| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.565471 | 4.3801 | 2.4e-05 |
| 2 | 0.513143 | 3.9748 | 9.6e-05 |
| 3 | 0.430054 | 3.3312 | 0.000742 |
| 4 | 0.317715 | 2.461 | 0.008374 |
| 5 | 0.361215 | 2.798 | 0.003452 |
| 6 | 0.291451 | 2.2576 | 0.013812 |
| 7 | 0.218754 | 1.6945 | 0.047681 |
| 8 | 0.148112 | 1.1473 | 0.127913 |
| 9 | 0.140776 | 1.0904 | 0.139938 |
| 10 | 0.052768 | 0.4087 | 0.342093 |
| 11 | 0.178919 | 1.3859 | 0.085453 |
| 12 | 0.288749 | 2.2366 | 0.014519 |
| 13 | 0.137605 | 1.0659 | 0.145373 |
| 14 | 0.200035 | 1.5495 | 0.063264 |
| 15 | 0.040714 | 0.3154 | 0.376787 |
| 16 | 0.138581 | 1.0734 | 0.143686 |
| 17 | 0.081289 | 0.6297 | 0.265654 |
| 18 | 0.017309 | 0.1341 | 0.446895 |
| 19 | 0.013801 | 0.1069 | 0.457611 |
| 20 | -0.058257 | -0.4513 | 0.326717 |
| 21 | -0.059357 | -0.4598 | 0.323668 |
| 22 | -0.151344 | -1.1723 | 0.122855 |
| 23 | -0.129822 | -1.0056 | 0.159323 |
| 24 | -0.130306 | -1.0093 | 0.158431 |
| 25 | -0.141447 | -1.0956 | 0.138806 |
| 26 | -0.165315 | -1.2805 | 0.102645 |
| 27 | -0.230278 | -1.7837 | 0.039762 |
| 28 | -0.105395 | -0.8164 | 0.208755 |
| 29 | -0.21539 | -1.6684 | 0.050223 |
| 30 | -0.169964 | -1.3165 | 0.096501 |
| 31 | -0.199772 | -1.5474 | 0.063509 |
| 32 | -0.240129 | -1.86 | 0.033892 |
| 33 | -0.209811 | -1.6252 | 0.054682 |
| 34 | -0.260994 | -2.0217 | 0.02384 |
| 35 | -0.249878 | -1.9355 | 0.02882 |
| 36 | -0.190802 | -1.4779 | 0.072327 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.565471 | 4.3801 | 2.4e-05 |
| 2 | 0.284288 | 2.2021 | 0.015757 |
| 3 | 0.098552 | 0.7634 | 0.224113 |
| 4 | -0.041065 | -0.3181 | 0.375762 |
| 5 | 0.154551 | 1.1971 | 0.117979 |
| 6 | 0.013486 | 0.1045 | 0.458576 |
| 7 | -0.070965 | -0.5497 | 0.292284 |
| 8 | -0.089966 | -0.6969 | 0.244287 |
| 9 | 0.053329 | 0.4131 | 0.34051 |
| 10 | -0.09683 | -0.75 | 0.22808 |
| 11 | 0.206994 | 1.6034 | 0.057052 |
| 12 | 0.282368 | 2.1872 | 0.016318 |
| 13 | -0.187016 | -1.4486 | 0.076325 |
| 14 | -0.005439 | -0.0421 | 0.483267 |
| 15 | -0.16796 | -1.301 | 0.099115 |
| 16 | 0.169258 | 1.3111 | 0.097416 |
| 17 | -0.173357 | -1.3428 | 0.092195 |
| 18 | -0.09711 | -0.7522 | 0.227433 |
| 19 | 0.007664 | 0.0594 | 0.47643 |
| 20 | -0.003821 | -0.0296 | 0.488242 |
| 21 | 0.013865 | 0.1074 | 0.457417 |
| 22 | -0.095659 | -0.741 | 0.2308 |
| 23 | -0.094457 | -0.7317 | 0.233612 |
| 24 | -0.016138 | -0.125 | 0.450468 |
| 25 | -0.017204 | -0.1333 | 0.447217 |
| 26 | -0.046561 | -0.3607 | 0.35981 |
| 27 | -0.067049 | -0.5194 | 0.302709 |
| 28 | 0.061365 | 0.4753 | 0.318137 |
| 29 | -0.057688 | -0.4468 | 0.328296 |
| 30 | -0.035785 | -0.2772 | 0.391295 |
| 31 | -0.004783 | -0.037 | 0.485285 |
| 32 | -0.108449 | -0.84 | 0.202109 |
| 33 | -0.050378 | -0.3902 | 0.348875 |
| 34 | 0.019641 | 0.1521 | 0.439794 |
| 35 | -0.017586 | -0.1362 | 0.446052 |
| 36 | 0.110749 | 0.8579 | 0.197192 |
