| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.352944 | 3.4581 | 0.000406 |
| 2 | -0.199805 | -1.9577 | 0.026585 |
| 3 | -0.47784 | -4.6819 | 5e-06 |
| 4 | -0.381284 | -3.7358 | 0.000159 |
| 5 | 0.037278 | 0.3653 | 0.357864 |
| 6 | 0.336902 | 3.3009 | 0.000677 |
| 7 | 0.159922 | 1.5669 | 0.060213 |
| 8 | -0.120491 | -1.1806 | 0.120347 |
| 9 | -0.189022 | -1.852 | 0.033547 |
| 10 | -0.132033 | -1.2937 | 0.099444 |
| 11 | 0.096902 | 0.9494 | 0.17239 |
| 12 | 0.447965 | 4.3891 | 1.5e-05 |
| 13 | 0.098247 | 0.9626 | 0.169078 |
| 14 | -0.070675 | -0.6925 | 0.245156 |
| 15 | -0.151486 | -1.4843 | 0.070509 |
| 16 | -0.147338 | -1.4436 | 0.076051 |
| 17 | -0.00185 | -0.0181 | 0.492787 |
| 18 | 0.130639 | 1.28 | 0.101815 |
| 19 | -0.011346 | -0.1112 | 0.455857 |
| 20 | -0.102021 | -0.9996 | 0.160009 |
| 21 | -0.072964 | -0.7149 | 0.238203 |
| 22 | -0.03644 | -0.357 | 0.360922 |
| 23 | 0.060004 | 0.5879 | 0.278983 |
| 24 | 0.284902 | 2.7915 | 0.003166 |
| 25 | 0.011421 | 0.1119 | 0.455565 |
| 26 | -0.071159 | -0.6972 | 0.243676 |
| 27 | -0.101526 | -0.9947 | 0.16118 |
| 28 | -0.081706 | -0.8006 | 0.212683 |
| 29 | -0.004731 | -0.0464 | 0.481562 |
| 30 | 0.054434 | 0.5333 | 0.297516 |
| 31 | -0.015112 | -0.1481 | 0.4413 |
| 32 | -0.081892 | -0.8024 | 0.212159 |
| 33 | -0.019335 | -0.1894 | 0.425073 |
| 34 | 0.017687 | 0.1733 | 0.431393 |
| 35 | 0.054081 | 0.5299 | 0.298706 |
| 36 | 0.193393 | 1.8949 | 0.03056 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.352944 | 3.4581 | 0.000406 |
| 2 | -0.370532 | -3.6305 | 0.000228 |
| 3 | -0.331567 | -3.2487 | 0.000799 |
| 4 | -0.199063 | -1.9504 | 0.027022 |
| 5 | 0.073828 | 0.7234 | 0.235607 |
| 6 | 0.079738 | 0.7813 | 0.218282 |
| 7 | -0.209957 | -2.0572 | 0.021192 |
| 8 | -0.136216 | -1.3346 | 0.092576 |
| 9 | 0.055239 | 0.5412 | 0.294802 |
| 10 | -0.055416 | -0.543 | 0.294205 |
| 11 | 0.008281 | 0.0811 | 0.467751 |
| 12 | 0.401941 | 3.9382 | 7.8e-05 |
| 13 | -0.270689 | -2.6522 | 0.004679 |
| 14 | 0.250371 | 2.4531 | 0.007983 |
| 15 | 0.15261 | 1.4953 | 0.069062 |
| 16 | 0.021232 | 0.208 | 0.417825 |
| 17 | -0.015655 | -0.1534 | 0.439207 |
| 18 | 0.052855 | 0.5179 | 0.302868 |
| 19 | -0.062035 | -0.6078 | 0.272372 |
| 20 | -0.036915 | -0.3617 | 0.359188 |
| 21 | -0.099009 | -0.9701 | 0.167221 |
| 22 | -0.005569 | -0.0546 | 0.4783 |
| 23 | -0.071239 | -0.698 | 0.243433 |
| 24 | 0.077479 | 0.7591 | 0.224814 |
| 25 | -0.105162 | -1.0304 | 0.152711 |
| 26 | -0.004602 | -0.0451 | 0.482065 |
| 27 | -0.00184 | -0.018 | 0.492828 |
| 28 | 0.045946 | 0.4502 | 0.3268 |
| 29 | -0.080946 | -0.7931 | 0.214835 |
| 30 | -0.070119 | -0.687 | 0.246863 |
| 31 | 0.110214 | 1.0799 | 0.141453 |
| 32 | -0.131963 | -1.293 | 0.099563 |
| 33 | 0.017076 | 0.1673 | 0.433739 |
| 34 | 0.055658 | 0.5453 | 0.293395 |
| 35 | 0.006879 | 0.0674 | 0.473201 |
| 36 | 0.011549 | 0.1132 | 0.455071 |
