| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.883901 | 6.8467 | 0 |
| 2 | 0.725321 | 5.6183 | 0 |
| 3 | 0.618768 | 4.793 | 6e-06 |
| 4 | 0.579675 | 4.4901 | 1.6e-05 |
| 5 | 0.578538 | 4.4813 | 1.7e-05 |
| 6 | 0.559992 | 4.3377 | 2.8e-05 |
| 7 | 0.502656 | 3.8936 | 0.000125 |
| 8 | 0.43153 | 3.3426 | 0.000717 |
| 9 | 0.404232 | 3.1312 | 0.001345 |
| 10 | 0.406606 | 3.1496 | 0.001275 |
| 11 | 0.450853 | 3.4923 | 0.000453 |
| 12 | 0.445896 | 3.4539 | 0.00051 |
| 13 | 0.300799 | 2.33 | 0.011595 |
| 14 | 0.135831 | 1.0521 | 0.148476 |
| 15 | 0.020281 | 0.1571 | 0.437849 |
| 16 | -0.033614 | -0.2604 | 0.397735 |
| 17 | -0.051395 | -0.3981 | 0.345985 |
| 18 | -0.077041 | -0.5968 | 0.276457 |
| 19 | -0.130142 | -1.0081 | 0.158733 |
| 20 | -0.194485 | -1.5065 | 0.068596 |
| 21 | -0.215158 | -1.6666 | 0.050403 |
| 22 | -0.210757 | -1.6325 | 0.053904 |
| 23 | -0.175981 | -1.3631 | 0.088966 |
| 24 | -0.180891 | -1.4012 | 0.083157 |
| 25 | -0.274266 | -2.1245 | 0.018881 |
| 26 | -0.371466 | -2.8774 | 0.002773 |
| 27 | -0.417412 | -3.2333 | 0.000995 |
| 28 | -0.422466 | -3.2724 | 0.000886 |
| 29 | -0.403309 | -3.124 | 0.001373 |
| 30 | -0.385484 | -2.9859 | 0.002044 |
| 31 | -0.385394 | -2.9852 | 0.002048 |
| 32 | -0.386584 | -2.9945 | 0.001995 |
| 33 | -0.345731 | -2.678 | 0.00477 |
| 34 | -0.300622 | -2.3286 | 0.011633 |
| 35 | -0.250162 | -1.9377 | 0.028682 |
| 36 | -0.220699 | -1.7095 | 0.046261 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.883901 | 6.8467 | 0 |
| 2 | -0.25585 | -1.9818 | 0.026044 |
| 3 | 0.194584 | 1.5072 | 0.068498 |
| 4 | 0.164019 | 1.2705 | 0.104408 |
| 5 | 0.107952 | 0.8362 | 0.203183 |
| 6 | -0.044879 | -0.3476 | 0.364668 |
| 7 | -0.067603 | -0.5236 | 0.301226 |
| 8 | -0.012474 | -0.0966 | 0.461674 |
| 9 | 0.153103 | 1.1859 | 0.120163 |
| 10 | -0.004024 | -0.0312 | 0.487619 |
| 11 | 0.233189 | 1.8063 | 0.037946 |
| 12 | -0.228974 | -1.7736 | 0.0406 |
| 13 | -0.53727 | -4.1617 | 5.1e-05 |
| 14 | 0.019734 | 0.1529 | 0.439511 |
| 15 | -0.114769 | -0.889 | 0.188778 |
| 16 | -0.122636 | -0.9499 | 0.172979 |
| 17 | 0.021289 | 0.1649 | 0.434786 |
| 18 | -0.035743 | -0.2769 | 0.391417 |
| 19 | 0.049574 | 0.384 | 0.35117 |
| 20 | -0.101421 | -0.7856 | 0.217596 |
| 21 | 0.091406 | 0.708 | 0.240835 |
| 22 | 0.020405 | 0.1581 | 0.437472 |
| 23 | -0.026231 | -0.2032 | 0.41984 |
| 24 | 0.051295 | 0.3973 | 0.346267 |
| 25 | -0.034227 | -0.2651 | 0.395911 |
| 26 | 0.018635 | 0.1443 | 0.442855 |
| 27 | 0.067924 | 0.5261 | 0.300367 |
| 28 | -0.154161 | -1.1941 | 0.118564 |
| 29 | 0.063804 | 0.4942 | 0.311477 |
| 30 | -0.036699 | -0.2843 | 0.388591 |
| 31 | 0.024177 | 0.1873 | 0.42604 |
| 32 | 0.044563 | 0.3452 | 0.365582 |
| 33 | 0.062838 | 0.4867 | 0.314107 |
| 34 | -0.068674 | -0.5319 | 0.298363 |
| 35 | -0.03654 | -0.283 | 0.389061 |
| 36 | 0.100828 | 0.781 | 0.218934 |
