| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.321453 | 2.5106 | 0.007359 |
| 2 | 0.135637 | 1.0594 | 0.146807 |
| 3 | -0.044166 | -0.3449 | 0.365661 |
| 4 | -0.213575 | -1.6681 | 0.050213 |
| 5 | -0.274227 | -2.1418 | 0.018107 |
| 6 | -0.521246 | -4.0711 | 6.8e-05 |
| 7 | -0.27636 | -2.1584 | 0.017419 |
| 8 | -0.147762 | -1.1541 | 0.126489 |
| 9 | -0.055135 | -0.4306 | 0.334131 |
| 10 | 0.062574 | 0.4887 | 0.313397 |
| 11 | 0.228409 | 1.7839 | 0.039704 |
| 12 | 0.752746 | 5.8791 | 0 |
| 13 | 0.231376 | 1.8071 | 0.037839 |
| 14 | 0.073821 | 0.5766 | 0.28318 |
| 15 | -0.075086 | -0.5864 | 0.279871 |
| 16 | -0.209904 | -1.6394 | 0.053138 |
| 17 | -0.242257 | -1.8921 | 0.031614 |
| 18 | -0.421634 | -3.2931 | 0.000826 |
| 19 | -0.208761 | -1.6305 | 0.054078 |
| 20 | -0.104414 | -0.8155 | 0.208979 |
| 21 | -0.044258 | -0.3457 | 0.365391 |
| 22 | 0.030117 | 0.2352 | 0.407412 |
| 23 | 0.158802 | 1.2403 | 0.10981 |
| 24 | 0.548806 | 4.2863 | 3.3e-05 |
| 25 | 0.203951 | 1.5929 | 0.058175 |
| 26 | 0.079002 | 0.617 | 0.269757 |
| 27 | -0.007465 | -0.0583 | 0.47685 |
| 28 | -0.141752 | -1.1071 | 0.136295 |
| 29 | -0.138529 | -1.0819 | 0.141768 |
| 30 | -0.279893 | -2.186 | 0.01633 |
| 31 | -0.137267 | -1.0721 | 0.143952 |
| 32 | -0.062645 | -0.4893 | 0.313202 |
| 33 | -0.03704 | -0.2893 | 0.38667 |
| 34 | 0.02089 | 0.1632 | 0.435467 |
| 35 | 0.093151 | 0.7275 | 0.234843 |
| 36 | 0.331668 | 2.5904 | 0.005987 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.321453 | 2.5106 | 0.007359 |
| 2 | 0.036027 | 0.2814 | 0.389684 |
| 3 | -0.109187 | -0.8528 | 0.19856 |
| 4 | -0.196754 | -1.5367 | 0.06477 |
| 5 | -0.162736 | -1.271 | 0.104276 |
| 6 | -0.437902 | -3.4201 | 0.000561 |
| 7 | -0.064344 | -0.5025 | 0.308546 |
| 8 | -0.095953 | -0.7494 | 0.228243 |
| 9 | -0.153962 | -1.2025 | 0.116912 |
| 10 | -0.153559 | -1.1993 | 0.117518 |
| 11 | 0.032757 | 0.2558 | 0.399467 |
| 12 | 0.646117 | 5.0463 | 2e-06 |
| 13 | -0.334561 | -2.613 | 0.005643 |
| 14 | -0.188021 | -1.4685 | 0.073554 |
| 15 | -0.039198 | -0.3061 | 0.380268 |
| 16 | 0.04239 | 0.3311 | 0.370861 |
| 17 | -0.085878 | -0.6707 | 0.252463 |
| 18 | 0.09593 | 0.7492 | 0.228297 |
| 19 | -0.046354 | -0.362 | 0.359288 |
| 20 | -0.226145 | -1.7662 | 0.041179 |
| 21 | -0.038712 | -0.3024 | 0.381706 |
| 22 | 0.039822 | 0.311 | 0.378423 |
| 23 | -0.116681 | -0.9113 | 0.18286 |
| 24 | -0.160176 | -1.251 | 0.107853 |
| 25 | 0.13387 | 1.0456 | 0.149945 |
| 26 | -0.035961 | -0.2809 | 0.389883 |
| 27 | 0.000481 | 0.0038 | 0.498507 |
| 28 | -0.012889 | -0.1007 | 0.460072 |
| 29 | 0.105634 | 0.825 | 0.206286 |
| 30 | -0.067716 | -0.5289 | 0.299405 |
| 31 | -0.017878 | -0.1396 | 0.444707 |
| 32 | 0.057959 | 0.4527 | 0.326195 |
| 33 | 0.004746 | 0.0371 | 0.485277 |
| 34 | 0.012576 | 0.0982 | 0.46104 |
| 35 | -0.013833 | -0.108 | 0.457159 |
| 36 | -0.1513 | -1.1817 | 0.120958 |
