| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.893084 | 8.7047 | 0 |
| 2 | 0.737762 | 7.1908 | 0 |
| 3 | 0.618689 | 6.0302 | 0 |
| 4 | 0.550729 | 5.3678 | 0 |
| 5 | 0.525603 | 5.1229 | 1e-06 |
| 6 | 0.489843 | 4.7744 | 3e-06 |
| 7 | 0.440331 | 4.2918 | 2.1e-05 |
| 8 | 0.379863 | 3.7024 | 0.000179 |
| 9 | 0.359524 | 3.5042 | 0.00035 |
| 10 | 0.388315 | 3.7848 | 0.000135 |
| 11 | 0.450342 | 4.3894 | 1.5e-05 |
| 12 | 0.469255 | 4.5737 | 7e-06 |
| 13 | 0.343443 | 3.3475 | 0.000585 |
| 14 | 0.182009 | 1.774 | 0.039633 |
| 15 | 0.053771 | 0.5241 | 0.300718 |
| 16 | -0.020529 | -0.2001 | 0.42092 |
| 17 | -0.052275 | -0.5095 | 0.305788 |
| 18 | -0.088374 | -0.8614 | 0.195605 |
| 19 | -0.126645 | -1.2344 | 0.110053 |
| 20 | -0.171465 | -1.6712 | 0.048983 |
| 21 | -0.177389 | -1.729 | 0.043531 |
| 22 | -0.142519 | -1.3891 | 0.084024 |
| 23 | -0.088343 | -0.8611 | 0.195687 |
| 24 | -0.070284 | -0.685 | 0.247492 |
| 25 | -0.167558 | -1.6332 | 0.052874 |
| 26 | -0.290445 | -2.8309 | 0.002833 |
| 27 | -0.38023 | -3.706 | 0.000177 |
| 28 | -0.425417 | -4.1465 | 3.7e-05 |
| 29 | -0.434565 | -4.2356 | 2.6e-05 |
| 30 | -0.443074 | -4.3185 | 1.9e-05 |
| 31 | -0.450286 | -4.3888 | 1.5e-05 |
| 32 | -0.456976 | -4.4541 | 1.1e-05 |
| 33 | -0.425877 | -4.1509 | 3.6e-05 |
| 34 | -0.359984 | -3.5087 | 0.000345 |
| 35 | -0.285284 | -2.7806 | 0.003271 |
| 36 | -0.241971 | -2.3584 | 0.010201 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.893084 | 8.7047 | 0 |
| 2 | -0.295632 | -2.8815 | 0.002447 |
| 3 | 0.15723 | 1.5325 | 0.064363 |
| 4 | 0.099869 | 0.9734 | 0.166413 |
| 5 | 0.116877 | 1.1392 | 0.128747 |
| 6 | -0.107322 | -1.046 | 0.149097 |
| 7 | 0.02673 | 0.2605 | 0.397508 |
| 8 | -0.053439 | -0.5209 | 0.301838 |
| 9 | 0.21765 | 2.1214 | 0.018246 |
| 10 | 0.110092 | 1.073 | 0.142985 |
| 11 | 0.188157 | 1.8339 | 0.034898 |
| 12 | -0.202104 | -1.9699 | 0.025883 |
| 13 | -0.585401 | -5.7058 | 0 |
| 14 | 0.007033 | 0.0686 | 0.472745 |
| 15 | -0.05938 | -0.5788 | 0.28206 |
| 16 | -0.011063 | -0.1078 | 0.457179 |
| 17 | -0.023093 | -0.2251 | 0.411198 |
| 18 | -0.002236 | -0.0218 | 0.491331 |
| 19 | 0.085204 | 0.8305 | 0.20418 |
| 20 | -0.016304 | -0.1589 | 0.437038 |
| 21 | 0.046717 | 0.4553 | 0.324953 |
| 22 | -0.056365 | -0.5494 | 0.292018 |
| 23 | -0.056835 | -0.554 | 0.290455 |
| 24 | -0.010439 | -0.1017 | 0.459587 |
| 25 | -0.170807 | -1.6648 | 0.049622 |
| 26 | 0.009365 | 0.0913 | 0.463732 |
| 27 | -0.019546 | -0.1905 | 0.424656 |
| 28 | -0.082755 | -0.8066 | 0.210957 |
| 29 | -0.021209 | -0.2067 | 0.418334 |
| 30 | -0.006627 | -0.0646 | 0.474319 |
| 31 | -0.00997 | -0.0972 | 0.461396 |
| 32 | 0.018422 | 0.1796 | 0.428941 |
| 33 | 0.012996 | 0.1267 | 0.449735 |
| 34 | 0.020886 | 0.2036 | 0.419561 |
| 35 | -0.030653 | -0.2988 | 0.382885 |
| 36 | 0.033811 | 0.3296 | 0.371232 |
