| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.511148 | 6.6055 | 0 |
| 2 | -0.074321 | -0.9604 | 0.169112 |
| 3 | -0.469445 | -6.0666 | 0 |
| 4 | -0.429969 | -5.5564 | 0 |
| 5 | -0.11913 | -1.5395 | 0.062787 |
| 6 | 0.209919 | 2.7128 | 0.003686 |
| 7 | 0.370784 | 4.7916 | 2e-06 |
| 8 | 0.295058 | 3.813 | 9.6e-05 |
| 9 | 0.109694 | 1.4176 | 0.079092 |
| 10 | -0.111267 | -1.4379 | 0.076169 |
| 11 | -0.235131 | -3.0386 | 0.00138 |
| 12 | -0.281552 | -3.6385 | 0.000183 |
| 13 | -0.064753 | -0.8368 | 0.201954 |
| 14 | 0.126692 | 1.6372 | 0.051734 |
| 15 | 0.185479 | 2.3969 | 0.008819 |
| 16 | 0.102539 | 1.3251 | 0.093476 |
| 17 | -0.026925 | -0.348 | 0.364157 |
| 18 | -0.074927 | -0.9683 | 0.167156 |
| 19 | -0.139247 | -1.7995 | 0.036875 |
| 20 | -0.063385 | -0.8191 | 0.206944 |
| 21 | -0.018823 | -0.2433 | 0.404054 |
| 22 | -0.008826 | -0.1141 | 0.454665 |
| 23 | -0.042567 | -0.5501 | 0.291498 |
| 24 | -0.083764 | -1.0825 | 0.140302 |
| 25 | -0.035218 | -0.4551 | 0.32481 |
| 26 | 0.00766 | 0.099 | 0.460632 |
| 27 | -0.006256 | -0.0808 | 0.467832 |
| 28 | -0.111085 | -1.4355 | 0.076502 |
| 29 | -0.167984 | -2.1708 | 0.015678 |
| 30 | -0.177777 | -2.2974 | 0.011419 |
| 31 | 0.065444 | 0.8457 | 0.199458 |
| 32 | 0.241873 | 3.1257 | 0.001046 |
| 33 | 0.25747 | 3.3272 | 0.000539 |
| 34 | 0.067775 | 0.8759 | 0.191184 |
| 35 | -0.210941 | -2.726 | 0.003548 |
| 36 | -0.334633 | -4.3244 | 1.3e-05 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.511148 | 6.6055 | 0 |
| 2 | -0.454285 | -5.8707 | 0 |
| 3 | -0.310421 | -4.0115 | 4.5e-05 |
| 4 | -0.009717 | -0.1256 | 0.450109 |
| 5 | 0.028192 | 0.3643 | 0.358041 |
| 6 | 0.059731 | 0.7719 | 0.220634 |
| 7 | 0.116667 | 1.5077 | 0.066764 |
| 8 | 0.084259 | 1.0889 | 0.138891 |
| 9 | 0.119524 | 1.5446 | 0.062169 |
| 10 | -0.001807 | -0.0234 | 0.490698 |
| 11 | -0.031544 | -0.4076 | 0.342032 |
| 12 | -0.167528 | -2.1649 | 0.015906 |
| 13 | 0.136986 | 1.7703 | 0.039255 |
| 14 | -0.080952 | -1.0461 | 0.148507 |
| 15 | -0.109489 | -1.4149 | 0.079479 |
| 16 | -0.014743 | -0.1905 | 0.424564 |
| 17 | 0.009565 | 0.1236 | 0.450888 |
| 18 | 0.070098 | 0.9059 | 0.183155 |
| 19 | -0.130178 | -1.6823 | 0.047193 |
| 20 | 0.100554 | 1.2994 | 0.097792 |
| 21 | -0.044221 | -0.5715 | 0.284226 |
| 22 | -0.104151 | -1.3459 | 0.090075 |
| 23 | -0.081999 | -1.0597 | 0.145415 |
| 24 | -0.156973 | -2.0285 | 0.022047 |
| 25 | 0.09144 | 1.1817 | 0.11951 |
| 26 | -0.066515 | -0.8596 | 0.19563 |
| 27 | -0.142374 | -1.8399 | 0.033781 |
| 28 | -0.151755 | -1.9611 | 0.025765 |
| 29 | -0.050742 | -0.6557 | 0.256448 |
| 30 | -0.077718 | -1.0043 | 0.158336 |
| 31 | 0.187985 | 2.4293 | 0.008094 |
| 32 | 0.112624 | 1.4554 | 0.073715 |
| 33 | 0.080851 | 1.0448 | 0.148807 |
| 34 | 0.021836 | 0.2822 | 0.389077 |
| 35 | -0.125428 | -1.6209 | 0.053465 |
| 36 | -0.124491 | -1.6088 | 0.054777 |
