| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.852976 | 6.662 | 0 |
| 2 | 0.634278 | 4.9539 | 3e-06 |
| 3 | 0.518382 | 4.0487 | 7.4e-05 |
| 4 | 0.542176 | 4.2345 | 3.9e-05 |
| 5 | 0.631956 | 4.9357 | 3e-06 |
| 6 | 0.675865 | 5.2787 | 1e-06 |
| 7 | 0.597739 | 4.6685 | 9e-06 |
| 8 | 0.451172 | 3.5238 | 0.000407 |
| 9 | 0.342368 | 2.674 | 0.004803 |
| 10 | 0.315607 | 2.465 | 0.008267 |
| 11 | 0.36331 | 2.8375 | 0.003082 |
| 12 | 0.371026 | 2.8978 | 0.002607 |
| 13 | 0.288197 | 2.2509 | 0.014004 |
| 14 | 0.189454 | 1.4797 | 0.072052 |
| 15 | 0.130804 | 1.0216 | 0.1555 |
| 16 | 0.098541 | 0.7696 | 0.222244 |
| 17 | 0.075266 | 0.5878 | 0.279404 |
| 18 | 0.036247 | 0.2831 | 0.389031 |
| 19 | -0.028614 | -0.2235 | 0.411952 |
| 20 | -0.097947 | -0.765 | 0.223614 |
| 21 | -0.150275 | -1.1737 | 0.122541 |
| 22 | -0.177664 | -1.3876 | 0.085153 |
| 23 | -0.178875 | -1.3971 | 0.083728 |
| 24 | -0.200114 | -1.5629 | 0.06162 |
| 25 | -0.257167 | -2.0085 | 0.02451 |
| 26 | -0.294275 | -2.2984 | 0.012491 |
| 27 | -0.291664 | -2.278 | 0.013122 |
| 28 | -0.276036 | -2.1559 | 0.017522 |
| 29 | -0.26173 | -2.0442 | 0.02263 |
| 30 | -0.269257 | -2.103 | 0.019801 |
| 31 | -0.306783 | -2.3961 | 0.009827 |
| 32 | -0.348236 | -2.7198 | 0.004248 |
| 33 | -0.367184 | -2.8678 | 0.002834 |
| 34 | -0.335097 | -2.6172 | 0.005582 |
| 35 | -0.281429 | -2.198 | 0.015876 |
| 36 | -0.280917 | -2.194 | 0.016026 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.852976 | 6.662 | 0 |
| 2 | -0.342431 | -2.6745 | 0.004797 |
| 3 | 0.350041 | 2.7339 | 0.00409 |
| 4 | 0.28107 | 2.1952 | 0.015981 |
| 5 | 0.206931 | 1.6162 | 0.055607 |
| 6 | 0.044978 | 0.3513 | 0.36329 |
| 7 | -0.174518 | -1.363 | 0.088942 |
| 8 | -0.09016 | -0.7042 | 0.242004 |
| 9 | -0.051323 | -0.4008 | 0.344968 |
| 10 | -0.071786 | -0.5607 | 0.28854 |
| 11 | 0.092611 | 0.7233 | 0.236125 |
| 12 | -0.200232 | -1.5639 | 0.061512 |
| 13 | -0.076452 | -0.5971 | 0.276323 |
| 14 | 0.11462 | 0.8952 | 0.187097 |
| 15 | -0.041118 | -0.3211 | 0.3746 |
| 16 | -0.138748 | -1.0837 | 0.141391 |
| 17 | -0.081042 | -0.633 | 0.264562 |
| 18 | -0.064235 | -0.5017 | 0.308846 |
| 19 | -0.031989 | -0.2498 | 0.401775 |
| 20 | -0.089903 | -0.7022 | 0.242623 |
| 21 | -0.059885 | -0.4677 | 0.320828 |
| 22 | -0.022416 | -0.1751 | 0.430801 |
| 23 | 0.070668 | 0.5519 | 0.291505 |
| 24 | -0.036574 | -0.2856 | 0.388057 |
| 25 | -0.063577 | -0.4966 | 0.310645 |
| 26 | 0.081832 | 0.6391 | 0.262567 |
| 27 | 0.067728 | 0.529 | 0.299371 |
| 28 | 0.019602 | 0.1531 | 0.439415 |
| 29 | 0.043857 | 0.3425 | 0.366562 |
| 30 | -0.03616 | -0.2824 | 0.389288 |
| 31 | -0.041711 | -0.3258 | 0.372854 |
| 32 | -0.061142 | -0.4775 | 0.317344 |
| 33 | -0.062147 | -0.4854 | 0.31457 |
| 34 | 0.074055 | 0.5784 | 0.282567 |
| 35 | -0.035241 | -0.2752 | 0.392031 |
| 36 | -0.120892 | -0.9442 | 0.174397 |
