| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.87883 | 7.3001 | 0 |
| 2 | 0.720786 | 5.9873 | 0 |
| 3 | 0.600084 | 4.9847 | 2e-06 |
| 4 | 0.544838 | 4.5258 | 1.2e-05 |
| 5 | 0.530408 | 4.4059 | 1.9e-05 |
| 6 | 0.483616 | 4.0172 | 7.4e-05 |
| 7 | 0.392801 | 3.2628 | 0.000858 |
| 8 | 0.283565 | 2.3555 | 0.010674 |
| 9 | 0.215346 | 1.7888 | 0.039018 |
| 10 | 0.199322 | 1.6557 | 0.051163 |
| 11 | 0.236678 | 1.966 | 0.026662 |
| 12 | 0.244139 | 2.028 | 0.023213 |
| 13 | 0.105449 | 0.8759 | 0.192054 |
| 14 | -0.03855 | -0.3202 | 0.374884 |
| 15 | -0.146037 | -1.2131 | 0.114619 |
| 16 | -0.182291 | -1.5142 | 0.067269 |
| 17 | -0.176396 | -1.4653 | 0.073696 |
| 18 | -0.199563 | -1.6577 | 0.05096 |
| 19 | -0.247217 | -2.0535 | 0.021906 |
| 20 | -0.313558 | -2.6046 | 0.005628 |
| 21 | -0.339491 | -2.82 | 0.003132 |
| 22 | -0.320788 | -2.6647 | 0.004794 |
| 23 | -0.262978 | -2.1845 | 0.016165 |
| 24 | -0.235846 | -1.9591 | 0.027073 |
| 25 | -0.314198 | -2.6099 | 0.005549 |
| 26 | -0.390678 | -3.2452 | 0.000906 |
| 27 | -0.428018 | -3.5554 | 0.000343 |
| 28 | -0.38988 | -3.2386 | 0.000924 |
| 29 | -0.335102 | -2.7836 | 0.003466 |
| 30 | -0.299632 | -2.4889 | 0.007615 |
| 31 | -0.290649 | -2.4143 | 0.009211 |
| 32 | -0.2964 | -2.4621 | 0.008158 |
| 33 | -0.267127 | -2.2189 | 0.014892 |
| 34 | -0.200655 | -1.6668 | 0.050047 |
| 35 | -0.116347 | -0.9665 | 0.168596 |
| 36 | -0.061665 | -0.5122 | 0.305065 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.87883 | 7.3001 | 0 |
| 2 | -0.226464 | -1.8812 | 0.032085 |
| 3 | 0.102813 | 0.854 | 0.198021 |
| 4 | 0.172281 | 1.4311 | 0.078462 |
| 5 | 0.091002 | 0.7559 | 0.226135 |
| 6 | -0.15133 | -1.257 | 0.106488 |
| 7 | -0.11124 | -0.924 | 0.179346 |
| 8 | -0.072517 | -0.6024 | 0.274451 |
| 9 | 0.081416 | 0.6763 | 0.250558 |
| 10 | 0.056212 | 0.4669 | 0.32101 |
| 11 | 0.18425 | 1.5305 | 0.065233 |
| 12 | -0.103184 | -0.8571 | 0.197176 |
| 13 | -0.573578 | -4.7645 | 5e-06 |
| 14 | 0.133751 | 1.111 | 0.135208 |
| 15 | -0.03834 | -0.3185 | 0.375544 |
| 16 | -0.033832 | -0.281 | 0.389763 |
| 17 | 0.01885 | 0.1566 | 0.438017 |
| 18 | -0.013352 | -0.1109 | 0.456004 |
| 19 | 0.068029 | 0.5651 | 0.286921 |
| 20 | -0.117838 | -0.9788 | 0.165541 |
| 21 | 0.054921 | 0.4562 | 0.324836 |
| 22 | -0.006554 | -0.0544 | 0.478372 |
| 23 | -0.112915 | -0.9379 | 0.175773 |
| 24 | -0.001025 | -0.0085 | 0.496615 |
| 25 | -0.126261 | -1.0488 | 0.148964 |
| 26 | 0.001454 | 0.0121 | 0.495198 |
| 27 | 0.051228 | 0.4255 | 0.335887 |
| 28 | 0.039721 | 0.3299 | 0.371219 |
| 29 | -0.104119 | -0.8649 | 0.195052 |
| 30 | 0.100742 | 0.8368 | 0.202789 |
| 31 | -0.031046 | -0.2579 | 0.398629 |
| 32 | 0.016153 | 0.1342 | 0.446827 |
| 33 | -0.02404 | -0.1997 | 0.421156 |
| 34 | 0.068345 | 0.5677 | 0.286034 |
| 35 | -0.081027 | -0.6731 | 0.251579 |
| 36 | 0.02439 | 0.2026 | 0.420024 |
