| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.217974 | 3.255 | 0.000655 |
| 2 | 0.15427 | 2.3037 | 0.011079 |
| 3 | -0.183082 | -2.734 | 0.00338 |
| 4 | -0.123895 | -1.8502 | 0.032807 |
| 5 | -0.020947 | -0.3128 | 0.377363 |
| 6 | 0.007369 | 0.11 | 0.45624 |
| 7 | -0.025383 | -0.3791 | 0.352504 |
| 8 | -0.165948 | -2.4781 | 0.006975 |
| 9 | -0.18068 | -2.6981 | 0.003753 |
| 10 | 0.000867 | 0.0129 | 0.494843 |
| 11 | 0.069451 | 1.0371 | 0.150401 |
| 12 | 0.233345 | 3.4846 | 0.000297 |
| 13 | 0.081483 | 1.2168 | 0.112482 |
| 14 | 0.016901 | 0.2524 | 0.400487 |
| 15 | -0.091955 | -1.3732 | 0.085538 |
| 16 | -0.050379 | -0.7523 | 0.226324 |
| 17 | 0.079763 | 1.1911 | 0.117437 |
| 18 | 0.001595 | 0.0238 | 0.490509 |
| 19 | 0.002984 | 0.0446 | 0.482252 |
| 20 | -0.140768 | -2.1021 | 0.018333 |
| 21 | -0.173335 | -2.5884 | 0.005137 |
| 22 | 0.027272 | 0.4073 | 0.342104 |
| 23 | 0.101455 | 1.515 | 0.065589 |
| 24 | 0.327233 | 4.8866 | 1e-06 |
| 25 | 0.117061 | 1.7481 | 0.040912 |
| 26 | 0.066023 | 0.9859 | 0.162615 |
| 27 | -0.08161 | -1.2187 | 0.112125 |
| 28 | -0.159758 | -2.3857 | 0.008941 |
| 29 | -0.02412 | -0.3602 | 0.359522 |
| 30 | -0.065371 | -0.9762 | 0.165011 |
| 31 | -0.047762 | -0.7132 | 0.238223 |
| 32 | -0.146587 | -2.189 | 0.014817 |
| 33 | -0.1538 | -2.2967 | 0.011281 |
| 34 | 0.041597 | 0.6212 | 0.267557 |
| 35 | 0.063457 | 0.9476 | 0.172176 |
| 36 | 0.279449 | 4.1731 | 2.2e-05 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.217974 | 3.255 | 0.000655 |
| 2 | 0.112082 | 1.6737 | 0.047791 |
| 3 | -0.252382 | -3.7689 | 0.000105 |
| 4 | -0.060295 | -0.9004 | 0.184442 |
| 5 | 0.097908 | 1.4621 | 0.072564 |
| 6 | -0.022872 | -0.3415 | 0.366506 |
| 7 | -0.092275 | -1.378 | 0.084799 |
| 8 | -0.159591 | -2.3832 | 0.009001 |
| 9 | -0.100792 | -1.5052 | 0.06685 |
| 10 | 0.119293 | 1.7814 | 0.038103 |
| 11 | 0.032475 | 0.485 | 0.31409 |
| 12 | 0.113727 | 1.6983 | 0.045422 |
| 13 | -0.010188 | -0.1521 | 0.43961 |
| 14 | -0.027149 | -0.4054 | 0.34278 |
| 15 | -0.032105 | -0.4794 | 0.316052 |
| 16 | -0.008863 | -0.1324 | 0.44741 |
| 17 | 0.086926 | 1.2981 | 0.097801 |
| 18 | -0.063495 | -0.9482 | 0.172032 |
| 19 | -0.017824 | -0.2662 | 0.395177 |
| 20 | -0.049429 | -0.7381 | 0.230604 |
| 21 | -0.094801 | -1.4157 | 0.079132 |
| 22 | 0.116426 | 1.7386 | 0.041742 |
| 23 | 0.07045 | 1.052 | 0.146959 |
| 24 | 0.197605 | 2.9509 | 0.001754 |
| 25 | 0.009184 | 0.1372 | 0.445518 |
| 26 | 0.006181 | 0.0923 | 0.463273 |
| 27 | -0.01057 | -0.1579 | 0.437359 |
| 28 | -0.152927 | -2.2837 | 0.011666 |
| 29 | -0.016252 | -0.2427 | 0.404234 |
| 30 | -0.03292 | -0.4916 | 0.311744 |
| 31 | -0.035839 | -0.5352 | 0.296527 |
| 32 | -0.030615 | -0.4572 | 0.323994 |
| 33 | -0.039199 | -0.5854 | 0.279448 |
| 34 | 0.100985 | 1.508 | 0.066481 |
| 35 | -0.001947 | -0.0291 | 0.488416 |
| 36 | 0.102317 | 1.5279 | 0.063974 |
