| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.526069 | 4.0408 | 7.8e-05 |
| 2 | 0.120528 | 0.9258 | 0.179163 |
| 3 | -0.365585 | -2.8081 | 0.003373 |
| 4 | -0.33635 | -2.5836 | 0.006138 |
| 5 | -0.316645 | -2.4322 | 0.00903 |
| 6 | -0.168755 | -1.2962 | 0.099972 |
| 7 | -0.278575 | -2.1398 | 0.01826 |
| 8 | -0.283565 | -2.1781 | 0.016704 |
| 9 | -0.294642 | -2.2632 | 0.013659 |
| 10 | 0.122385 | 0.9401 | 0.175511 |
| 11 | 0.4322 | 3.3198 | 0.000774 |
| 12 | 0.764159 | 5.8696 | 0 |
| 13 | 0.413754 | 3.1781 | 0.00118 |
| 14 | 0.077932 | 0.5986 | 0.275863 |
| 15 | -0.302453 | -2.3232 | 0.011818 |
| 16 | -0.274312 | -2.107 | 0.019688 |
| 17 | -0.249152 | -1.9138 | 0.030252 |
| 18 | -0.157955 | -1.2133 | 0.11493 |
| 19 | -0.191602 | -1.4717 | 0.073204 |
| 20 | -0.175736 | -1.3499 | 0.091109 |
| 21 | -0.190389 | -1.4624 | 0.074469 |
| 22 | 0.079899 | 0.6137 | 0.270881 |
| 23 | 0.301438 | 2.3154 | 0.012044 |
| 24 | 0.537458 | 4.1283 | 5.8e-05 |
| 25 | 0.291492 | 2.239 | 0.01447 |
| 26 | 0.051795 | 0.3978 | 0.346091 |
| 27 | -0.235563 | -1.8094 | 0.037743 |
| 28 | -0.206251 | -1.5842 | 0.059242 |
| 29 | -0.177839 | -1.366 | 0.088561 |
| 30 | -0.07678 | -0.5898 | 0.278803 |
| 31 | -0.118379 | -0.9093 | 0.183449 |
| 32 | -0.114361 | -0.8784 | 0.191638 |
| 33 | -0.126149 | -0.969 | 0.168258 |
| 34 | 0.064701 | 0.497 | 0.310526 |
| 35 | 0.199141 | 1.5296 | 0.065726 |
| 36 | 0.373582 | 2.8695 | 0.002849 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.526069 | 4.0408 | 7.8e-05 |
| 2 | -0.215999 | -1.6591 | 0.0512 |
| 3 | -0.477233 | -3.6657 | 0.000265 |
| 4 | 0.188039 | 1.4444 | 0.076965 |
| 5 | -0.211635 | -1.6256 | 0.054682 |
| 6 | -0.219401 | -1.6852 | 0.048612 |
| 7 | -0.34649 | -2.6614 | 0.005004 |
| 8 | -0.316668 | -2.4324 | 0.009026 |
| 9 | -0.376313 | -2.8905 | 0.002687 |
| 10 | 0.121713 | 0.9349 | 0.176826 |
| 11 | 0.041163 | 0.3162 | 0.376491 |
| 12 | 0.357804 | 2.7483 | 0.003967 |
| 13 | -0.265751 | -2.0413 | 0.022852 |
| 14 | -0.071407 | -0.5485 | 0.292712 |
| 15 | 0.143814 | 1.1047 | 0.136897 |
| 16 | -0.056016 | -0.4303 | 0.334285 |
| 17 | -0.018186 | -0.1397 | 0.444692 |
| 18 | -0.118801 | -0.9125 | 0.182602 |
| 19 | 0.219816 | 1.6884 | 0.048304 |
| 20 | 0.056497 | 0.434 | 0.332949 |
| 21 | -0.123512 | -0.9487 | 0.173318 |
| 22 | -0.06788 | -0.5214 | 0.302022 |
| 23 | 0.00041 | 0.0031 | 0.498749 |
| 24 | 0.015047 | 0.1156 | 0.454189 |
| 25 | -0.133866 | -1.0282 | 0.154016 |
| 26 | -0.013163 | -0.1011 | 0.459905 |
| 27 | -0.046145 | -0.3544 | 0.362134 |
| 28 | 0.037437 | 0.2876 | 0.387345 |
| 29 | -0.045204 | -0.3472 | 0.364831 |
| 30 | 0.065735 | 0.5049 | 0.307749 |
| 31 | -0.130486 | -1.0023 | 0.16015 |
| 32 | -0.065313 | -0.5017 | 0.308881 |
| 33 | 0.143714 | 1.1039 | 0.137061 |
| 34 | -0.015921 | -0.1223 | 0.451541 |
| 35 | -0.10422 | -0.8005 | 0.213307 |
| 36 | -0.019853 | -0.1525 | 0.43966 |
