| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.886896 | 6.9269 | 0 |
| 2 | 0.724757 | 5.6605 | 0 |
| 3 | 0.622392 | 4.861 | 4e-06 |
| 4 | 0.582461 | 4.5492 | 1.3e-05 |
| 5 | 0.580303 | 4.5323 | 1.4e-05 |
| 6 | 0.559753 | 4.3718 | 2.4e-05 |
| 7 | 0.498324 | 3.892 | 0.000124 |
| 8 | 0.42602 | 3.3273 | 0.000745 |
| 9 | 0.400394 | 3.1272 | 0.001352 |
| 10 | 0.429854 | 3.3573 | 0.00068 |
| 11 | 0.477105 | 3.7263 | 0.000214 |
| 12 | 0.471937 | 3.6859 | 0.000243 |
| 13 | 0.322881 | 2.5218 | 0.007152 |
| 14 | 0.154002 | 1.2028 | 0.116851 |
| 15 | 0.042927 | 0.3353 | 0.369286 |
| 16 | -0.011859 | -0.0926 | 0.463253 |
| 17 | -0.031165 | -0.2434 | 0.404255 |
| 18 | -0.061642 | -0.4814 | 0.315963 |
| 19 | -0.11673 | -0.9117 | 0.182761 |
| 20 | -0.180019 | -1.406 | 0.082399 |
| 21 | -0.200309 | -1.5645 | 0.061441 |
| 22 | -0.171499 | -1.3395 | 0.092696 |
| 23 | -0.134439 | -1.05 | 0.14893 |
| 24 | -0.142042 | -1.1094 | 0.13581 |
| 25 | -0.249174 | -1.9461 | 0.028126 |
| 26 | -0.354825 | -2.7713 | 0.003696 |
| 27 | -0.404132 | -3.1564 | 0.001241 |
| 28 | -0.407441 | -3.1822 | 0.00115 |
| 29 | -0.395539 | -3.0893 | 0.00151 |
| 30 | -0.387539 | -3.0268 | 0.001809 |
| 31 | -0.391057 | -3.0542 | 0.001671 |
| 32 | -0.400467 | -3.1277 | 0.00135 |
| 33 | -0.367498 | -2.8702 | 0.002815 |
| 34 | -0.294683 | -2.3015 | 0.012395 |
| 35 | -0.240362 | -1.8773 | 0.032631 |
| 36 | -0.223552 | -1.746 | 0.042923 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.886896 | 6.9269 | 0 |
| 2 | -0.289708 | -2.2627 | 0.013613 |
| 3 | 0.25743 | 2.0106 | 0.024398 |
| 4 | 0.105144 | 0.8212 | 0.207365 |
| 5 | 0.137162 | 1.0713 | 0.144134 |
| 6 | -0.073092 | -0.5709 | 0.285093 |
| 7 | -0.066335 | -0.5181 | 0.303133 |
| 8 | -0.00513 | -0.0401 | 0.484085 |
| 9 | 0.164569 | 1.2853 | 0.101768 |
| 10 | 0.122279 | 0.955 | 0.171666 |
| 11 | 0.090474 | 0.7066 | 0.241246 |
| 12 | -0.141356 | -1.104 | 0.136959 |
| 13 | -0.582962 | -4.5531 | 1.3e-05 |
| 14 | 0.043725 | 0.3415 | 0.366948 |
| 15 | -0.206047 | -1.6093 | 0.05636 |
| 16 | -0.031277 | -0.2443 | 0.403917 |
| 17 | -0.013556 | -0.1059 | 0.458014 |
| 18 | 0.025289 | 0.1975 | 0.42204 |
| 19 | 0.047374 | 0.37 | 0.356332 |
| 20 | -0.074389 | -0.581 | 0.281692 |
| 21 | 0.022254 | 0.1738 | 0.431297 |
| 22 | -0.003033 | -0.0237 | 0.49059 |
| 23 | 0.064006 | 0.4999 | 0.30947 |
| 24 | -0.014529 | -0.1135 | 0.455013 |
| 25 | -0.048387 | -0.3779 | 0.353403 |
| 26 | 0.076601 | 0.5983 | 0.275937 |
| 27 | -0.027572 | -0.2153 | 0.415107 |
| 28 | -0.003405 | -0.0266 | 0.489436 |
| 29 | -0.139714 | -1.0912 | 0.139737 |
| 30 | 0.109804 | 0.8576 | 0.197235 |
| 31 | -0.046419 | -0.3625 | 0.3591 |
| 32 | 0.020991 | 0.1639 | 0.435157 |
| 33 | 0.06585 | 0.5143 | 0.304449 |
| 34 | 0.024806 | 0.1937 | 0.423511 |
| 35 | -0.08108 | -0.6333 | 0.264467 |
| 36 | 0.055372 | 0.4325 | 0.333463 |
