| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.51197 | 3.9657 | 9.9e-05 |
| 2 | -0.07737 | -0.5993 | 0.275614 |
| 3 | -0.544377 | -4.2167 | 4.2e-05 |
| 4 | -0.463927 | -3.5936 | 0.00033 |
| 5 | -0.154578 | -1.1974 | 0.117939 |
| 6 | 0.191939 | 1.4868 | 0.071158 |
| 7 | 0.277519 | 2.1496 | 0.017812 |
| 8 | 0.207712 | 1.6089 | 0.05644 |
| 9 | -0.012414 | -0.0962 | 0.461858 |
| 10 | -0.104128 | -0.8066 | 0.211548 |
| 11 | -0.048879 | -0.3786 | 0.353154 |
| 12 | -0.005914 | -0.0458 | 0.481807 |
| 13 | 0.108349 | 0.8393 | 0.202326 |
| 14 | 0.028728 | 0.2225 | 0.41233 |
| 15 | -0.059314 | -0.4594 | 0.323787 |
| 16 | -0.174647 | -1.3528 | 0.090596 |
| 17 | -0.135481 | -1.0494 | 0.149094 |
| 18 | -0.010201 | -0.079 | 0.468642 |
| 19 | 0.183021 | 1.4177 | 0.080729 |
| 20 | 0.276135 | 2.1389 | 0.01826 |
| 21 | 0.240458 | 1.8626 | 0.03371 |
| 22 | -0.048433 | -0.3752 | 0.354432 |
| 23 | -0.320037 | -2.479 | 0.008002 |
| 24 | -0.377496 | -2.9241 | 0.002434 |
| 25 | -0.17389 | -1.3469 | 0.091531 |
| 26 | 0.126467 | 0.9796 | 0.165605 |
| 27 | 0.269857 | 2.0903 | 0.020418 |
| 28 | 0.167948 | 1.3009 | 0.09913 |
| 29 | -0.022608 | -0.1751 | 0.430787 |
| 30 | -0.218673 | -1.6938 | 0.047741 |
| 31 | -0.189321 | -1.4665 | 0.07387 |
| 32 | -0.075945 | -0.5883 | 0.27928 |
| 33 | 0.036165 | 0.2801 | 0.39017 |
| 34 | 0.023789 | 0.1843 | 0.427212 |
| 35 | 0.006284 | 0.0487 | 0.480668 |
| 36 | -0.085177 | -0.6598 | 0.255961 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.51197 | 3.9657 | 9.9e-05 |
| 2 | -0.460076 | -3.5637 | 0.000362 |
| 3 | -0.43149 | -3.3423 | 0.000717 |
| 4 | 0.095489 | 0.7397 | 0.231196 |
| 5 | -0.07422 | -0.5749 | 0.283751 |
| 6 | -0.020984 | -0.1625 | 0.435714 |
| 7 | -0.031679 | -0.2454 | 0.403497 |
| 8 | 0.067437 | 0.5224 | 0.301669 |
| 9 | -0.066264 | -0.5133 | 0.30482 |
| 10 | 0.077287 | 0.5987 | 0.275825 |
| 11 | 0.170786 | 1.3229 | 0.095444 |
| 12 | -0.143282 | -1.1099 | 0.135745 |
| 13 | 0.247024 | 1.9134 | 0.030233 |
| 14 | -0.135356 | -1.0485 | 0.149316 |
| 15 | -0.063649 | -0.493 | 0.311898 |
| 16 | -0.040275 | -0.312 | 0.378073 |
| 17 | -0.062817 | -0.4866 | 0.314166 |
| 18 | 0.019615 | 0.1519 | 0.439874 |
| 19 | 0.035612 | 0.2758 | 0.391807 |
| 20 | 0.215467 | 1.669 | 0.050164 |
| 21 | 0.008946 | 0.0693 | 0.472493 |
| 22 | -0.134698 | -1.0434 | 0.150482 |
| 23 | -0.036771 | -0.2848 | 0.388378 |
| 24 | -0.067674 | -0.5242 | 0.301034 |
| 25 | 0.013104 | 0.1015 | 0.459746 |
| 26 | -0.077879 | -0.6032 | 0.274309 |
| 27 | -0.029097 | -0.2254 | 0.411224 |
| 28 | -0.150306 | -1.1643 | 0.124463 |
| 29 | 0.016923 | 0.1311 | 0.448072 |
| 30 | -0.157452 | -1.2196 | 0.113691 |
| 31 | -0.006514 | -0.0505 | 0.479963 |
| 32 | -0.076683 | -0.594 | 0.277378 |
| 33 | -0.119326 | -0.9243 | 0.179517 |
| 34 | -0.115896 | -0.8977 | 0.186459 |
| 35 | 0.052359 | 0.4056 | 0.343251 |
| 36 | -0.157291 | -1.2184 | 0.113927 |
