| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.362986 | 3.3268 | 0.000652 |
| 2 | 0.389724 | 3.5719 | 0.000295 |
| 3 | 0.504027 | 4.6195 | 7e-06 |
| 4 | 0.170596 | 1.5635 | 0.060843 |
| 5 | 0.271116 | 2.4848 | 0.007473 |
| 6 | 0.254906 | 2.3362 | 0.01093 |
| 7 | 0.020217 | 0.1853 | 0.426722 |
| 8 | 0.120003 | 1.0998 | 0.13727 |
| 9 | 0.137849 | 1.2634 | 0.104969 |
| 10 | -0.036387 | -0.3335 | 0.369797 |
| 11 | 0.061466 | 0.5633 | 0.287349 |
| 12 | 0.072595 | 0.6653 | 0.253827 |
| 13 | -0.057093 | -0.5233 | 0.301085 |
| 14 | 0.095352 | 0.8739 | 0.192329 |
| 15 | 0.078925 | 0.7234 | 0.235735 |
| 16 | -0.026443 | -0.2424 | 0.404548 |
| 17 | 0.107295 | 0.9834 | 0.164124 |
| 18 | 0.122754 | 1.1251 | 0.131885 |
| 19 | -0.02228 | -0.2042 | 0.419346 |
| 20 | 0.153377 | 1.4057 | 0.081747 |
| 21 | 0.119983 | 1.0997 | 0.13731 |
| 22 | -0.115436 | -1.058 | 0.146547 |
| 23 | 0.176697 | 1.6195 | 0.054549 |
| 24 | -0.118995 | -1.0906 | 0.139282 |
| 25 | -0.110305 | -1.011 | 0.157469 |
| 26 | 0.049986 | 0.4581 | 0.324023 |
| 27 | -0.130632 | -1.1973 | 0.117286 |
| 28 | -0.047258 | -0.4331 | 0.333015 |
| 29 | -0.025316 | -0.232 | 0.40854 |
| 30 | -0.158748 | -1.4549 | 0.074705 |
| 31 | -0.065552 | -0.6008 | 0.274799 |
| 32 | -0.078356 | -0.7181 | 0.237332 |
| 33 | -0.203886 | -1.8686 | 0.032579 |
| 34 | -0.098764 | -0.9052 | 0.183979 |
| 35 | -0.113789 | -1.0429 | 0.149994 |
| 36 | -0.20995 | -1.9242 | 0.028856 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.362986 | 3.3268 | 0.000652 |
| 2 | 0.297112 | 2.7231 | 0.003932 |
| 3 | 0.37487 | 3.4357 | 0.00046 |
| 4 | -0.171165 | -1.5688 | 0.060233 |
| 5 | 0.035073 | 0.3214 | 0.374335 |
| 6 | 0.028329 | 0.2596 | 0.39789 |
| 7 | -0.134921 | -1.2366 | 0.109847 |
| 8 | -0.031051 | -0.2846 | 0.38833 |
| 9 | 0.109413 | 1.0028 | 0.159423 |
| 10 | -0.05391 | -0.4941 | 0.311264 |
| 11 | -0.021729 | -0.1992 | 0.421312 |
| 12 | 0.060231 | 0.552 | 0.2912 |
| 13 | -0.030715 | -0.2815 | 0.389507 |
| 14 | 0.060445 | 0.554 | 0.29053 |
| 15 | 0.061123 | 0.5602 | 0.288416 |
| 16 | -0.02971 | -0.2723 | 0.393031 |
| 17 | 0.003412 | 0.0313 | 0.487564 |
| 18 | 0.115992 | 1.0631 | 0.145396 |
| 19 | -0.091622 | -0.8397 | 0.201723 |
| 20 | 0.053997 | 0.4949 | 0.310985 |
| 21 | 0.069227 | 0.6345 | 0.263747 |
| 22 | -0.230219 | -2.11 | 0.018917 |
| 23 | 0.122332 | 1.1212 | 0.132701 |
| 24 | -0.241623 | -2.2145 | 0.014751 |
| 25 | 0.051498 | 0.472 | 0.319081 |
| 26 | -0.023755 | -0.2177 | 0.414089 |
| 27 | 0.091708 | 0.8405 | 0.201503 |
| 28 | 0.034707 | 0.3181 | 0.375601 |
| 29 | -0.093983 | -0.8614 | 0.195745 |
| 30 | -0.048677 | -0.4461 | 0.328324 |
| 31 | -0.000926 | -0.0085 | 0.496623 |
| 32 | -0.090519 | -0.8296 | 0.204552 |
| 33 | -0.086058 | -0.7887 | 0.216245 |
| 34 | 0.032899 | 0.3015 | 0.38188 |
| 35 | -0.057291 | -0.5251 | 0.300454 |
| 36 | -0.031716 | -0.2907 | 0.386005 |
