | -0.047578 | -0.4037 | 0.343811 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.885602 | 7.5146 | 0 |
| 2 | -0.273238 | -2.3185 | 0.011633 |
| 3 | 0.197171 | 1.6731 | 0.049328 |
| 4 | 0.111363 | 0.945 | 0.173922 |
| 5 | 0.014563 | 0.1236 | 0.451001 |
| 6 | 0.07545 | 0.6402 | 0.262033 |
| 7 | -0.010407 | -0.0883 | 0.464938 |
| 8 | 0.049179 | 0.4173 | 0.338852 |
| 9 | -0.011237 | -0.0953 | 0.462152 |
| 10 | 0.084061 | 0.7133 | 0.238989 |
| 11 | 0.149074 | 1.2649 | 0.104986 |
| 12 | -0.123289 | -1.0461 | 0.149497 |
| 13 | -0.340558 | -2.8897 | 0.002546 |
| 14 | 0.019944 | 0.1692 | 0.433044 |
| 15 | -0.069721 | -0.5916 | 0.277985 |
| 16 | -0.079816 | -0.6773 | 0.250206 |
| 17 | -0.025788 | -0.2188 | 0.413705 |
| 18 | -0.008076 | -0.0685 | 0.472778 |
| 19 | 0.003198 | 0.0271 | 0.489213 |
| 20 | 0.090789 | 0.7704 | 0.2218 |
| 21 | 0.114633 | 0.9727 | 0.166981 |
| 22 | -0.026347 | -0.2236 | 0.411866 |
| 23 | 0.169665 | 1.4397 | 0.077149 |
| 24 | -0.000122 | -0.001 | 0.499589 |
| 25 | -0.086698 | -0.7357 | 0.232164 |
| 26 | -0.025968 | -0.2203 | 0.413114 |
| 27 | 0.015695 | 0.1332 | 0.447214 |
| 28 | -0.078382 | -0.6651 | 0.254057 |
| 29 | -0.043356 | -0.3679 | 0.357018 |
| 30 | -0.056145 | -0.4764 | 0.317613 |
| 31 | 0.006503 | 0.0552 | 0.478075 |
| 32 | -0.063461 | -0.5385 | 0.295951 |
| 33 | -0.074376 | -0.6311 | 0.264987 |
| 34 | 0.086965 | 0.7379 | 0.231479 |
| 35 | -0.004484 | -0.038 | 0.484879 |
| 36 | -0.132254 | -1.1222 | 0.132751 |
