| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.861561 | 7.6091 | 0 |
| 2 | 0.71287 | 6.2959 | 0 |
| 3 | 0.581768 | 5.138 | 1e-06 |
| 4 | 0.525195 | 4.6384 | 7e-06 |
| 5 | 0.424133 | 3.7458 | 0.000171 |
| 6 | 0.270893 | 2.3925 | 0.009571 |
| 7 | 0.125127 | 1.1051 | 0.136259 |
| 8 | 0.02619 | 0.2313 | 0.408842 |
| 9 | -0.057642 | -0.5091 | 0.306066 |
| 10 | -0.189164 | -1.6706 | 0.0494 |
| 11 | -0.356736 | -3.1506 | 0.001155 |
| 12 | -0.521175 | -4.6029 | 8e-06 |
| 13 | -0.548401 | -4.8433 | 3e-06 |
| 14 | -0.539855 | -4.7679 | 4e-06 |
| 15 | -0.51952 | -4.5883 | 8e-06 |
| 16 | -0.523217 | -4.6209 | 7e-06 |
| 17 | -0.51693 | -4.5654 | 9e-06 |
| 18 | -0.495251 | -4.3739 | 1.9e-05 |
| 19 | -0.476149 | -4.2052 | 3.4e-05 |
| 20 | -0.460714 | -4.0689 | 5.6e-05 |
| 21 | -0.426026 | -3.7626 | 0.000162 |
| 22 | -0.352395 | -3.1123 | 0.001297 |
| 23 | -0.243762 | -2.1528 | 0.017211 |
| 24 | -0.112634 | -0.9948 | 0.161465 |
| 25 | -0.02015 | -0.178 | 0.429607 |
| 26 | 0.044188 | 0.3903 | 0.348704 |
| 27 | 0.095213 | 0.8409 | 0.201487 |
| 28 | 0.154419 | 1.3638 | 0.088278 |
| 29 | 0.216156 | 1.909 | 0.029967 |
| 30 | 0.274523 | 2.4245 | 0.008821 |
| 31 | 0.342758 | 3.0272 | 0.001672 |
| 32 | 0.406981 | 3.5944 | 0.000284 |
| 33 | 0.458311 | 4.0477 | 6e-05 |
| 34 | 0.448892 | 3.9645 | 8.1e-05 |
| 35 | 0.422307 | 3.7297 | 0.000181 |
| 36 | 0.350333 | 3.0941 | 0.00137 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.861561 | 7.6091 | 0 |
| 2 | -0.114145 | -1.0081 | 0.158262 |
| 3 | -0.016416 | -0.145 | 0.442548 |
| 4 | 0.204985 | 1.8104 | 0.037044 |
| 5 | -0.247089 | -2.1822 | 0.016051 |
| 6 | -0.250069 | -2.2086 | 0.015071 |
| 7 | 0.006534 | 0.0577 | 0.477065 |
| 8 | -0.02788 | -0.2462 | 0.403075 |
| 9 | -0.132694 | -1.1719 | 0.122397 |
| 10 | -0.229171 | -2.024 | 0.023198 |
| 11 | -0.231401 | -2.0437 | 0.022181 |
| 12 | -0.273607 | -2.4164 | 0.009005 |
| 13 | 0.278719 | 2.4616 | 0.00802 |
| 14 | 0.007907 | 0.0698 | 0.472251 |
| 15 | 0.004748 | 0.0419 | 0.48333 |
| 16 | 0.125681 | 1.11 | 0.135207 |
| 17 | -0.178553 | -1.5769 | 0.059428 |
| 18 | -0.260882 | -2.304 | 0.011941 |
| 19 | -0.114207 | -1.0086 | 0.158131 |
| 20 | -0.083261 | -0.7353 | 0.232167 |
| 21 | -0.021812 | -0.1926 | 0.42387 |
| 22 | 0.060133 | 0.5311 | 0.298436 |
| 23 | 0.00106 | 0.0094 | 0.496276 |
| 24 | -0.000658 | -0.0058 | 0.497688 |
| 25 | 0.033547 | 0.2963 | 0.383902 |
| 26 | -0.097995 | -0.8655 | 0.194719 |
| 27 | 0.007441 | 0.0657 | 0.473884 |
| 28 | 0.0871 | 0.7692 | 0.222035 |
| 29 | -0.039056 | -0.3449 | 0.365538 |
| 30 | -0.026505 | -0.2341 | 0.407766 |
| 31 | 0.055954 | 0.4942 | 0.311288 |
| 32 | -0.082202 | -0.726 | 0.235009 |
| 33 | 0.011877 | 0.1049 | 0.458363 |
| 34 | -0.122161 | -1.0789 | 0.141979 |
| 35 | 0.041402 | 0.3657 | 0.357806 |
| 36 | -0.066578 | -0.588 | 0.279116 |
