| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.534316 | 5.7548 | 0 |
| 2 | 0.382332 | 4.1178 | 3.6e-05 |
| 3 | 0.097938 | 1.0548 | 0.146849 |
| 4 | -0.032244 | -0.3473 | 0.364506 |
| 5 | -0.240153 | -2.5865 | 0.005466 |
| 6 | -0.301646 | -3.2488 | 0.000758 |
| 7 | -0.243523 | -2.6228 | 0.004946 |
| 8 | -0.238739 | -2.5713 | 0.005698 |
| 9 | -0.213633 | -2.3009 | 0.011592 |
| 10 | -0.095984 | -1.0338 | 0.151696 |
| 11 | 0.027802 | 0.2994 | 0.382571 |
| 12 | -0.036802 | -0.3964 | 0.34628 |
| 13 | -0.059302 | -0.6387 | 0.262138 |
| 14 | 0.000932 | 0.01 | 0.496004 |
| 15 | 0.044255 | 0.4766 | 0.317256 |
| 16 | -0.066567 | -0.7169 | 0.237424 |
| 17 | -0.069828 | -0.7521 | 0.226767 |
| 18 | -0.053046 | -0.5713 | 0.284445 |
| 19 | -0.015281 | -0.1646 | 0.434778 |
| 20 | -0.055863 | -0.6017 | 0.274287 |
| 21 | 0.044653 | 0.4809 | 0.315737 |
| 22 | 0.046574 | 0.5016 | 0.308444 |
| 23 | 0.09906 | 1.0669 | 0.144114 |
| 24 | 0.056261 | 0.6059 | 0.272866 |
| 25 | 0.174382 | 1.8782 | 0.031436 |
| 26 | 0.113255 | 1.2198 | 0.112509 |
| 27 | 0.020557 | 0.2214 | 0.412582 |
| 28 | -0.030855 | -0.3323 | 0.370125 |
| 29 | -0.064338 | -0.6929 | 0.244867 |
| 30 | -0.030677 | -0.3304 | 0.370847 |
| 31 | -0.10724 | -1.155 | 0.125231 |
| 32 | -0.055111 | -0.5936 | 0.27698 |
| 33 | -0.050094 | -0.5395 | 0.295277 |
| 34 | -0.015401 | -0.1659 | 0.434273 |
| 35 | 0.054819 | 0.5904 | 0.278031 |
| 36 | 0.052114 | 0.5613 | 0.287843 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.534316 | 5.7548 | 0 |
| 2 | 0.135532 | 1.4597 | 0.073535 |
| 3 | -0.215401 | -2.3199 | 0.011047 |
| 4 | -0.082391 | -0.8874 | 0.188357 |
| 5 | -0.209088 | -2.252 | 0.013104 |
| 6 | -0.106698 | -1.1492 | 0.126424 |
| 7 | 0.079881 | 0.8603 | 0.195688 |
| 8 | -0.101953 | -1.0981 | 0.137225 |
| 9 | -0.120915 | -1.3023 | 0.097698 |
| 10 | 0.066804 | 0.7195 | 0.236639 |
| 11 | 0.059199 | 0.6376 | 0.262499 |
| 12 | -0.213238 | -2.2966 | 0.011717 |
| 13 | -0.118238 | -1.2735 | 0.1027 |
| 14 | 0.082817 | 0.892 | 0.18713 |
| 15 | 0.039487 | 0.4253 | 0.335707 |
| 16 | -0.194288 | -2.0925 | 0.019285 |
| 17 | -0.078461 | -0.845 | 0.199912 |
| 18 | -0.013024 | -0.1403 | 0.444345 |
| 19 | 0.039234 | 0.4226 | 0.336698 |
| 20 | -0.061642 | -0.6639 | 0.254034 |
| 21 | 0.005128 | 0.0552 | 0.478025 |
| 22 | -0.087386 | -0.9412 | 0.174285 |
| 23 | 0.107529 | 1.1581 | 0.124595 |
| 24 | 2.7e-05 | 3e-04 | 0.499885 |
| 25 | 0.049655 | 0.5348 | 0.296904 |
| 26 | -0.080893 | -0.8712 | 0.19271 |
| 27 | -0.067966 | -0.732 | 0.232819 |
| 28 | 0.034371 | 0.3702 | 0.355959 |
| 29 | -0.056868 | -0.6125 | 0.270707 |
| 30 | 0.062486 | 0.673 | 0.251145 |
| 31 | -0.043028 | -0.4634 | 0.321965 |
| 32 | -0.029119 | -0.3136 | 0.377184 |
| 33 | 0.004912 | 0.0529 | 0.478948 |
| 34 | 0.014074 | 0.1516 | 0.439889 |
| 35 | 0.118771 | 1.2792 | 0.10169 |
| 36 | -0.119455 | -1.2866 | 0.100402 |
