| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.53566 | 3.6723 | 0.000307 |
| 2 | -0.087035 | -0.5967 | 0.276792 |
| 3 | -0.48631 | -3.334 | 0.000838 |
| 4 | -0.509266 | -3.4914 | 0.000528 |
| 5 | -0.151981 | -1.0419 | 0.151387 |
| 6 | 0.224828 | 1.5413 | 0.06497 |
| 7 | 0.410141 | 2.8118 | 0.003583 |
| 8 | 0.282125 | 1.9342 | 0.029564 |
| 9 | -0.033418 | -0.2291 | 0.409891 |
| 10 | -0.189254 | -1.2975 | 0.100403 |
| 11 | -0.245036 | -1.6799 | 0.049808 |
| 12 | -0.24423 | -1.6744 | 0.050352 |
| 13 | -0.066492 | -0.4558 | 0.3253 |
| 14 | 0.115935 | 0.7948 | 0.215359 |
| 15 | 0.139151 | 0.954 | 0.17249 |
| 16 | 0.038865 | 0.2664 | 0.39553 |
| 17 | -0.045233 | -0.3101 | 0.378928 |
| 18 | -0.084376 | -0.5785 | 0.282859 |
| 19 | -0.095068 | -0.6518 | 0.258867 |
| 20 | 0.018958 | 0.13 | 0.448573 |
| 21 | 0.112107 | 0.7686 | 0.222997 |
| 22 | 0.003481 | 0.0239 | 0.490532 |
| 23 | -0.128909 | -0.8838 | 0.190664 |
| 24 | -0.155337 | -1.0649 | 0.146173 |
| 25 | -0.058851 | -0.4035 | 0.34422 |
| 26 | 0.052921 | 0.3628 | 0.359188 |
| 27 | 0.071898 | 0.4929 | 0.312186 |
| 28 | 0.014268 | 0.0978 | 0.461248 |
| 29 | -0.091789 | -0.6293 | 0.266108 |
| 30 | -0.152125 | -1.0429 | 0.151161 |
| 31 | -0.013705 | -0.094 | 0.46277 |
| 32 | 0.093693 | 0.6423 | 0.261892 |
| 33 | 0.104193 | 0.7143 | 0.239284 |
| 34 | 0.055625 | 0.3813 | 0.352332 |
| 35 | -0.008227 | -0.0564 | 0.477629 |
| 36 | -0.020137 | -0.1381 | 0.445395 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.53566 | 3.6723 | 0.000307 |
| 2 | -0.524447 | -3.5954 | 0.000387 |
| 3 | -0.259822 | -1.7813 | 0.040667 |
| 4 | -0.137791 | -0.9446 | 0.174835 |
| 5 | 0.132833 | 0.9107 | 0.183561 |
| 6 | 0.016018 | 0.1098 | 0.456513 |
| 7 | 0.103201 | 0.7075 | 0.241371 |
| 8 | -0.031178 | -0.2137 | 0.415835 |
| 9 | -0.035654 | -0.2444 | 0.403979 |
| 10 | 0.161399 | 1.1065 | 0.137072 |
| 11 | -0.140233 | -0.9614 | 0.170638 |
| 12 | -0.239119 | -1.6393 | 0.053913 |
| 13 | 0.068327 | 0.4684 | 0.320823 |
| 14 | 0.011023 | 0.0756 | 0.47004 |
| 15 | -0.188277 | -1.2908 | 0.101549 |
| 16 | -0.100038 | -0.6858 | 0.248097 |
| 17 | 0.090346 | 0.6194 | 0.269327 |
| 18 | -0.024241 | -0.1662 | 0.43436 |
| 19 | -0.034582 | -0.2371 | 0.406813 |
| 20 | 0.155032 | 1.0628 | 0.146641 |
| 21 | -0.044169 | -0.3028 | 0.381686 |
| 22 | -0.219089 | -1.502 | 0.069894 |
| 23 | 5.4e-05 | 4e-04 | 0.499853 |
| 24 | -0.062014 | -0.4251 | 0.336334 |
| 25 | -0.093427 | -0.6405 | 0.262479 |
| 26 | -0.032205 | -0.2208 | 0.413106 |
| 27 | -0.150398 | -1.0311 | 0.15389 |
| 28 | -0.199707 | -1.3691 | 0.088735 |
| 29 | 0.043581 | 0.2988 | 0.383215 |
| 30 | -0.018101 | -0.1241 | 0.450886 |
| 31 | -0.014638 | -0.1003 | 0.460247 |
| 32 | -0.049451 | -0.339 | 0.368052 |
| 33 | 0.070249 | 0.4816 | 0.316163 |
| 34 | -0.090585 | -0.621 | 0.268794 |
| 35 | -0.014987 | -0.1027 | 0.459301 |
| 36 | 0.077574 | 0.5318 | 0.298677 |
