| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.857981 | 7.6259 | 0 |
| 2 | 0.67952 | 6.0397 | 0 |
| 3 | 0.563585 | 5.0092 | 2e-06 |
| 4 | 0.493637 | 4.3875 | 1.8e-05 |
| 5 | 0.461521 | 4.1021 | 4.9e-05 |
| 6 | 0.425201 | 3.7793 | 0.000152 |
| 7 | 0.346051 | 3.0758 | 0.001442 |
| 8 | 0.243783 | 2.1668 | 0.016632 |
| 9 | 0.192597 | 1.7118 | 0.045425 |
| 10 | 0.196717 | 1.7485 | 0.042135 |
| 11 | 0.251632 | 2.2366 | 0.014068 |
| 12 | 0.273846 | 2.434 | 0.008595 |
| 13 | 0.134367 | 1.1943 | 0.117971 |
| 14 | -0.021874 | -0.1944 | 0.423173 |
| 15 | -0.122511 | -1.0889 | 0.139753 |
| 16 | -0.176615 | -1.5698 | 0.060231 |
| 17 | -0.197566 | -1.756 | 0.041482 |
| 18 | -0.213514 | -1.8978 | 0.030691 |
| 19 | -0.259389 | -2.3055 | 0.011881 |
| 20 | -0.322353 | -2.8651 | 0.002669 |
| 21 | -0.336902 | -2.9944 | 0.001835 |
| 22 | -0.303394 | -2.6966 | 0.004279 |
| 23 | -0.240045 | -2.1336 | 0.017991 |
| 24 | -0.205291 | -1.8247 | 0.035916 |
| 25 | -0.298237 | -2.6508 | 0.004849 |
| 26 | -0.388013 | -3.4487 | 0.000453 |
| 27 | -0.418714 | -3.7216 | 0.000185 |
| 28 | -0.41607 | -3.6981 | 2e-04 |
| 29 | -0.387224 | -3.4417 | 0.000463 |
| 30 | -0.351328 | -3.1227 | 0.001252 |
| 31 | -0.346068 | -3.0759 | 0.001441 |
| 32 | -0.353706 | -3.1438 | 0.001175 |
| 33 | -0.314839 | -2.7983 | 0.003226 |
| 34 | -0.250647 | -2.2278 | 0.014369 |
| 35 | -0.169473 | -1.5063 | 0.067988 |
| 36 | -0.127775 | -1.1357 | 0.12976 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.857981 | 7.6259 | 0 |
| 2 | -0.214542 | -1.9069 | 0.030085 |
| 3 | 0.157161 | 1.3969 | 0.083181 |
| 4 | 0.039014 | 0.3468 | 0.364845 |
| 5 | 0.108725 | 0.9664 | 0.168405 |
| 6 | -0.03642 | -0.3237 | 0.373508 |
| 7 | -0.126726 | -1.1264 | 0.131711 |
| 8 | -0.084083 | -0.7473 | 0.228536 |
| 9 | 0.123743 | 1.0999 | 0.137368 |
| 10 | 0.081451 | 0.7239 | 0.235618 |
| 11 | 0.187826 | 1.6694 | 0.049495 |
| 12 | -0.096826 | -0.8606 | 0.19603 |
| 13 | -0.519277 | -4.6154 | 7e-06 |
| 14 | 0.012292 | 0.1093 | 0.45664 |
| 15 | -0.057717 | -0.513 | 0.304692 |
| 16 | -0.018313 | -0.1628 | 0.435558 |
| 17 | -0.030764 | -0.2734 | 0.392614 |
| 18 | -0.013003 | -0.1156 | 0.454142 |
| 19 | 0.020797 | 0.1848 | 0.42691 |
| 20 | 0.007267 | 0.0646 | 0.474331 |
| 21 | -0.011392 | -0.1013 | 0.459803 |
| 22 | -0.028918 | -0.257 | 0.398912 |
| 23 | -0.043153 | -0.3836 | 0.351171 |
| 24 | -0.017323 | -0.154 | 0.439012 |
| 25 | -0.22624 | -2.0109 | 0.023876 |
| 26 | 0.071435 | 0.6349 | 0.263655 |
| 27 | 7e-05 | 6e-04 | 0.499752 |
| 28 | -0.04357 | -0.3873 | 0.349802 |
| 29 | 0.014133 | 0.1256 | 0.450177 |
| 30 | -0.007557 | -0.0672 | 0.473309 |
| 31 | -0.016791 | -0.1492 | 0.440871 |
| 32 | 0.032132 | 0.2856 | 0.387969 |
| 33 | -0.026016 | -0.2312 | 0.408864 |
| 34 | -0.077404 | -0.688 | 0.24674 |
| 35 | 0.021795 | 0.1937 | 0.423447 |
| 36 | -0.092082 | -0.8184 | 0.207784 |
