| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.56403 | 4.4052 | 2.2e-05 |
| 2 | 0.45048 | 3.5184 | 0.000413 |
| 3 | 0.526964 | 4.1157 | 5.9e-05 |
| 4 | 0.284703 | 2.2236 | 0.014944 |
| 5 | 0.324026 | 2.5307 | 0.006989 |
| 6 | 0.432448 | 3.3775 | 0.000639 |
| 7 | 0.194902 | 1.5222 | 0.066559 |
| 8 | 0.139159 | 1.0869 | 0.140687 |
| 9 | 0.123181 | 0.9621 | 0.169906 |
| 10 | -0.000107 | -8e-04 | 0.499668 |
| 11 | 0.05669 | 0.4428 | 0.329751 |
| 12 | 0.198176 | 1.5478 | 0.063421 |
| 13 | 0.014311 | 0.1118 | 0.455685 |
| 14 | -0.08056 | -0.6292 | 0.265785 |
| 15 | -0.118332 | -0.9242 | 0.179511 |
| 16 | -0.216299 | -1.6893 | 0.048129 |
| 17 | -0.194903 | -1.5222 | 0.066558 |
| 18 | -0.146737 | -1.1461 | 0.128124 |
| 19 | -0.236606 | -1.848 | 0.034729 |
| 20 | -0.274351 | -2.1427 | 0.018066 |
| 21 | -0.207129 | -1.6177 | 0.05544 |
| 22 | -0.212279 | -1.658 | 0.051231 |
| 23 | -0.165752 | -1.2946 | 0.100174 |
| 24 | -0.04162 | -0.3251 | 0.373124 |
| 25 | -0.072013 | -0.5624 | 0.28794 |
| 26 | -0.202491 | -1.5815 | 0.059467 |
| 27 | -0.160913 | -1.2568 | 0.106815 |
| 28 | -0.16022 | -1.2514 | 0.107791 |
| 29 | -0.16552 | -1.2928 | 0.100485 |
| 30 | -0.113445 | -0.886 | 0.18954 |
| 31 | -0.117195 | -0.9153 | 0.181814 |
| 32 | -0.233566 | -1.8242 | 0.036509 |
| 33 | -0.15658 | -1.2229 | 0.11303 |
| 34 | -0.105345 | -0.8228 | 0.206921 |
| 35 | -0.119604 | -0.9341 | 0.176959 |
| 36 | 0.026163 | 0.2043 | 0.419384 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.56403 | 4.4052 | 2.2e-05 |
| 2 | 0.194099 | 1.516 | 0.067348 |
| 3 | 0.324178 | 2.5319 | 0.006968 |
| 4 | -0.213844 | -1.6702 | 0.050004 |
| 5 | 0.177997 | 1.3902 | 0.08476 |
| 6 | 0.181584 | 1.4182 | 0.080608 |
| 7 | -0.189165 | -1.4774 | 0.072353 |
| 8 | -0.135123 | -1.0553 | 0.147714 |
| 9 | -0.101456 | -0.7924 | 0.215601 |
| 10 | 0.028264 | 0.2207 | 0.413013 |
| 11 | 0.051104 | 0.3991 | 0.345595 |
| 12 | 0.233706 | 1.8253 | 0.036426 |
| 13 | -0.18526 | -1.4469 | 0.076519 |
| 14 | -0.203138 | -1.5866 | 0.058892 |
| 15 | -0.201913 | -1.577 | 0.059985 |
| 16 | 0.03321 | 0.2594 | 0.398107 |
| 17 | -0.027421 | -0.2142 | 0.415565 |
| 18 | -0.074029 | -0.5782 | 0.282635 |
| 19 | -0.053072 | -0.4145 | 0.339979 |
| 20 | -0.019336 | -0.151 | 0.44023 |
| 21 | 0.239342 | 1.8693 | 0.03319 |
| 22 | 0.101708 | 0.7944 | 0.215032 |
| 23 | -0.005391 | -0.0421 | 0.483276 |
| 24 | -0.093216 | -0.728 | 0.234687 |
| 25 | 0.012124 | 0.0947 | 0.462434 |
| 26 | -0.224331 | -1.7521 | 0.042393 |
| 27 | -0.029322 | -0.229 | 0.409812 |
| 28 | -0.021354 | -0.1668 | 0.434046 |
| 29 | 0.026306 | 0.2055 | 0.418949 |
| 30 | -0.097694 | -0.763 | 0.224197 |
| 31 | 0.088368 | 0.6902 | 0.246352 |
| 32 | -0.074443 | -0.5814 | 0.28155 |
| 33 | 0.020377 | 0.1592 | 0.437037 |
| 34 | -0.005652 | -0.0441 | 0.482466 |
| 35 | -0.068365 | -0.5339 | 0.29766 |
| 36 | 0.074695 | 0.5834 | 0.280891 |
