| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.879885 | 6.8721 | 0 |
| 2 | 0.736405 | 5.7515 | 0 |
| 3 | 0.633609 | 4.9486 | 3e-06 |
| 4 | 0.582572 | 4.55 | 1.3e-05 |
| 5 | 0.562305 | 4.3917 | 2.3e-05 |
| 6 | 0.508698 | 3.9731 | 9.5e-05 |
| 7 | 0.413243 | 3.2275 | 0.001005 |
| 8 | 0.304705 | 2.3798 | 0.010231 |
| 9 | 0.238008 | 1.8589 | 0.033933 |
| 10 | 0.220833 | 1.7248 | 0.044817 |
| 11 | 0.234321 | 1.8301 | 0.036061 |
| 12 | 0.22133 | 1.7286 | 0.044466 |
| 13 | 0.084316 | 0.6585 | 0.256338 |
| 14 | -0.047453 | -0.3706 | 0.356103 |
| 15 | -0.138889 | -1.0848 | 0.141149 |
| 16 | -0.172079 | -1.344 | 0.091966 |
| 17 | -0.170623 | -1.3326 | 0.093808 |
| 18 | -0.199405 | -1.5574 | 0.062274 |
| 19 | -0.249829 | -1.9512 | 0.027814 |
| 20 | -0.31694 | -2.4754 | 0.008051 |
| 21 | -0.344807 | -2.693 | 0.004565 |
| 22 | -0.325147 | -2.5395 | 0.006833 |
| 23 | -0.283614 | -2.2151 | 0.015249 |
| 24 | -0.26933 | -2.1035 | 0.019775 |
| 25 | -0.343946 | -2.6863 | 0.004648 |
| 26 | -0.400839 | -3.1307 | 0.001338 |
| 27 | -0.415567 | -3.2457 | 0.000952 |
| 28 | -0.372612 | -2.9102 | 0.002518 |
| 29 | -0.329791 | -2.5757 | 0.00622 |
| 30 | -0.303628 | -2.3714 | 0.010447 |
| 31 | -0.288693 | -2.2548 | 0.013874 |
| 32 | -0.291271 | -2.2749 | 0.01322 |
| 33 | -0.2597 | -2.0283 | 0.02345 |
| 34 | -0.184371 | -1.44 | 0.077492 |
| 35 | -0.122274 | -0.955 | 0.171676 |
| 36 | -0.092354 | -0.7213 | 0.236739 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.879885 | 6.8721 | 0 |
| 2 | -0.16737 | -1.3072 | 0.098025 |
| 3 | 0.11152 | 0.871 | 0.193586 |
| 4 | 0.135711 | 1.0599 | 0.146676 |
| 5 | 0.090366 | 0.7058 | 0.241506 |
| 6 | -0.138198 | -1.0794 | 0.142338 |
| 7 | -0.134922 | -1.0538 | 0.148072 |
| 8 | -0.089469 | -0.6988 | 0.243675 |
| 9 | 0.071157 | 0.5558 | 0.290205 |
| 10 | 0.072024 | 0.5625 | 0.28791 |
| 11 | 0.102487 | 0.8004 | 0.213279 |
| 12 | -0.053171 | -0.4153 | 0.339698 |
| 13 | -0.490726 | -3.8327 | 0.000151 |
| 14 | 0.030109 | 0.2352 | 0.407436 |
| 15 | -0.078537 | -0.6134 | 0.270948 |
| 16 | 0.031417 | 0.2454 | 0.403494 |
| 17 | 0.046633 | 0.3642 | 0.358477 |
| 18 | -0.010401 | -0.0812 | 0.467761 |
| 19 | 0.053608 | 0.4187 | 0.338455 |
| 20 | -0.124483 | -0.9722 | 0.167384 |
| 21 | -0.013033 | -0.1018 | 0.459627 |
| 22 | -0.007704 | -0.0602 | 0.476108 |
| 23 | -0.009697 | -0.0757 | 0.469937 |
| 24 | -0.022223 | -0.1736 | 0.431391 |
| 25 | -0.137941 | -1.0774 | 0.142782 |
| 26 | 0.055795 | 0.4358 | 0.332269 |
| 27 | 0.003363 | 0.0263 | 0.489566 |
| 28 | 0.043917 | 0.343 | 0.366387 |
| 29 | -0.148171 | -1.1573 | 0.125841 |
| 30 | 0.12725 | 0.9939 | 0.16211 |
| 31 | 0.017144 | 0.1339 | 0.44696 |
| 32 | -0.026704 | -0.2086 | 0.417741 |
| 33 | 0.00985 | 0.0769 | 0.469465 |
| 34 | 0.085023 | 0.664 | 0.25458 |
| 35 | -0.139836 | -1.0922 | 0.139531 |
| 36 | -0.021184 | -0.1655 | 0.434567 |
