| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.898461 | 7.1313 | 0 |
| 2 | 0.7445 | 5.9093 | 0 |
| 3 | 0.639232 | 5.0737 | 2e-06 |
| 4 | 0.595662 | 4.7279 | 7e-06 |
| 5 | 0.591506 | 4.6949 | 7e-06 |
| 6 | 0.569004 | 4.5163 | 1.4e-05 |
| 7 | 0.507594 | 4.0289 | 7.7e-05 |
| 8 | 0.431917 | 3.4282 | 0.000538 |
| 9 | 0.400964 | 3.1826 | 0.001134 |
| 10 | 0.426963 | 3.3889 | 0.000607 |
| 11 | 0.496689 | 3.9423 | 0.000103 |
| 12 | 0.51145 | 4.0595 | 6.9e-05 |
| 13 | 0.369893 | 2.9359 | 0.002319 |
| 14 | 0.201021 | 1.5956 | 0.057797 |
| 15 | 0.081746 | 0.6488 | 0.2594 |
| 16 | 0.023531 | 0.1868 | 0.426221 |
| 17 | 0.002048 | 0.0163 | 0.493541 |
| 18 | -0.031328 | -0.2487 | 0.402217 |
| 19 | -0.090252 | -0.7164 | 0.23821 |
| 20 | -0.157018 | -1.2463 | 0.108636 |
| 21 | -0.179405 | -1.424 | 0.079693 |
| 22 | -0.152946 | -1.214 | 0.114646 |
| 23 | -0.096008 | -0.762 | 0.224441 |
| 24 | -0.086239 | -0.6845 | 0.248085 |
| 25 | -0.190149 | -1.5093 | 0.068116 |
| 26 | -0.30747 | -2.4405 | 0.008746 |
| 27 | -0.37493 | -2.9759 | 0.00207 |
| 28 | -0.390292 | -3.0978 | 0.001455 |
| 29 | -0.380776 | -3.0223 | 0.001812 |
| 30 | -0.378795 | -3.0066 | 0.001896 |
| 31 | -0.394267 | -3.1294 | 0.001327 |
| 32 | -0.411593 | -3.2669 | 0.000881 |
| 33 | -0.389149 | -3.0888 | 0.001494 |
| 34 | -0.330521 | -2.6234 | 0.005453 |
| 35 | -0.256372 | -2.0349 | 0.023037 |
| 36 | -0.218093 | -1.7311 | 0.044168 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.898461 | 7.1313 | 0 |
| 2 | -0.32542 | -2.5829 | 0.006065 |
| 3 | 0.261264 | 2.0737 | 0.0211 |
| 4 | 0.119957 | 0.9521 | 0.172335 |
| 5 | 0.125973 | 0.9999 | 0.160597 |
| 6 | -0.105611 | -0.8383 | 0.202527 |
| 7 | -0.057317 | -0.4549 | 0.325357 |
| 8 | -0.019719 | -0.1565 | 0.438063 |
| 9 | 0.195443 | 1.5513 | 0.062922 |
| 10 | 0.114829 | 0.9114 | 0.182772 |
| 11 | 0.240998 | 1.9129 | 0.030156 |
| 12 | -0.288695 | -2.2914 | 0.012646 |
| 13 | -0.672286 | -5.3361 | 1e-06 |
| 14 | 0.156509 | 1.2423 | 0.109374 |
| 15 | -0.139405 | -1.1065 | 0.13636 |
| 16 | -0.0371 | -0.2945 | 0.384683 |
| 17 | -0.000638 | -0.0051 | 0.497989 |
| 18 | 0.049928 | 0.3963 | 0.346616 |
| 19 | 0.097162 | 0.7712 | 0.221736 |
| 20 | -0.056719 | -0.4502 | 0.327058 |
| 21 | 0.005284 | 0.0419 | 0.48334 |
| 22 | -0.049087 | -0.3896 | 0.349068 |
| 23 | -0.105464 | -0.8371 | 0.202851 |
| 24 | 0.107268 | 0.8514 | 0.198882 |
| 25 | -0.016342 | -0.1297 | 0.448606 |
| 26 | -0.040253 | -0.3195 | 0.375202 |
| 27 | 0.097444 | 0.7734 | 0.221077 |
| 28 | -0.09362 | -0.7431 | 0.230096 |
| 29 | -0.027218 | -0.216 | 0.414829 |
| 30 | 0.00827 | 0.0656 | 0.473936 |
| 31 | -0.032308 | -0.2564 | 0.399224 |
| 32 | 0.06274 | 0.498 | 0.310116 |
| 33 | -0.038018 | -0.3018 | 0.381914 |
| 34 | 0.033532 | 0.2661 | 0.395497 |
| 35 | -0.005625 | -0.0446 | 0.482265 |
| 36 | 0.068565 | 0.5442 | 0.294107 |
