| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.3094 | 5.8541 | 0 |
| 2 | -0.160046 | -3.0282 | 0.001319 |
| 3 | -0.258087 | -4.8832 | 1e-06 |
| 4 | -0.226093 | -4.2779 | 1.2e-05 |
| 5 | -0.011057 | -0.2092 | 0.417204 |
| 6 | 0.11054 | 2.0915 | 0.018593 |
| 7 | -0.01297 | -0.2454 | 0.403145 |
| 8 | -0.222354 | -4.2071 | 1.6e-05 |
| 9 | -0.255836 | -4.8406 | 1e-06 |
| 10 | -0.167461 | -3.1685 | 0.000832 |
| 11 | 0.29878 | 5.6532 | 0 |
| 12 | 0.906583 | 17.1534 | 0 |
| 13 | 0.28203 | 5.3363 | 0 |
| 14 | -0.163436 | -3.0924 | 0.001071 |
| 15 | -0.272299 | -5.1521 | 0 |
| 16 | -0.238293 | -4.5087 | 4e-06 |
| 17 | -0.020507 | -0.388 | 0.34912 |
| 18 | 0.089319 | 1.69 | 0.04595 |
| 19 | -0.025047 | -0.4739 | 0.317925 |
| 20 | -0.227589 | -4.3062 | 1.1e-05 |
| 21 | -0.25833 | -4.8878 | 1e-06 |
| 22 | -0.167668 | -3.1724 | 0.000821 |
| 23 | 0.288954 | 5.4673 | 0 |
| 24 | 0.845886 | 16.0049 | 0 |
| 25 | 0.255973 | 4.8432 | 1e-06 |
| 26 | -0.166569 | -3.1516 | 0.00088 |
| 27 | -0.282015 | -5.336 | 0 |
| 28 | -0.246359 | -4.6613 | 2e-06 |
| 29 | -0.031808 | -0.6018 | 0.273833 |
| 30 | 0.06791 | 1.2849 | 0.099828 |
| 31 | -0.039742 | -0.752 | 0.226286 |
| 32 | -0.231514 | -4.3804 | 8e-06 |
| 33 | -0.262025 | -4.9577 | 1e-06 |
| 34 | -0.160417 | -3.0352 | 0.00129 |
| 35 | 0.26079 | 4.9344 | 1e-06 |
| 36 | 0.797673 | 15.0927 | 0 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.3094 | 5.8541 | 0 |
| 2 | -0.282852 | -5.3518 | 0 |
| 3 | -0.128675 | -2.4346 | 0.007697 |
| 4 | -0.1593 | -3.0141 | 0.001381 |
| 5 | 0.043086 | 0.8152 | 0.207744 |
| 6 | -0.00283 | -0.0535 | 0.478664 |
| 7 | -0.131873 | -2.4952 | 0.00652 |
| 8 | -0.231816 | -4.3862 | 8e-06 |
| 9 | -0.169846 | -3.2136 | 0.000715 |
| 10 | -0.19219 | -3.6364 | 0.000159 |
| 11 | 0.291217 | 5.5101 | 0 |
| 12 | 0.852766 | 16.1351 | 0 |
| 13 | -0.186858 | -3.5355 | 0.00023 |
| 14 | -0.030795 | -0.5827 | 0.280245 |
| 15 | -0.069671 | -1.3182 | 0.094134 |
| 16 | -0.045109 | -0.8535 | 0.196978 |
| 17 | -0.055775 | -1.0553 | 0.145996 |
| 18 | -0.111168 | -2.1034 | 0.018064 |
| 19 | -0.028844 | -0.5458 | 0.292786 |
| 20 | -0.054104 | -1.0237 | 0.153334 |
| 21 | -0.013255 | -0.2508 | 0.401057 |
| 22 | 0.021186 | 0.4009 | 0.344381 |
| 23 | -0.004329 | -0.0819 | 0.467379 |
| 24 | 0.132722 | 2.5112 | 0.006236 |
| 25 | -0.073887 | -1.398 | 0.08149 |
| 26 | -0.002928 | -0.0554 | 0.477926 |
| 27 | -0.019873 | -0.376 | 0.353563 |
| 28 | -0.026916 | -0.5093 | 0.305438 |
| 29 | -0.047452 | -0.8978 | 0.184941 |
| 30 | -0.066281 | -1.2541 | 0.105314 |
| 31 | -0.039226 | -0.7422 | 0.229227 |
| 32 | -0.024203 | -0.4579 | 0.323635 |
| 33 | -0.0392 | -0.7417 | 0.229379 |
| 34 | 0.041259 | 0.7806 | 0.217762 |
| 35 | -0.158135 | -2.992 | 0.001482 |
| 36 | 0.119863 | 2.2679 | 0.011965 |
