| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.896962 | 8.6964 | 0 |
| 2 | 0.765866 | 7.4253 | 0 |
| 3 | 0.656475 | 6.3648 | 0 |
| 4 | 0.576022 | 5.5847 | 0 |
| 5 | 0.535861 | 5.1954 | 1e-06 |
| 6 | 0.479362 | 4.6476 | 5e-06 |
| 7 | 0.408255 | 3.9582 | 7.3e-05 |
| 8 | 0.326531 | 3.1658 | 0.001042 |
| 9 | 0.27743 | 2.6898 | 0.00423 |
| 10 | 0.263586 | 2.5556 | 0.006103 |
| 11 | 0.281974 | 2.7338 | 0.00374 |
| 12 | 0.284641 | 2.7597 | 0.003478 |
| 13 | 0.180929 | 1.7542 | 0.04133 |
| 14 | 0.06417 | 0.6222 | 0.267674 |
| 15 | -0.032641 | -0.3165 | 0.376176 |
| 16 | -0.09407 | -0.912 | 0.18204 |
| 17 | -0.111301 | -1.0791 | 0.141652 |
| 18 | -0.14033 | -1.3605 | 0.088455 |
| 19 | -0.17248 | -1.6723 | 0.048899 |
| 20 | -0.209454 | -2.0307 | 0.022553 |
| 21 | -0.220333 | -2.1362 | 0.01763 |
| 22 | -0.20279 | -1.9661 | 0.026118 |
| 23 | -0.167906 | -1.6279 | 0.053446 |
| 24 | -0.143557 | -1.3918 | 0.083629 |
| 25 | -0.205031 | -1.9878 | 0.024869 |
| 26 | -0.274218 | -2.6586 | 0.004611 |
| 27 | -0.328439 | -3.1843 | 0.000984 |
| 28 | -0.34991 | -3.3925 | 0.000507 |
| 29 | -0.333757 | -3.2359 | 0.000837 |
| 30 | -0.332013 | -3.219 | 0.000883 |
| 31 | -0.329492 | -3.1945 | 0.000953 |
| 32 | -0.327724 | -3.1774 | 0.001006 |
| 33 | -0.30182 | -2.9263 | 0.002151 |
| 34 | -0.258207 | -2.5034 | 0.007013 |
| 35 | -0.20108 | -1.9495 | 0.027106 |
| 36 | -0.160227 | -1.5535 | 0.061837 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.896962 | 8.6964 | 0 |
| 2 | -0.197872 | -1.9184 | 0.029045 |
| 3 | 0.058979 | 0.5718 | 0.284404 |
| 4 | 0.05444 | 0.5278 | 0.299436 |
| 5 | 0.136814 | 1.3265 | 0.093951 |
| 6 | -0.151208 | -1.466 | 0.07299 |
| 7 | -0.040309 | -0.3908 | 0.348411 |
| 8 | -0.078058 | -0.7568 | 0.225531 |
| 9 | 0.148821 | 1.4429 | 0.07619 |
| 10 | 0.047077 | 0.4564 | 0.324567 |
| 11 | 0.145328 | 1.409 | 0.081066 |
| 12 | -0.1077 | -1.0442 | 0.149537 |
| 13 | -0.476601 | -4.6208 | 6e-06 |
| 14 | 0.015695 | 0.1522 | 0.439692 |
| 15 | -0.012639 | -0.1225 | 0.451366 |
| 16 | 0.013607 | 0.1319 | 0.447663 |
| 17 | 0.029167 | 0.2828 | 0.388983 |
| 18 | -0.031307 | -0.3035 | 0.381079 |
| 19 | 0.062309 | 0.6041 | 0.273613 |
| 20 | -0.003191 | -0.0309 | 0.487694 |
| 21 | 0.031727 | 0.3076 | 0.379532 |
| 22 | -0.045161 | -0.4379 | 0.331248 |
| 23 | -0.052154 | -0.5056 | 0.307143 |
| 24 | -0.006213 | -0.0602 | 0.476046 |
| 25 | -0.206422 | -2.0013 | 0.02412 |
| 26 | 0.029388 | 0.2849 | 0.388162 |
| 27 | -0.033304 | -0.3229 | 0.373747 |
| 28 | 0.019825 | 0.1922 | 0.423995 |
| 29 | -0.016226 | -0.1573 | 0.437665 |
| 30 | -0.02401 | -0.2328 | 0.408217 |
| 31 | 0.028967 | 0.2808 | 0.389724 |
| 32 | 0.016254 | 0.1576 | 0.437558 |
| 33 | 0.027626 | 0.2678 | 0.394702 |
| 34 | -0.059272 | -0.5747 | 0.283446 |
| 35 | 0.019993 | 0.1938 | 0.42336 |
| 36 | -0.054621 | -0.5296 | 0.298828 |
