| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.489316 | 3.3901 | 0.000703 |
| 2 | -0.16293 | -1.1288 | 0.132293 |
| 3 | -0.691373 | -4.79 | 8e-06 |
| 4 | -0.577075 | -3.9981 | 0.00011 |
| 5 | -0.178634 | -1.2376 | 0.11094 |
| 6 | 0.191457 | 1.3265 | 0.095483 |
| 7 | 0.386318 | 2.6765 | 0.005075 |
| 8 | 0.309339 | 2.1432 | 0.018599 |
| 9 | 0.186436 | 1.2917 | 0.101329 |
| 10 | -0.091995 | -0.6374 | 0.263459 |
| 11 | -0.227338 | -1.575 | 0.060908 |
| 12 | -0.308896 | -2.1401 | 0.018729 |
| 13 | -0.111445 | -0.7721 | 0.221917 |
| 14 | 0.060385 | 0.4184 | 0.338775 |
| 15 | 0.193275 | 1.339 | 0.093431 |
| 16 | 0.150103 | 1.0399 | 0.151789 |
| 17 | 0.051803 | 0.3589 | 0.36062 |
| 18 | 0.014134 | 0.0979 | 0.4612 |
| 19 | -0.080558 | -0.5581 | 0.289679 |
| 20 | -0.056256 | -0.3898 | 0.349222 |
| 21 | -0.139709 | -0.9679 | 0.168964 |
| 22 | -0.033643 | -0.2331 | 0.408344 |
| 23 | 0.042733 | 0.2961 | 0.384229 |
| 24 | 0.163691 | 1.1341 | 0.131195 |
| 25 | 0.1226 | 0.8494 | 0.199938 |
| 26 | 0.005848 | 0.0405 | 0.483924 |
| 27 | -0.101191 | -0.7011 | 0.243321 |
| 28 | -0.126929 | -0.8794 | 0.191786 |
| 29 | -0.069329 | -0.4803 | 0.316589 |
| 30 | -0.039709 | -0.2751 | 0.392206 |
| 31 | 0.004757 | 0.033 | 0.486923 |
| 32 | 0.081826 | 0.5669 | 0.286708 |
| 33 | 0.174065 | 1.206 | 0.116872 |
| 34 | 0.104948 | 0.7271 | 0.235348 |
| 35 | -0.053981 | -0.374 | 0.355029 |
| 36 | -0.182849 | -1.2668 | 0.105667 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.489316 | 3.3901 | 0.000703 |
| 2 | -0.529025 | -3.6652 | 0.000308 |
| 3 | -0.56711 | -3.9291 | 0.000136 |
| 4 | -0.018289 | -0.1267 | 0.449851 |
| 5 | -0.220338 | -1.5265 | 0.066718 |
| 6 | -0.412496 | -2.8579 | 0.003145 |
| 7 | -0.019578 | -0.1356 | 0.446337 |
| 8 | -0.121973 | -0.8451 | 0.201137 |
| 9 | 0.045836 | 0.3176 | 0.376096 |
| 10 | -0.11799 | -0.8175 | 0.208853 |
| 11 | 0.044294 | 0.3069 | 0.380132 |
| 12 | -0.053997 | -0.3741 | 0.354989 |
| 13 | 0.122444 | 0.8483 | 0.200236 |
| 14 | -0.07394 | -0.5123 | 0.305406 |
| 15 | -0.038405 | -0.2661 | 0.395659 |
| 16 | -0.038408 | -0.2661 | 0.395651 |
| 17 | -0.012963 | -0.0898 | 0.464407 |
| 18 | 0.082468 | 0.5714 | 0.285211 |
| 19 | -0.121802 | -0.8439 | 0.201465 |
| 20 | 0.113411 | 0.7857 | 0.217942 |
| 21 | -0.096812 | -0.6707 | 0.252804 |
| 22 | 0.051016 | 0.3534 | 0.36265 |
| 23 | 0.108707 | 0.7531 | 0.227521 |
| 24 | 0.043081 | 0.2985 | 0.383314 |
| 25 | 0.062794 | 0.435 | 0.332739 |
| 26 | 0.085411 | 0.5917 | 0.2784 |
| 27 | 0.038296 | 0.2653 | 0.395948 |
| 28 | 0.105073 | 0.728 | 0.235086 |
| 29 | -0.072375 | -0.5014 | 0.309181 |
| 30 | -0.053405 | -0.37 | 0.356506 |
| 31 | -0.192475 | -1.3335 | 0.09433 |
| 32 | 0.105427 | 0.7304 | 0.234342 |
| 33 | -0.068353 | -0.4736 | 0.318979 |
| 34 | -0.153776 | -1.0654 | 0.146015 |
| 35 | -0.081549 | -0.565 | 0.287357 |
| 36 | 0.069493 | 0.4815 | 0.316187 |
