| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.517679 | 3.6238 | 0.000345 |
| 2 | 0.58746 | 4.1122 | 7.5e-05 |
| 3 | 0.347535 | 2.4327 | 0.009341 |
| 4 | 0.233094 | 1.6317 | 0.054581 |
| 5 | 0.117437 | 0.8221 | 0.207514 |
| 6 | 0.120425 | 0.843 | 0.20167 |
| 7 | -0.040752 | -0.2853 | 0.388322 |
| 8 | 0.002992 | 0.0209 | 0.491687 |
| 9 | -0.167451 | -1.1722 | 0.1234 |
| 10 | -0.212074 | -1.4845 | 0.072038 |
| 11 | -0.261268 | -1.8289 | 0.036754 |
| 12 | -0.376376 | -2.6346 | 0.005622 |
| 13 | -0.351692 | -2.4618 | 0.008694 |
| 14 | -0.307311 | -2.1512 | 0.01821 |
| 15 | -0.198416 | -1.3889 | 0.08557 |
| 16 | -0.177897 | -1.2453 | 0.109476 |
| 17 | -0.083855 | -0.587 | 0.279954 |
| 18 | -0.09574 | -0.6702 | 0.252944 |
| 19 | -0.049036 | -0.3432 | 0.36644 |
| 20 | -0.03239 | -0.2267 | 0.410789 |
| 21 | 0.086808 | 0.6077 | 0.273111 |
| 22 | -0.02625 | -0.1838 | 0.427483 |
| 23 | 0.175493 | 1.2284 | 0.112573 |
| 24 | 0.062715 | 0.439 | 0.331294 |
| 25 | 0.181688 | 1.2718 | 0.104721 |
| 26 | 0.156942 | 1.0986 | 0.138657 |
| 27 | 0.12416 | 0.8691 | 0.19451 |
| 28 | 0.013943 | 0.0976 | 0.461323 |
| 29 | 0.050069 | 0.3505 | 0.363738 |
| 30 | -0.082335 | -0.5763 | 0.283509 |
| 31 | -0.017559 | -0.1229 | 0.451339 |
| 32 | -0.095052 | -0.6654 | 0.254469 |
| 33 | -0.124874 | -0.8741 | 0.193159 |
| 34 | -0.09536 | -0.6675 | 0.253786 |
| 35 | -0.155622 | -1.0894 | 0.140664 |
| 36 | -0.146934 | -1.0285 | 0.154373 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.517679 | 3.6238 | 0.000345 |
| 2 | 0.436428 | 3.055 | 0.001818 |
| 3 | -0.084015 | -0.5881 | 0.279582 |
| 4 | -0.184114 | -1.2888 | 0.10176 |
| 5 | -0.063418 | -0.4439 | 0.329526 |
| 6 | 0.147754 | 1.0343 | 0.153042 |
| 7 | -0.135744 | -0.9502 | 0.173336 |
| 8 | -0.039219 | -0.2745 | 0.392414 |
| 9 | -0.159503 | -1.1165 | 0.134822 |
| 10 | -0.155217 | -1.0865 | 0.141283 |
| 11 | -0.015325 | -0.1073 | 0.457506 |
| 12 | -0.181262 | -1.2688 | 0.105247 |
| 13 | -0.049988 | -0.3499 | 0.363951 |
| 14 | 0.082219 | 0.5755 | 0.283781 |
| 15 | 0.212157 | 1.4851 | 0.071961 |
| 16 | -0.08493 | -0.5945 | 0.277454 |
| 17 | -0.082466 | -0.5773 | 0.283204 |
| 18 | -0.004411 | -0.0309 | 0.487747 |
| 19 | -0.004403 | -0.0308 | 0.487768 |
| 20 | 0.029006 | 0.203 | 0.419971 |
| 21 | 0.115493 | 0.8085 | 0.211369 |
| 22 | -0.265843 | -1.8609 | 0.034382 |
| 23 | 0.097333 | 0.6813 | 0.249435 |
| 24 | 0.031556 | 0.2209 | 0.413046 |
| 25 | 0.029763 | 0.2083 | 0.417913 |
| 26 | 0.020238 | 0.1417 | 0.443963 |
| 27 | -0.063038 | -0.4413 | 0.330481 |
| 28 | -0.164375 | -1.1506 | 0.127736 |
| 29 | 0.008077 | 0.0565 | 0.47757 |
| 30 | 0.051412 | 0.3599 | 0.36024 |
| 31 | -0.06848 | -0.4794 | 0.316908 |
| 32 | -0.098162 | -0.6871 | 0.247618 |
| 33 | -0.01967 | -0.1377 | 0.445526 |
| 34 | 0.059077 | 0.4135 | 0.340508 |
| 35 | -0.042882 | -0.3002 | 0.382657 |
| 36 | -0.054425 | -0.381 | 0.352435 |
