| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.889716 | 7.6017 | 0 |
| 2 | 0.721254 | 6.1624 | 0 |
| 3 | 0.608014 | 5.1949 | 1e-06 |
| 4 | 0.564373 | 4.822 | 4e-06 |
| 5 | 0.565276 | 4.8297 | 4e-06 |
| 6 | 0.540295 | 4.6163 | 8e-06 |
| 7 | 0.470946 | 4.0238 | 6.9e-05 |
| 8 | 0.396647 | 3.389 | 0.000567 |
| 9 | 0.369281 | 3.1551 | 0.001165 |
| 10 | 0.397473 | 3.396 | 0.000555 |
| 11 | 0.469123 | 4.0082 | 7.3e-05 |
| 12 | 0.484453 | 4.1392 | 4.6e-05 |
| 13 | 0.334773 | 2.8603 | 0.002758 |
| 14 | 0.153789 | 1.314 | 0.096485 |
| 15 | 0.028641 | 0.2447 | 0.403684 |
| 16 | -0.026401 | -0.2256 | 0.411084 |
| 17 | -0.037907 | -0.3239 | 0.373478 |
| 18 | -0.070322 | -0.6008 | 0.274907 |
| 19 | -0.13604 | -1.1623 | 0.124444 |
| 20 | -0.199156 | -1.7016 | 0.046544 |
| 21 | -0.214639 | -1.8339 | 0.035374 |
| 22 | -0.182466 | -1.559 | 0.061662 |
| 23 | -0.118661 | -1.0138 | 0.157003 |
| 24 | -0.104811 | -0.8955 | 0.186731 |
| 25 | -0.214246 | -1.8305 | 0.035627 |
| 26 | -0.338835 | -2.895 | 0.002499 |
| 27 | -0.408008 | -3.486 | 0.000417 |
| 28 | -0.415865 | -3.5531 | 0.000336 |
| 29 | -0.391138 | -3.3419 | 0.000657 |
| 30 | -0.386059 | -3.2985 | 0.000752 |
| 31 | -0.404763 | -3.4583 | 0.000455 |
| 32 | -0.414877 | -3.5447 | 0.000345 |
| 33 | -0.385445 | -3.2932 | 0.000764 |
| 34 | -0.318992 | -2.7255 | 0.004016 |
| 35 | -0.233936 | -1.9987 | 0.02468 |
| 36 | -0.186934 | -1.5972 | 0.057275 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.889716 | 7.6017 | 0 |
| 2 | -0.337518 | -2.8838 | 0.00258 |
| 3 | 0.270807 | 2.3138 | 0.011749 |
| 4 | 0.117955 | 1.0078 | 0.158438 |
| 5 | 0.134505 | 1.1492 | 0.12711 |
| 6 | -0.141155 | -1.206 | 0.11585 |
| 7 | -0.039787 | -0.3399 | 0.36744 |
| 8 | 0.025539 | 0.2182 | 0.413938 |
| 9 | 0.149 | 1.2731 | 0.103518 |
| 10 | 0.106804 | 0.9125 | 0.182246 |
| 11 | 0.238393 | 2.0368 | 0.022647 |
| 12 | -0.256792 | -2.194 | 0.015708 |
| 13 | -0.662467 | -5.6601 | 0 |
| 14 | 0.145245 | 1.241 | 0.109294 |
| 15 | -0.154437 | -1.3195 | 0.095561 |
| 16 | -0.060683 | -0.5185 | 0.302846 |
| 17 | 0.015082 | 0.1289 | 0.448912 |
| 18 | 0.119897 | 1.0244 | 0.154514 |
| 19 | -0.029303 | -0.2504 | 0.401504 |
| 20 | -0.07177 | -0.6132 | 0.270824 |
| 21 | 0.081028 | 0.6923 | 0.245471 |
| 22 | -0.034157 | -0.2918 | 0.38562 |
| 23 | -0.067002 | -0.5725 | 0.284382 |
| 24 | 0.046612 | 0.3983 | 0.345803 |
| 25 | -0.006048 | -0.0517 | 0.479465 |
| 26 | -0.03939 | -0.3365 | 0.368713 |
| 27 | 0.030672 | 0.2621 | 0.397006 |
| 28 | -0.042545 | -0.3635 | 0.358638 |
| 29 | -0.052256 | -0.4465 | 0.328289 |
| 30 | -0.003985 | -0.034 | 0.486466 |
| 31 | 0.051791 | 0.4425 | 0.329716 |
| 32 | -0.008041 | -0.0687 | 0.472706 |
| 33 | -0.043429 | -0.3711 | 0.355834 |
| 34 | 0.083527 | 0.7137 | 0.238859 |
| 35 | -0.034199 | -0.2922 | 0.385482 |
| 36 | 0.096916 | 0.828 | 0.205171 |
