| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.858187 | 6.6475 | 0 |
| 2 | 0.6716 | 5.2022 | 1e-06 |
| 3 | 0.560884 | 4.3446 | 2.7e-05 |
| 4 | 0.545335 | 4.2241 | 4.1e-05 |
| 5 | 0.583365 | 4.5187 | 1.5e-05 |
| 6 | 0.600225 | 4.6493 | 9e-06 |
| 7 | 0.547021 | 4.2372 | 4e-05 |
| 8 | 0.462158 | 3.5799 | 0.000344 |
| 9 | 0.406519 | 3.1489 | 0.001277 |
| 10 | 0.408205 | 3.1619 | 0.001229 |
| 11 | 0.411577 | 3.1881 | 0.001138 |
| 12 | 0.395279 | 3.0618 | 0.001645 |
| 13 | 0.311353 | 2.4117 | 0.009477 |
| 14 | 0.228925 | 1.7732 | 0.040632 |
| 15 | 0.176845 | 1.3698 | 0.087921 |
| 16 | 0.136006 | 1.0535 | 0.148168 |
| 17 | 0.101161 | 0.7836 | 0.218181 |
| 18 | 0.054327 | 0.4208 | 0.337695 |
| 19 | -0.001873 | -0.0145 | 0.494235 |
| 20 | -0.052267 | -0.4049 | 0.343511 |
| 21 | -0.07662 | -0.5935 | 0.277539 |
| 22 | -0.066317 | -0.5137 | 0.304678 |
| 23 | -0.074185 | -0.5746 | 0.283843 |
| 24 | -0.114088 | -0.8837 | 0.190188 |
| 25 | -0.190895 | -1.4787 | 0.07223 |
| 26 | -0.249906 | -1.9358 | 0.028806 |
| 27 | -0.267891 | -2.0751 | 0.021138 |
| 28 | -0.26583 | -2.0591 | 0.021916 |
| 29 | -0.26021 | -2.0156 | 0.024165 |
| 30 | -0.274447 | -2.1259 | 0.01882 |
| 31 | -0.319595 | -2.4756 | 0.008071 |
| 32 | -0.386474 | -2.9936 | 0.002 |
| 33 | -0.408393 | -3.1634 | 0.001224 |
| 34 | -0.363994 | -2.8195 | 0.003254 |
| 35 | -0.310229 | -2.403 | 0.009685 |
| 36 | -0.274073 | -2.123 | 0.018946 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.858187 | 6.6475 | 0 |
| 2 | -0.246226 | -1.9073 | 0.030639 |
| 3 | 0.217823 | 1.6872 | 0.048374 |
| 4 | 0.213234 | 1.6517 | 0.05191 |
| 5 | 0.174284 | 1.35 | 0.091044 |
| 6 | 0.026991 | 0.2091 | 0.417549 |
| 7 | -0.094942 | -0.7354 | 0.232475 |
| 8 | -0.011933 | -0.0924 | 0.463333 |
| 9 | 0.041265 | 0.3196 | 0.375176 |
| 10 | 0.077511 | 0.6004 | 0.27525 |
| 11 | -0.08848 | -0.6854 | 0.247878 |
| 12 | 0.010857 | 0.0841 | 0.466629 |
| 13 | -0.214268 | -1.6597 | 0.051095 |
| 14 | 0.052886 | 0.4097 | 0.341758 |
| 15 | -0.085962 | -0.6659 | 0.254027 |
| 16 | -0.142488 | -1.1037 | 0.137064 |
| 17 | -0.048433 | -0.3752 | 0.354432 |
| 18 | -0.084499 | -0.6545 | 0.257636 |
| 19 | -0.015498 | -0.12 | 0.452423 |
| 20 | -0.064558 | -0.5001 | 0.30943 |
| 21 | 0.031149 | 0.2413 | 0.405081 |
| 22 | 0.064988 | 0.5034 | 0.308264 |
| 23 | -0.030697 | -0.2378 | 0.406431 |
| 24 | -0.051606 | -0.3997 | 0.345383 |
| 25 | -0.106713 | -0.8266 | 0.205871 |
| 26 | 0.027482 | 0.2129 | 0.416073 |
| 27 | -0.018797 | -0.1456 | 0.442361 |
| 28 | -0.011587 | -0.0898 | 0.464391 |
| 29 | 0.001176 | 0.0091 | 0.496383 |
| 30 | -0.001886 | -0.0146 | 0.494197 |
| 31 | -0.065293 | -0.5058 | 0.307441 |
| 32 | -0.167166 | -1.2949 | 0.100164 |
| 33 | 0.079859 | 0.6186 | 0.269265 |
| 34 | 0.063933 | 0.4952 | 0.311126 |
| 35 | 0.049074 | 0.3801 | 0.352597 |
| 36 | 0.061399 | 0.4756 | 0.318045 |
