| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.386463 | 2.9935 | 0.002 |
| 2 | 0.151367 | 1.1725 | 0.122819 |
| 3 | 0.060957 | 0.4722 | 0.319258 |
| 4 | -0.175153 | -1.3567 | 0.089976 |
| 5 | -0.263012 | -2.0373 | 0.02302 |
| 6 | -0.419162 | -3.2468 | 0.000956 |
| 7 | -0.329088 | -2.5491 | 0.006687 |
| 8 | -0.21567 | -1.6706 | 0.050008 |
| 9 | -0.057349 | -0.4442 | 0.32924 |
| 10 | 0.006996 | 0.0542 | 0.478481 |
| 11 | 0.205671 | 1.5931 | 0.058194 |
| 12 | 0.706953 | 5.476 | 0 |
| 13 | 0.297203 | 2.3021 | 0.012407 |
| 14 | 0.121857 | 0.9439 | 0.174502 |
| 15 | 0.043034 | 0.3333 | 0.370019 |
| 16 | -0.178412 | -1.382 | 0.086052 |
| 17 | -0.228253 | -1.768 | 0.041069 |
| 18 | -0.356357 | -2.7603 | 0.003824 |
| 19 | -0.297509 | -2.3045 | 0.012336 |
| 20 | -0.177617 | -1.3758 | 0.086997 |
| 21 | -0.115162 | -0.892 | 0.187967 |
| 22 | -0.067331 | -0.5215 | 0.301954 |
| 23 | 0.115214 | 0.8924 | 0.187861 |
| 24 | 0.483622 | 3.7461 | 0.000203 |
| 25 | 0.211873 | 1.6412 | 0.052998 |
| 26 | 0.096329 | 0.7462 | 0.229243 |
| 27 | 0.001007 | 0.0078 | 0.496901 |
| 28 | -0.130383 | -1.0099 | 0.158289 |
| 29 | -0.146713 | -1.1364 | 0.130146 |
| 30 | -0.275562 | -2.1345 | 0.018449 |
| 31 | -0.195594 | -1.5151 | 0.067503 |
| 32 | -0.085884 | -0.6653 | 0.254219 |
| 33 | -0.022774 | -0.1764 | 0.430284 |
| 34 | 0.006754 | 0.0523 | 0.479226 |
| 35 | 0.100662 | 0.7797 | 0.219309 |
| 36 | 0.366443 | 2.8385 | 0.003089 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.386463 | 2.9935 | 0.002 |
| 2 | 0.002366 | 0.0183 | 0.49272 |
| 3 | 0.00198 | 0.0153 | 0.493909 |
| 4 | -0.23472 | -1.8181 | 0.037018 |
| 5 | -0.147813 | -1.145 | 0.128387 |
| 6 | -0.31246 | -2.4203 | 0.009276 |
| 7 | -0.075135 | -0.582 | 0.281375 |
| 8 | -0.092957 | -0.72 | 0.237147 |
| 9 | 0.045383 | 0.3515 | 0.363208 |
| 10 | -0.120403 | -0.9326 | 0.177373 |
| 11 | 0.13724 | 1.0631 | 0.146009 |
| 12 | 0.628184 | 4.8659 | 4e-06 |
| 13 | -0.320532 | -2.4828 | 0.007924 |
| 14 | -0.117408 | -0.9094 | 0.183379 |
| 15 | -0.119305 | -0.9241 | 0.17956 |
| 16 | -0.040783 | -0.3159 | 0.376586 |
| 17 | -0.043686 | -0.3384 | 0.368125 |
| 18 | 0.082801 | 0.6414 | 0.261861 |
| 19 | 0.01617 | 0.1253 | 0.45037 |
| 20 | -0.018777 | -0.1454 | 0.442423 |
| 21 | -0.155402 | -1.2037 | 0.116709 |
| 22 | -0.047919 | -0.3712 | 0.355906 |
| 23 | 0.000448 | 0.0035 | 0.49862 |
| 24 | -0.08481 | -0.6569 | 0.256866 |
| 25 | -0.068528 | -0.5308 | 0.298753 |
| 26 | -0.020034 | -0.1552 | 0.4386 |
| 27 | -0.148622 | -1.1512 | 0.127104 |
| 28 | 0.078794 | 0.6103 | 0.271972 |
| 29 | 0.014266 | 0.1105 | 0.456188 |
| 30 | -0.063269 | -0.4901 | 0.312933 |
| 31 | 0.014375 | 0.1113 | 0.455857 |
| 32 | -0.03505 | -0.2715 | 0.393469 |
| 33 | 0.138501 | 1.0728 | 0.143823 |
| 34 | 0.033403 | 0.2587 | 0.39836 |
| 35 | -0.097521 | -0.7554 | 0.226483 |
| 36 | -0.02175 | -0.1685 | 0.433389 |
