| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.483185 | 3.3823 | 0.00071 |
| 2 | 0.56938 | 3.9857 | 0.000112 |
| 3 | 0.595325 | 4.1673 | 6.2e-05 |
| 4 | 0.324708 | 2.273 | 0.013725 |
| 5 | 0.341219 | 2.3885 | 0.010406 |
| 6 | 0.260038 | 1.8203 | 0.037414 |
| 7 | 0.089159 | 0.6241 | 0.267724 |
| 8 | 0.13543 | 0.948 | 0.173889 |
| 9 | 0.021901 | 0.1533 | 0.439394 |
| 10 | 0.017759 | 0.1243 | 0.450787 |
| 11 | 0.075209 | 0.5265 | 0.300471 |
| 12 | -0.063253 | -0.4428 | 0.32994 |
| 13 | 0.004819 | 0.0337 | 0.486614 |
| 14 | -0.003045 | -0.0213 | 0.491541 |
| 15 | -0.024305 | -0.1701 | 0.432802 |
| 16 | -0.078157 | -0.5471 | 0.293397 |
| 17 | 0.001362 | 0.0095 | 0.496215 |
| 18 | -0.071051 | -0.4974 | 0.31058 |
| 19 | -0.097173 | -0.6802 | 0.249785 |
| 20 | -0.051341 | -0.3594 | 0.360424 |
| 21 | -0.104001 | -0.728 | 0.235037 |
| 22 | -0.196613 | -1.3763 | 0.087495 |
| 23 | -0.023425 | -0.164 | 0.435212 |
| 24 | -0.205677 | -1.4397 | 0.07815 |
| 25 | -0.133703 | -0.9359 | 0.176952 |
| 26 | -0.110286 | -0.772 | 0.22191 |
| 27 | -0.23232 | -1.6262 | 0.055157 |
| 28 | -0.161503 | -1.1305 | 0.131879 |
| 29 | -0.143937 | -1.0076 | 0.159308 |
| 30 | -0.226929 | -1.5885 | 0.059303 |
| 31 | -0.180646 | -1.2645 | 0.106012 |
| 32 | -0.201785 | -1.4125 | 0.082062 |
| 33 | -0.225362 | -1.5775 | 0.060554 |
| 34 | -0.145059 | -1.0154 | 0.157448 |
| 35 | -0.235224 | -1.6466 | 0.053023 |
| 36 | -0.164422 | -1.151 | 0.127668 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.483185 | 3.3823 | 0.00071 |
| 2 | 0.438223 | 3.0676 | 0.001755 |
| 3 | 0.369801 | 2.5886 | 0.006325 |
| 4 | -0.208472 | -1.4593 | 0.075431 |
| 5 | -0.166601 | -1.1662 | 0.124588 |
| 6 | -0.076952 | -0.5387 | 0.296278 |
| 7 | -0.112717 | -0.789 | 0.216951 |
| 8 | 0.047582 | 0.3331 | 0.37025 |
| 9 | -0.000125 | -9e-04 | 0.499652 |
| 10 | 0.09383 | 0.6568 | 0.257189 |
| 11 | 0.144079 | 1.0086 | 0.159071 |
| 12 | -0.111505 | -0.7805 | 0.219416 |
| 13 | -0.08795 | -0.6157 | 0.270487 |
| 14 | -0.052197 | -0.3654 | 0.358201 |
| 15 | 0.09163 | 0.6414 | 0.262123 |
| 16 | -0.155957 | -1.0917 | 0.140152 |
| 17 | 0.072053 | 0.5044 | 0.308132 |
| 18 | 0.027858 | 0.195 | 0.423097 |
| 19 | -0.06205 | -0.4344 | 0.33297 |
| 20 | -0.029581 | -0.2071 | 0.418407 |
| 21 | -0.036314 | -0.2542 | 0.400203 |
| 22 | -0.202746 | -1.4192 | 0.081082 |
| 23 | 0.2053 | 1.4371 | 0.078523 |
| 24 | -0.071941 | -0.5036 | 0.308403 |
| 25 | 0.01167 | 0.0817 | 0.467613 |
| 26 | -0.067428 | -0.472 | 0.319512 |
| 27 | -0.066201 | -0.4634 | 0.322563 |
| 28 | -0.161429 | -1.13 | 0.131989 |
| 29 | 0.088984 | 0.6229 | 0.268124 |
| 30 | 0.014424 | 0.101 | 0.459994 |
| 31 | -0.094848 | -0.6639 | 0.254922 |
| 32 | -0.040466 | -0.2833 | 0.389085 |
| 33 | 0.035913 | 0.2514 | 0.401283 |
| 34 | -0.043447 | -0.3041 | 0.381157 |
| 35 | -0.05134 | -0.3594 | 0.360428 |
| 36 | -0.030857 | -0.216 | 0.414941 |
