| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.960308 | 12.447 | 0 |
| 2 | 0.886796 | 11.4942 | 0 |
| 3 | 0.812638 | 10.533 | 0 |
| 4 | 0.763422 | 9.8951 | 0 |
| 5 | 0.734056 | 9.5145 | 0 |
| 6 | 0.708211 | 9.1795 | 0 |
| 7 | 0.671771 | 8.7072 | 0 |
| 8 | 0.615111 | 7.9727 | 0 |
| 9 | 0.54394 | 7.0503 | 0 |
| 10 | 0.461941 | 5.9874 | 0 |
| 11 | 0.384533 | 4.9841 | 1e-06 |
| 12 | 0.320973 | 4.1603 | 2.5e-05 |
| 13 | 0.27745 | 3.5962 | 0.000212 |
| 14 | 0.240178 | 3.1131 | 0.001088 |
| 15 | 0.197435 | 2.559 | 0.005689 |
| 16 | 0.143034 | 1.8539 | 0.032751 |
| 17 | 0.082632 | 1.071 | 0.142846 |
| 18 | 0.02608 | 0.338 | 0.367877 |
| 19 | -0.019855 | -0.2574 | 0.398609 |
| 20 | -0.053091 | -0.6881 | 0.246157 |
| 21 | -0.080257 | -1.0403 | 0.149858 |
| 22 | -0.103846 | -1.346 | 0.090058 |
| 23 | -0.127511 | -1.6527 | 0.050127 |
| 24 | -0.151359 | -1.9618 | 0.025717 |
| 25 | -0.17212 | -2.2309 | 0.013505 |
| 26 | -0.190428 | -2.4682 | 0.00729 |
| 27 | -0.202855 | -2.6293 | 0.004675 |
| 28 | -0.209099 | -2.7102 | 0.003711 |
| 29 | -0.20686 | -2.6812 | 0.004034 |
| 30 | -0.196812 | -2.551 | 0.005817 |
| 31 | -0.182739 | -2.3686 | 0.009497 |
| 32 | -0.171552 | -2.2236 | 0.013755 |
| 33 | -0.174401 | -2.2605 | 0.012537 |
| 34 | -0.187712 | -2.433 | 0.008011 |
| 35 | -0.204323 | -2.6483 | 0.00443 |
| 36 | -0.209063 | -2.7098 | 0.003716 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.960308 | 12.447 | 0 |
| 2 | -0.4549 | -5.8962 | 0 |
| 3 | 0.17004 | 2.204 | 0.014443 |
| 4 | 0.266598 | 3.4555 | 0.000348 |
| 5 | -0.045011 | -0.5834 | 0.2802 |
| 6 | -0.084786 | -1.099 | 0.13668 |
| 7 | -0.058223 | -0.7547 | 0.225755 |
| 8 | -0.177814 | -2.3047 | 0.011203 |
| 9 | -0.075649 | -0.9805 | 0.164118 |
| 10 | -0.186444 | -2.4166 | 0.008369 |
| 11 | 0.016127 | 0.209 | 0.41734 |
| 12 | 0.032022 | 0.4151 | 0.339314 |
| 13 | 0.085007 | 1.1018 | 0.13606 |
| 14 | -0.099088 | -1.2843 | 0.100398 |
| 15 | -0.010732 | -0.1391 | 0.444767 |
| 16 | -0.01851 | -0.2399 | 0.405343 |
| 17 | 0.005923 | 0.0768 | 0.469448 |
| 18 | -0.022451 | -0.291 | 0.385707 |
| 19 | 0.000724 | 0.0094 | 0.496263 |
| 20 | -0.006495 | -0.0842 | 0.466507 |
| 21 | -0.038202 | -0.4951 | 0.310571 |
| 22 | 0.016511 | 0.214 | 0.415398 |
| 23 | 0.017865 | 0.2316 | 0.408581 |
| 24 | -0.005393 | -0.0699 | 0.472177 |
| 25 | 0.058974 | 0.7644 | 0.222854 |
| 26 | -0.078787 | -1.0212 | 0.154316 |
| 27 | 0.023618 | 0.3061 | 0.379943 |
| 28 | 0.011571 | 0.15 | 0.440481 |
| 29 | 0.049293 | 0.6389 | 0.261875 |
| 30 | 0.061213 | 0.7934 | 0.214328 |
| 31 | 0.010064 | 0.1304 | 0.448186 |
| 32 | -0.060497 | -0.7841 | 0.217033 |
| 33 | -0.190848 | -2.4737 | 0.007184 |
| 34 | -0.034788 | -0.4509 | 0.326321 |
| 35 | -0.04439 | -0.5754 | 0.282911 |
| 36 | 0.067384 | 0.8734 | 0.191848 |
