| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.546503 | 3.7466 | 0.000245 |
| 2 | -0.129773 | -0.8897 | 0.189085 |
| 3 | -0.536021 | -3.6748 | 0.000305 |
| 4 | -0.52773 | -3.6179 | 0.000362 |
| 5 | -0.129776 | -0.8897 | 0.18908 |
| 6 | 0.189913 | 1.302 | 0.099635 |
| 7 | 0.22106 | 1.5155 | 0.06817 |
| 8 | 0.087033 | 0.5967 | 0.276796 |
| 9 | -0.102711 | -0.7042 | 0.242407 |
| 10 | -0.090252 | -0.6187 | 0.269538 |
| 11 | 0.02719 | 0.1864 | 0.426465 |
| 12 | 0.068428 | 0.4691 | 0.320577 |
| 13 | 0.078781 | 0.5401 | 0.295842 |
| 14 | 0.021089 | 0.1446 | 0.442831 |
| 15 | -0.059196 | -0.4058 | 0.343355 |
| 16 | -0.038753 | -0.2657 | 0.395824 |
| 17 | -0.032656 | -0.2239 | 0.411911 |
| 18 | -0.028709 | -0.1968 | 0.42241 |
| 19 | -0.018575 | -0.1273 | 0.449605 |
| 20 | 0.032929 | 0.2257 | 0.411188 |
| 21 | 0.051617 | 0.3539 | 0.362511 |
| 22 | -0.03911 | -0.2681 | 0.394889 |
| 23 | -0.109261 | -0.7491 | 0.228779 |
| 24 | -0.115535 | -0.7921 | 0.21615 |
| 25 | -0.022792 | -0.1563 | 0.43825 |
| 26 | 0.100923 | 0.6919 | 0.246203 |
| 27 | 0.076311 | 0.5232 | 0.301661 |
| 28 | -0.055699 | -0.3819 | 0.352147 |
| 29 | -0.140415 | -0.9626 | 0.170329 |
| 30 | -0.084919 | -0.5822 | 0.281616 |
| 31 | 0.121187 | 0.8308 | 0.205139 |
| 32 | 0.283904 | 1.9464 | 0.028802 |
| 33 | 0.213929 | 1.4666 | 0.074569 |
| 34 | -0.0314 | -0.2153 | 0.415246 |
| 35 | -0.320029 | -2.194 | 0.016607 |
| 36 | -0.388074 | -2.6605 | 0.00532 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.546503 | 3.7466 | 0.000245 |
| 2 | -0.610889 | -4.188 | 6.1e-05 |
| 3 | -0.200002 | -1.3711 | 0.08842 |
| 4 | -0.162213 | -1.1121 | 0.13588 |
| 5 | 0.148432 | 1.0176 | 0.15704 |
| 6 | -0.225597 | -1.5466 | 0.064332 |
| 7 | -0.107262 | -0.7353 | 0.23289 |
| 8 | -0.027371 | -0.1876 | 0.425981 |
| 9 | -0.108196 | -0.7418 | 0.230964 |
| 10 | 0.12744 | 0.8737 | 0.193366 |
| 11 | -0.089643 | -0.6146 | 0.270904 |
| 12 | -0.041724 | -0.286 | 0.388049 |
| 13 | 0.074769 | 0.5126 | 0.305319 |
| 14 | 0.027404 | 0.1879 | 0.425892 |
| 15 | -0.043253 | -0.2965 | 0.384068 |
| 16 | 0.064262 | 0.4406 | 0.330776 |
| 17 | -0.064228 | -0.4403 | 0.330859 |
| 18 | -0.010634 | -0.0729 | 0.471095 |
| 19 | -0.028796 | -0.1974 | 0.422178 |
| 20 | 0.154108 | 1.0565 | 0.148067 |
| 21 | -0.17171 | -1.1772 | 0.122524 |
| 22 | -0.143284 | -0.9823 | 0.165489 |
| 23 | 0.022781 | 0.1562 | 0.438282 |
| 24 | -0.11738 | -0.8047 | 0.212517 |
| 25 | 0.04515 | 0.3095 | 0.379142 |
| 26 | -0.124369 | -0.8526 | 0.199095 |
| 27 | -0.186411 | -1.278 | 0.103768 |
| 28 | -0.157633 | -1.0807 | 0.142677 |
| 29 | 0.001361 | 0.0093 | 0.496298 |
| 30 | -0.030051 | -0.206 | 0.418834 |
| 31 | 0.028825 | 0.1976 | 0.422099 |
| 32 | 0.115208 | 0.7898 | 0.216799 |
| 33 | -0.031197 | -0.2139 | 0.415784 |
| 34 | -0.040473 | -0.2775 | 0.391318 |
| 35 | -0.100199 | -0.6869 | 0.247751 |
| 36 | -0.083583 | -0.573 | 0.284682 |
