| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.514089 | 3.9821 | 9.4e-05 |
| 2 | 0.286353 | 2.2181 | 0.015173 |
| 3 | 0.339561 | 2.6302 | 0.005413 |
| 4 | 0.327069 | 2.5335 | 0.006962 |
| 5 | 0.38416 | 2.9757 | 0.002104 |
| 6 | 0.399257 | 3.0926 | 0.001505 |
| 7 | 0.259675 | 2.0114 | 0.024389 |
| 8 | 0.101437 | 0.7857 | 0.217558 |
| 9 | -0.013223 | -0.1024 | 0.459382 |
| 10 | -0.122561 | -0.9494 | 0.173124 |
| 11 | 0.027485 | 0.2129 | 0.416063 |
| 12 | 0.33501 | 2.595 | 0.005937 |
| 13 | -0.010602 | -0.0821 | 0.467412 |
| 14 | -0.256963 | -1.9904 | 0.025553 |
| 15 | -0.158708 | -1.2293 | 0.11187 |
| 16 | -0.130946 | -1.0143 | 0.157256 |
| 17 | -0.063386 | -0.491 | 0.312614 |
| 18 | -0.048742 | -0.3776 | 0.353546 |
| 19 | -0.118147 | -0.9152 | 0.181885 |
| 20 | -0.221249 | -1.7138 | 0.045865 |
| 21 | -0.28031 | -2.1713 | 0.016938 |
| 22 | -0.306575 | -2.3747 | 0.010388 |
| 23 | -0.196204 | -1.5198 | 0.066909 |
| 24 | -0.001257 | -0.0097 | 0.496133 |
| 25 | -0.19587 | -1.5172 | 0.067233 |
| 26 | -0.402158 | -3.1151 | 0.00141 |
| 27 | -0.282134 | -2.1854 | 0.016387 |
| 28 | -0.217903 | -1.6879 | 0.048314 |
| 29 | -0.188856 | -1.4629 | 0.074361 |
| 30 | -0.125673 | -0.9735 | 0.167116 |
| 31 | -0.166988 | -1.2935 | 0.1004 |
| 32 | -0.212469 | -1.6458 | 0.052519 |
| 33 | -0.226377 | -1.7535 | 0.042311 |
| 34 | -0.158773 | -1.2298 | 0.111778 |
| 35 | -0.114699 | -0.8885 | 0.188922 |
| 36 | 0.038476 | 0.298 | 0.383355 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.514089 | 3.9821 | 9.4e-05 |
| 2 | 0.029991 | 0.2323 | 0.408543 |
| 3 | 0.246713 | 1.911 | 0.030391 |
| 4 | 0.087006 | 0.6739 | 0.251468 |
| 5 | 0.228013 | 1.7662 | 0.041226 |
| 6 | 0.126405 | 0.9791 | 0.165725 |
| 7 | -0.055646 | -0.431 | 0.333996 |
| 8 | -0.171624 | -1.3294 | 0.094375 |
| 9 | -0.241126 | -1.8678 | 0.033341 |
| 10 | -0.322286 | -2.4964 | 0.007655 |
| 11 | 0.063175 | 0.4894 | 0.313187 |
| 12 | 0.540671 | 4.188 | 4.7e-05 |
| 13 | -0.229463 | -1.7774 | 0.040285 |
| 14 | -0.229359 | -1.7766 | 0.040351 |
| 15 | 0.008563 | 0.0663 | 0.473668 |
| 16 | 0.022862 | 0.1771 | 0.430019 |
| 17 | -0.050683 | -0.3926 | 0.348008 |
| 18 | -0.19276 | -1.4931 | 0.070323 |
| 19 | -0.024499 | -0.1898 | 0.425067 |
| 20 | -0.021352 | -0.1654 | 0.434596 |
| 21 | 0.050845 | 0.3938 | 0.347545 |
| 22 | 0.068847 | 0.5333 | 0.297904 |
| 23 | -0.125292 | -0.9705 | 0.167845 |
| 24 | -0.196274 | -1.5203 | 0.06684 |
| 25 | 0.020944 | 0.1622 | 0.435835 |
| 26 | 0.034501 | 0.2672 | 0.395099 |
| 27 | -0.016173 | -0.1253 | 0.450363 |
| 28 | -0.109123 | -0.8453 | 0.20066 |
| 29 | -0.111731 | -0.8655 | 0.195117 |
| 30 | 0.145955 | 1.1306 | 0.131369 |
| 31 | 0.036515 | 0.2828 | 0.389136 |
| 32 | -0.008159 | -0.0632 | 0.47491 |
| 33 | -0.140487 | -1.0882 | 0.140428 |
| 34 | 0.060151 | 0.4659 | 0.321476 |
| 35 | -0.095257 | -0.7379 | 0.23174 |
| 36 | 0.023823 | 0.1845 | 0.42711 |
