| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.422144 | 3.582 | 0.000308 |
| 2 | 0.449178 | 3.8114 | 0.000144 |
| 3 | 0.463704 | 3.9347 | 9.5e-05 |
| 4 | 0.192002 | 1.6292 | 0.05382 |
| 5 | 0.265374 | 2.2518 | 0.013694 |
| 6 | 0.218367 | 1.8529 | 0.033997 |
| 7 | 0.183185 | 1.5544 | 0.062239 |
| 8 | 0.176877 | 1.5009 | 0.068884 |
| 9 | 0.363387 | 3.0834 | 0.00145 |
| 10 | 0.285156 | 2.4196 | 0.009031 |
| 11 | 0.258546 | 2.1938 | 0.015738 |
| 12 | 0.554777 | 4.7074 | 6e-06 |
| 13 | 0.203294 | 1.725 | 0.044409 |
| 14 | 0.268553 | 2.2787 | 0.012825 |
| 15 | 0.181682 | 1.5416 | 0.063774 |
| 16 | 0.007254 | 0.0615 | 0.475546 |
| 17 | 0.015296 | 0.1298 | 0.448548 |
| 18 | -0.043481 | -0.3689 | 0.356626 |
| 19 | 0.028468 | 0.2416 | 0.404904 |
| 20 | -0.003314 | -0.0281 | 0.488823 |
| 21 | 0.145693 | 1.2362 | 0.110193 |
| 22 | 0.116771 | 0.9908 | 0.162541 |
| 23 | 0.075333 | 0.6392 | 0.262355 |
| 24 | 0.2673 | 2.2681 | 0.013161 |
| 25 | 0.07858 | 0.6668 | 0.253524 |
| 26 | 0.049612 | 0.421 | 0.337513 |
| 27 | 0.004136 | 0.0351 | 0.486052 |
| 28 | -0.083945 | -0.7123 | 0.239293 |
| 29 | -0.129633 | -1.1 | 0.137505 |
| 30 | -0.151708 | -1.2873 | 0.101059 |
| 31 | -0.11544 | -0.9795 | 0.165296 |
| 32 | -0.143913 | -1.2211 | 0.113008 |
| 33 | -0.021329 | -0.181 | 0.428444 |
| 34 | -0.033341 | -0.2829 | 0.389031 |
| 35 | -0.096824 | -0.8216 | 0.207014 |
| 36 | 0.050591 | 0.4293 | 0.334502 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.422144 | 3.582 | 0.000308 |
| 2 | 0.329733 | 2.7979 | 0.003297 |
| 3 | 0.269528 | 2.287 | 0.012568 |
| 4 | -0.18495 | -1.5694 | 0.060475 |
| 5 | 0.030721 | 0.2607 | 0.397542 |
| 6 | 0.049417 | 0.4193 | 0.338116 |
| 7 | 0.094828 | 0.8046 | 0.211838 |
| 8 | -0.023159 | -0.1965 | 0.422381 |
| 9 | 0.328683 | 2.789 | 0.00338 |
| 10 | 0.076983 | 0.6532 | 0.257847 |
| 11 | -0.047192 | -0.4004 | 0.345011 |
| 12 | 0.364285 | 3.0911 | 0.001418 |
| 13 | -0.194683 | -1.6519 | 0.051451 |
| 14 | -0.097676 | -0.8288 | 0.204975 |
| 15 | -0.242109 | -2.0544 | 0.021786 |
| 16 | -0.00798 | -0.0677 | 0.473101 |
| 17 | -0.191188 | -1.6223 | 0.054557 |
| 18 | -0.077563 | -0.6581 | 0.256272 |
| 19 | 0.153039 | 1.2986 | 0.099116 |
| 20 | 0.048974 | 0.4156 | 0.339486 |
| 21 | -0.002089 | -0.0177 | 0.492952 |
| 22 | 0.017003 | 0.1443 | 0.442845 |
| 23 | 0.004051 | 0.0344 | 0.486335 |
| 24 | 0.011019 | 0.0935 | 0.462885 |
| 25 | 0.05173 | 0.4389 | 0.33101 |
| 26 | -0.121375 | -1.0299 | 0.153252 |
| 27 | 0.000884 | 0.0075 | 0.497018 |
| 28 | -0.012422 | -0.1054 | 0.458176 |
| 29 | -0.011785 | -0.1 | 0.460313 |
| 30 | -0.062275 | -0.5284 | 0.299418 |
| 31 | -0.077513 | -0.6577 | 0.256409 |
| 32 | 0.006586 | 0.0559 | 0.477794 |
| 33 | -0.099874 | -0.8475 | 0.199773 |
| 34 | -0.028462 | -0.2415 | 0.404925 |
| 35 | -0.081598 | -0.6924 | 0.245462 |
| 36 | 0.057879 | 0.4911 | 0.312417 |
