| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.851505 | 6.5957 | 0 |
| 2 | 0.717594 | 5.5585 | 0 |
| 3 | 0.613985 | 4.7559 | 6e-06 |
| 4 | 0.567798 | 4.3981 | 2.3e-05 |
| 5 | 0.51626 | 3.9989 | 8.8e-05 |
| 6 | 0.469743 | 3.6386 | 0.000286 |
| 7 | 0.409836 | 3.1746 | 0.001184 |
| 8 | 0.351767 | 2.7248 | 0.004209 |
| 9 | 0.283746 | 2.1979 | 0.015914 |
| 10 | 0.217434 | 1.6842 | 0.048666 |
| 11 | 0.154955 | 1.2003 | 0.117376 |
| 12 | 0.086038 | 0.6664 | 0.25384 |
| 13 | 0.019543 | 0.1514 | 0.440092 |
| 14 | -0.04218 | -0.3267 | 0.372505 |
| 15 | -0.104143 | -0.8067 | 0.211516 |
| 16 | -0.15567 | -1.2058 | 0.116311 |
| 17 | -0.203252 | -1.5744 | 0.060329 |
| 18 | -0.231193 | -1.7908 | 0.039184 |
| 19 | -0.257453 | -1.9942 | 0.025339 |
| 20 | -0.281123 | -2.1776 | 0.016691 |
| 21 | -0.300845 | -2.3303 | 0.011585 |
| 22 | -0.326029 | -2.5254 | 0.007108 |
| 23 | -0.345257 | -2.6743 | 0.004817 |
| 24 | -0.352548 | -2.7308 | 0.004141 |
| 25 | -0.360443 | -2.792 | 0.003509 |
| 26 | -0.356093 | -2.7583 | 0.003845 |
| 27 | -0.341334 | -2.644 | 0.005221 |
| 28 | -0.329856 | -2.5551 | 0.006586 |
| 29 | -0.316723 | -2.4533 | 0.008538 |
| 30 | -0.309359 | -2.3963 | 0.009848 |
| 31 | -0.300008 | -2.3239 | 0.011769 |
| 32 | -0.290779 | -2.2524 | 0.013985 |
| 33 | -0.273416 | -2.1179 | 0.019169 |
| 34 | -0.245169 | -1.8991 | 0.031183 |
| 35 | -0.224197 | -1.7366 | 0.043793 |
| 36 | -0.200189 | -1.5507 | 0.063121 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.851505 | 6.5957 | 0 |
| 2 | -0.02716 | -0.2104 | 0.417042 |
| 3 | 0.034511 | 0.2673 | 0.395069 |
| 4 | 0.152964 | 1.1849 | 0.120373 |
| 5 | -0.026018 | -0.2015 | 0.420482 |
| 6 | 0.020159 | 0.1561 | 0.43822 |
| 7 | -0.041613 | -0.3223 | 0.37416 |
| 8 | -0.03121 | -0.2418 | 0.404897 |
| 9 | -0.070403 | -0.5453 | 0.293771 |
| 10 | -0.057755 | -0.4474 | 0.32811 |
| 11 | -0.0434 | -0.3362 | 0.368955 |
| 12 | -0.094477 | -0.7318 | 0.233564 |
| 13 | -0.056368 | -0.4366 | 0.331976 |
| 14 | -0.053478 | -0.4142 | 0.340087 |
| 15 | -0.077362 | -0.5992 | 0.275632 |
| 16 | -0.028057 | -0.2173 | 0.414346 |
| 17 | -0.048478 | -0.3755 | 0.354303 |
| 18 | 0.015613 | 0.1209 | 0.452074 |
| 19 | -0.025553 | -0.1979 | 0.421884 |
| 20 | -0.021921 | -0.1698 | 0.432869 |
| 21 | -0.002011 | -0.0156 | 0.493813 |
| 22 | -0.062592 | -0.4848 | 0.314781 |
| 23 | -0.017791 | -0.1378 | 0.445428 |
| 24 | -0.006487 | -0.0502 | 0.480047 |
| 25 | -0.052554 | -0.4071 | 0.342698 |
| 26 | 0.008862 | 0.0686 | 0.472751 |
| 27 | 0.007464 | 0.0578 | 0.477045 |
| 28 | -0.03473 | -0.269 | 0.39442 |
| 29 | -0.009582 | -0.0742 | 0.470539 |
| 30 | -0.043536 | -0.3372 | 0.36856 |
| 31 | -0.028712 | -0.2224 | 0.412377 |
| 32 | -0.04241 | -0.3285 | 0.371837 |
| 33 | -0.010032 | -0.0777 | 0.469159 |
| 34 | 0.012293 | 0.0952 | 0.46223 |
| 35 | -0.048928 | -0.379 | 0.353015 |
| 36 | 0.008073 | 0.0625 | 0.475172 |
