| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.510773 | 5.0305 | 1e-06 |
| 2 | 0.432577 | 4.2604 | 2.4e-05 |
| 3 | 0.22992 | 2.2645 | 0.012886 |
| 4 | 0.120654 | 1.1883 | 0.118807 |
| 5 | 0.109818 | 1.0816 | 0.141059 |
| 6 | 0.08801 | 0.8668 | 0.194095 |
| 7 | 0.012806 | 0.1261 | 0.449947 |
| 8 | 0.043866 | 0.432 | 0.333338 |
| 9 | -0.041761 | -0.4113 | 0.34088 |
| 10 | -0.257818 | -2.5392 | 0.00635 |
| 11 | -0.380343 | -3.7459 | 0.000153 |
| 12 | -0.525976 | -5.1803 | 1e-06 |
| 13 | -0.429473 | -4.2298 | 2.7e-05 |
| 14 | -0.27126 | -2.6716 | 0.004427 |
| 15 | -0.122688 | -1.2083 | 0.114927 |
| 16 | -0.13888 | -1.3678 | 0.087266 |
| 17 | -0.073717 | -0.726 | 0.234784 |
| 18 | -0.047283 | -0.4657 | 0.321244 |
| 19 | -0.08374 | -0.8247 | 0.20577 |
| 20 | -0.033547 | -0.3304 | 0.370906 |
| 21 | 0.02323 | 0.2288 | 0.409757 |
| 22 | 0.061945 | 0.6101 | 0.271614 |
| 23 | 0.330398 | 3.254 | 0.000783 |
| 24 | 0.291627 | 2.8722 | 0.002503 |
| 25 | 0.315279 | 3.1051 | 0.001247 |
| 26 | 0.207422 | 2.0429 | 0.021889 |
| 27 | 0.075187 | 0.7405 | 0.230391 |
| 28 | 0.021238 | 0.2092 | 0.417377 |
| 29 | 0.057606 | 0.5673 | 0.285894 |
| 30 | -0.060275 | -0.5936 | 0.277067 |
| 31 | 0.004253 | 0.0419 | 0.483337 |
| 32 | -0.035945 | -0.354 | 0.362047 |
| 33 | -0.058293 | -0.5741 | 0.283607 |
| 34 | -0.121493 | -1.1966 | 0.117196 |
| 35 | -0.224648 | -2.2125 | 0.014638 |
| 36 | -0.325964 | -3.2104 | 0.000899 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.510773 | 5.0305 | 1e-06 |
| 2 | 0.23229 | 2.2878 | 0.012161 |
| 3 | -0.083451 | -0.8219 | 0.206576 |
| 4 | -0.066211 | -0.6521 | 0.257938 |
| 5 | 0.078111 | 0.7693 | 0.22179 |
| 6 | 0.041763 | 0.4113 | 0.340873 |
| 7 | -0.099763 | -0.9826 | 0.164136 |
| 8 | 0.045128 | 0.4445 | 0.32885 |
| 9 | -0.062873 | -0.6192 | 0.26861 |
| 10 | -0.348661 | -3.4339 | 0.000438 |
| 11 | -0.258625 | -2.5472 | 0.006216 |
| 12 | -0.2303 | -2.2682 | 0.012767 |
| 13 | 0.011514 | 0.1134 | 0.454973 |
| 14 | 0.155507 | 1.5316 | 0.064442 |
| 15 | 0.193223 | 1.903 | 0.030001 |
| 16 | -0.092097 | -0.9071 | 0.183314 |
| 17 | -0.027611 | -0.2719 | 0.393126 |
| 18 | 0.130403 | 1.2843 | 0.101044 |
| 19 | -0.043124 | -0.4247 | 0.33599 |
| 20 | -0.009182 | -0.0904 | 0.464065 |
| 21 | 0.062185 | 0.6125 | 0.270836 |
| 22 | -0.181859 | -1.7911 | 0.038198 |
| 23 | 0.124762 | 1.2288 | 0.111067 |
| 24 | -0.025892 | -0.255 | 0.399628 |
| 25 | 0.06342 | 0.6246 | 0.266844 |
| 26 | -0.022393 | -0.2205 | 0.412954 |
| 27 | -0.06932 | -0.6827 | 0.248203 |
| 28 | -0.103349 | -1.0179 | 0.155635 |
| 29 | 0.033231 | 0.3273 | 0.372077 |
| 30 | -0.098353 | -0.9687 | 0.167561 |
| 31 | -0.007207 | -0.071 | 0.471778 |
| 32 | -0.081507 | -0.8028 | 0.21204 |
| 33 | 0.031354 | 0.3088 | 0.379067 |
| 34 | -0.037114 | -0.3655 | 0.357755 |
| 35 | 0.049463 | 0.4872 | 0.313625 |
| 36 | -0.087635 | -0.8631 | 0.195105 |
