| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.420701 | 3.5698 | 0.00032 |
| 2 | 0.227057 | 1.9266 | 0.028986 |
| 3 | -0.026365 | -0.2237 | 0.411806 |
| 4 | -0.269141 | -2.2837 | 0.01267 |
| 5 | -0.337099 | -2.8604 | 0.002767 |
| 6 | -0.429438 | -3.6439 | 0.000252 |
| 7 | -0.348298 | -2.9554 | 0.002109 |
| 8 | -0.326429 | -2.7698 | 0.003565 |
| 9 | -0.05789 | -0.4912 | 0.312384 |
| 10 | 0.081015 | 0.6874 | 0.247007 |
| 11 | 0.282198 | 2.3945 | 0.009623 |
| 12 | 0.591205 | 5.0165 | 2e-06 |
| 13 | 0.248793 | 2.1111 | 0.019119 |
| 14 | 0.237259 | 2.0132 | 0.023916 |
| 15 | 0.031822 | 0.27 | 0.393959 |
| 16 | -0.16458 | -1.3965 | 0.083426 |
| 17 | -0.226267 | -1.9199 | 0.029414 |
| 18 | -0.312358 | -2.6504 | 0.004939 |
| 19 | -0.264632 | -2.2455 | 0.013904 |
| 20 | -0.27992 | -2.3752 | 0.010102 |
| 21 | -0.077005 | -0.6534 | 0.257786 |
| 22 | 0.04203 | 0.3566 | 0.361204 |
| 23 | 0.322896 | 2.7399 | 0.003872 |
| 24 | 0.528329 | 4.483 | 1.4e-05 |
| 25 | 0.161095 | 1.3669 | 0.087949 |
| 26 | 0.126988 | 1.0775 | 0.14242 |
| 27 | -0.051806 | -0.4396 | 0.330776 |
| 28 | -0.198388 | -1.6834 | 0.048317 |
| 29 | -0.22807 | -1.9352 | 0.028444 |
| 30 | -0.262828 | -2.2302 | 0.014427 |
| 31 | -0.211671 | -1.7961 | 0.038338 |
| 32 | -0.196476 | -1.6672 | 0.049914 |
| 33 | -0.019074 | -0.1618 | 0.435939 |
| 34 | 0.037347 | 0.3169 | 0.376119 |
| 35 | 0.259394 | 2.201 | 0.01547 |
| 36 | 0.358348 | 3.0407 | 0.001645 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.420701 | 3.5698 | 0.00032 |
| 2 | 0.060835 | 0.5162 | 0.303648 |
| 3 | -0.172776 | -1.4661 | 0.073493 |
| 4 | -0.270365 | -2.2941 | 0.012351 |
| 5 | -0.146616 | -1.2441 | 0.108753 |
| 6 | -0.235724 | -2.0002 | 0.024626 |
| 7 | -0.137322 | -1.1652 | 0.123889 |
| 8 | -0.258259 | -2.1914 | 0.01583 |
| 9 | 0.016646 | 0.1412 | 0.444034 |
| 10 | -0.067662 | -0.5741 | 0.283836 |
| 11 | 0.076724 | 0.651 | 0.258552 |
| 12 | 0.393171 | 3.3362 | 0.000673 |
| 13 | -0.295759 | -2.5096 | 0.007168 |
| 14 | 0.049811 | 0.4227 | 0.3369 |
| 15 | 0.004813 | 0.0408 | 0.483767 |
| 16 | -0.096384 | -0.8178 | 0.208072 |
| 17 | 0.03371 | 0.286 | 0.387836 |
| 18 | -0.024883 | -0.2111 | 0.416686 |
| 19 | -0.009628 | -0.0817 | 0.467558 |
| 20 | -0.050477 | -0.4283 | 0.334853 |
| 21 | -0.065582 | -0.5565 | 0.289803 |
| 22 | 0.082337 | 0.6987 | 0.24351 |
| 23 | 0.201178 | 1.7071 | 0.046061 |
| 24 | 0.155191 | 1.3168 | 0.096035 |
| 25 | -0.263494 | -2.2358 | 0.014232 |
| 26 | -0.156145 | -1.3249 | 0.094691 |
| 27 | 0.035647 | 0.3025 | 0.38158 |
| 28 | -0.068624 | -0.5823 | 0.281094 |
| 29 | -0.013122 | -0.1113 | 0.455828 |
| 30 | 0.02072 | 0.1758 | 0.430467 |
| 31 | -0.017313 | -0.1469 | 0.441809 |
| 32 | -0.008375 | -0.0711 | 0.471772 |
| 33 | -0.065019 | -0.5517 | 0.291429 |
| 34 | -0.079665 | -0.676 | 0.250611 |
| 35 | -0.053647 | -0.4552 | 0.325165 |
| 36 | -0.04897 | -0.4155 | 0.339496 |
