| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.88878 | 6.8845 | 0 |
| 2 | 0.747528 | 5.7903 | 0 |
| 3 | 0.652794 | 5.0565 | 2e-06 |
| 4 | 0.611459 | 4.7363 | 7e-06 |
| 5 | 0.604875 | 4.6853 | 8e-06 |
| 6 | 0.584777 | 4.5297 | 1.4e-05 |
| 7 | 0.523773 | 4.0571 | 7.3e-05 |
| 8 | 0.452005 | 3.5012 | 0.00044 |
| 9 | 0.431338 | 3.3411 | 0.00072 |
| 10 | 0.463198 | 3.5879 | 0.000336 |
| 11 | 0.530712 | 4.1109 | 6.1e-05 |
| 12 | 0.521067 | 4.0362 | 7.8e-05 |
| 13 | 0.371258 | 2.8758 | 0.002786 |
| 14 | 0.215202 | 1.6669 | 0.050369 |
| 15 | 0.110584 | 0.8566 | 0.197542 |
| 16 | 0.051493 | 0.3989 | 0.345706 |
| 17 | 0.024757 | 0.1918 | 0.424288 |
| 18 | -0.013096 | -0.1014 | 0.459768 |
| 19 | -0.079261 | -0.6139 | 0.270785 |
| 20 | -0.145891 | -1.1301 | 0.131473 |
| 21 | -0.164382 | -1.2733 | 0.103912 |
| 22 | -0.1411 | -1.093 | 0.139391 |
| 23 | -0.09012 | -0.6981 | 0.243917 |
| 24 | -0.106419 | -0.8243 | 0.206512 |
| 25 | -0.217163 | -1.6821 | 0.04887 |
| 26 | -0.315345 | -2.4426 | 0.008771 |
| 27 | -0.367514 | -2.8468 | 0.003019 |
| 28 | -0.383294 | -2.969 | 0.002145 |
| 29 | -0.374875 | -2.9038 | 0.002577 |
| 30 | -0.380379 | -2.9464 | 0.002286 |
| 31 | -0.400342 | -3.101 | 0.001468 |
| 32 | -0.413749 | -3.2049 | 0.001083 |
| 33 | -0.390848 | -3.0275 | 0.001816 |
| 34 | -0.334452 | -2.5907 | 0.006004 |
| 35 | -0.269159 | -2.0849 | 0.020671 |
| 36 | -0.256682 | -1.9882 | 0.025676 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.88878 | 6.8845 | 0 |
| 2 | -0.201845 | -1.5635 | 0.061599 |
| 3 | 0.167227 | 1.2953 | 0.100083 |
| 4 | 0.1425 | 1.1038 | 0.137043 |
| 5 | 0.126946 | 0.9833 | 0.164699 |
| 6 | -0.036287 | -0.2811 | 0.389808 |
| 7 | -0.110394 | -0.8551 | 0.197947 |
| 8 | -0.00806 | -0.0624 | 0.475212 |
| 9 | 0.188949 | 1.4636 | 0.074262 |
| 10 | 0.145155 | 1.1244 | 0.132668 |
| 11 | 0.206704 | 1.6011 | 0.057301 |
| 12 | -0.285578 | -2.2121 | 0.01539 |
| 13 | -0.568851 | -4.4063 | 2.2e-05 |
| 14 | -0.097299 | -0.7537 | 0.226996 |
| 15 | -0.057952 | -0.4489 | 0.327562 |
| 16 | -0.101301 | -0.7847 | 0.217866 |
| 17 | 0.016947 | 0.1313 | 0.448001 |
| 18 | 0.02765 | 0.2142 | 0.415568 |
| 19 | 0.093053 | 0.7208 | 0.236921 |
| 20 | -0.035894 | -0.278 | 0.390972 |
| 21 | -0.078839 | -0.6107 | 0.271858 |
| 22 | -0.131563 | -1.0191 | 0.156128 |
| 23 | 0.101579 | 0.7868 | 0.217239 |
| 24 | 0.122311 | 0.9474 | 0.173613 |
| 25 | -0.029697 | -0.23 | 0.409425 |
| 26 | 0.046336 | 0.3589 | 0.36046 |
| 27 | 0.038063 | 0.2948 | 0.384569 |
| 28 | -0.034352 | -0.2661 | 0.39554 |
| 29 | -0.05261 | -0.4075 | 0.34254 |
| 30 | -0.121352 | -0.94 | 0.175497 |
| 31 | 0.089644 | 0.6944 | 0.245063 |
| 32 | 0.068286 | 0.5289 | 0.2994 |
| 33 | 0.022854 | 0.177 | 0.430043 |
| 34 | -0.030661 | -0.2375 | 0.40654 |
| 35 | -0.077636 | -0.6014 | 0.274932 |
| 36 | 0.064581 | 0.5002 | 0.309367 |
