| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.711246 | 6.7475 | 0 |
| 2 | 0.719358 | 6.8244 | 0 |
| 3 | 0.669509 | 6.3515 | 0 |
| 4 | 0.683531 | 6.4845 | 0 |
| 5 | 0.624932 | 5.9286 | 0 |
| 6 | 0.536958 | 5.094 | 1e-06 |
| 7 | 0.544691 | 5.1674 | 1e-06 |
| 8 | 0.550945 | 5.2267 | 1e-06 |
| 9 | 0.508886 | 4.8277 | 3e-06 |
| 10 | 0.432245 | 4.1006 | 4.5e-05 |
| 11 | 0.407262 | 3.8636 | 0.000105 |
| 12 | 0.377765 | 3.5838 | 0.000275 |
| 13 | 0.316906 | 3.0064 | 0.001713 |
| 14 | 0.305268 | 2.896 | 0.002372 |
| 15 | 0.228751 | 2.1701 | 0.016316 |
| 16 | 0.219259 | 2.0801 | 0.020181 |
| 17 | 0.141782 | 1.3451 | 0.090992 |
| 18 | 0.141878 | 1.346 | 0.090847 |
| 19 | 0.054926 | 0.5211 | 0.301797 |
| 20 | -0.001552 | -0.0147 | 0.494144 |
| 21 | -0.027106 | -0.2571 | 0.398825 |
| 22 | -0.054806 | -0.5199 | 0.302192 |
| 23 | -0.102364 | -0.9711 | 0.167048 |
| 24 | -0.11282 | -1.0703 | 0.143671 |
| 25 | -0.181673 | -1.7235 | 0.044116 |
| 26 | -0.150823 | -1.4308 | 0.077971 |
| 27 | -0.181457 | -1.7215 | 0.044302 |
| 28 | -0.189374 | -1.7966 | 0.03788 |
| 29 | -0.24222 | -2.2979 | 0.011943 |
| 30 | -0.254447 | -2.4139 | 0.008904 |
| 31 | -0.291393 | -2.7644 | 0.003459 |
| 32 | -0.309611 | -2.9372 | 0.002102 |
| 33 | -0.363874 | -3.452 | 0.000425 |
| 34 | -0.337829 | -3.2049 | 0.000935 |
| 35 | -0.343206 | -3.2559 | 0.000797 |
| 36 | -0.330997 | -3.1401 | 0.001142 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.711246 | 6.7475 | 0 |
| 2 | 0.432049 | 4.0988 | 4.5e-05 |
| 3 | 0.17823 | 1.6908 | 0.047164 |
| 4 | 0.20267 | 1.9227 | 0.02884 |
| 5 | 0.024782 | 0.2351 | 0.407331 |
| 6 | -0.172736 | -1.6387 | 0.052381 |
| 7 | 0.032834 | 0.3115 | 0.378074 |
| 8 | 0.136227 | 1.2924 | 0.09977 |
| 9 | 0.007058 | 0.067 | 0.47338 |
| 10 | -0.120644 | -1.1445 | 0.12772 |
| 11 | -0.066937 | -0.635 | 0.263514 |
| 12 | -0.073513 | -0.6974 | 0.243675 |
| 13 | -0.108198 | -1.0265 | 0.153714 |
| 14 | 0.087941 | 0.8343 | 0.203166 |
| 15 | -0.07124 | -0.6758 | 0.250437 |
| 16 | -0.061498 | -0.5834 | 0.280533 |
| 17 | -0.120144 | -1.1398 | 0.128699 |
| 18 | 0.02928 | 0.2778 | 0.390911 |
| 19 | -0.117287 | -1.1127 | 0.134404 |
| 20 | -0.126004 | -1.1954 | 0.11754 |
| 21 | 0.009541 | 0.0905 | 0.464042 |
| 22 | 0.005922 | 0.0562 | 0.477662 |
| 23 | -0.066212 | -0.6281 | 0.26575 |
| 24 | 0.108254 | 1.027 | 0.153589 |
| 25 | -0.103697 | -0.9838 | 0.163936 |
| 26 | 0.033509 | 0.3179 | 0.375652 |
| 27 | 0.08588 | 0.8147 | 0.208689 |
| 28 | 0.074234 | 0.7042 | 0.241549 |
| 29 | -0.088175 | -0.8365 | 0.202544 |
| 30 | -0.075074 | -0.7122 | 0.239087 |
| 31 | -0.091491 | -0.868 | 0.193863 |
| 32 | -0.092785 | -0.8802 | 0.190537 |
| 33 | -0.080692 | -0.7655 | 0.222986 |
| 34 | 0.129903 | 1.2324 | 0.110511 |
| 35 | 0.029397 | 0.2789 | 0.390485 |
| 36 | 0.010507 | 0.0997 | 0.460412 |
