| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.897178 | 7.0072 | 0 |
| 2 | 0.768065 | 5.9988 | 0 |
| 3 | 0.664985 | 5.1937 | 1e-06 |
| 4 | 0.589744 | 4.6061 | 1.1e-05 |
| 5 | 0.546194 | 4.2659 | 3.5e-05 |
| 6 | 0.501825 | 3.9194 | 0.000114 |
| 7 | 0.420064 | 3.2808 | 0.000857 |
| 8 | 0.311361 | 2.4318 | 0.008987 |
| 9 | 0.220476 | 1.722 | 0.045071 |
| 10 | 0.165044 | 1.289 | 0.101126 |
| 11 | 0.15493 | 1.21 | 0.115466 |
| 12 | 0.133744 | 1.0446 | 0.15017 |
| 13 | 0.008528 | 0.0666 | 0.473558 |
| 14 | -0.112906 | -0.8818 | 0.190666 |
| 15 | -0.201696 | -1.5753 | 0.060181 |
| 16 | -0.255686 | -1.997 | 0.025147 |
| 17 | -0.27374 | -2.138 | 0.018267 |
| 18 | -0.286206 | -2.2353 | 0.014533 |
| 19 | -0.322623 | -2.5198 | 0.007189 |
| 20 | -0.377163 | -2.9457 | 0.002278 |
| 21 | -0.405152 | -3.1643 | 0.001212 |
| 22 | -0.402884 | -3.1466 | 0.001277 |
| 23 | -0.369364 | -2.8848 | 0.002703 |
| 24 | -0.341358 | -2.6661 | 0.004905 |
| 25 | -0.383092 | -2.992 | 0.001998 |
| 26 | -0.416801 | -3.2553 | 0.000925 |
| 27 | -0.426505 | -3.3311 | 0.000736 |
| 28 | -0.410886 | -3.2091 | 0.001062 |
| 29 | -0.367625 | -2.8712 | 0.002807 |
| 30 | -0.31307 | -2.4452 | 0.008691 |
| 31 | -0.281525 | -2.1988 | 0.015848 |
| 32 | -0.256756 | -2.0053 | 0.024685 |
| 33 | -0.219731 | -1.7162 | 0.045604 |
| 34 | -0.16885 | -1.3188 | 0.096089 |
| 35 | -0.103497 | -0.8083 | 0.211019 |
| 36 | -0.051056 | -0.3988 | 0.345732 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.897178 | 7.0072 | 0 |
| 2 | -0.188978 | -1.476 | 0.072549 |
| 3 | 0.080898 | 0.6318 | 0.264928 |
| 4 | 0.048538 | 0.3791 | 0.352969 |
| 5 | 0.103105 | 0.8053 | 0.211894 |
| 6 | -0.050619 | -0.3954 | 0.346982 |
| 7 | -0.184415 | -1.4403 | 0.077444 |
| 8 | -0.132704 | -1.0365 | 0.152041 |
| 9 | 0.031707 | 0.2476 | 0.402624 |
| 10 | 0.052147 | 0.4073 | 0.342614 |
| 11 | 0.125713 | 0.9819 | 0.165026 |
| 12 | -0.126609 | -0.9888 | 0.163322 |
| 13 | -0.522642 | -4.082 | 6.6e-05 |
| 14 | 0.128632 | 1.0046 | 0.159518 |
| 15 | 0.061771 | 0.4824 | 0.315607 |
| 16 | 0.001606 | 0.0125 | 0.495016 |
| 17 | -0.090542 | -0.7072 | 0.241082 |
| 18 | -0.088121 | -0.6882 | 0.246953 |
| 19 | 0.045135 | 0.3525 | 0.362833 |
| 20 | 0.04836 | 0.3777 | 0.353481 |
| 21 | 0.047436 | 0.3705 | 0.35615 |
| 22 | -0.114459 | -0.894 | 0.18743 |
| 23 | -0.10569 | -0.8255 | 0.206162 |
| 24 | 0.050346 | 0.3932 | 0.347766 |
| 25 | -0.076832 | -0.6001 | 0.275339 |
| 26 | 0.012697 | 0.0992 | 0.460666 |
| 27 | -0.069427 | -0.5422 | 0.294814 |
| 28 | -0.054752 | -0.4276 | 0.335216 |
| 29 | 0.023809 | 0.186 | 0.426548 |
| 30 | 0.09727 | 0.7597 | 0.225179 |
| 31 | -0.007108 | -0.0555 | 0.477955 |
| 32 | 0.058573 | 0.4575 | 0.32448 |
| 33 | -0.093275 | -0.7285 | 0.234548 |
| 34 | 0.013652 | 0.1066 | 0.457719 |
| 35 | 0.006369 | 0.0497 | 0.480244 |
| 36 | -0.011798 | -0.0921 | 0.463443 |
