| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.479209 | 3.3201 | 0.000862 |
| 2 | 0.351099 | 2.4325 | 0.009387 |
| 3 | 0.174582 | 1.2095 | 0.116189 |
| 4 | 0.072476 | 0.5021 | 0.308938 |
| 5 | 0.155777 | 1.0793 | 0.142934 |
| 6 | 0.1191 | 0.8252 | 0.206684 |
| 7 | 0.049116 | 0.3403 | 0.367562 |
| 8 | 0.052504 | 0.3638 | 0.358818 |
| 9 | 0.046047 | 0.319 | 0.375547 |
| 10 | -0.185884 | -1.2878 | 0.101988 |
| 11 | -0.334713 | -2.319 | 0.01235 |
| 12 | -0.435596 | -3.0179 | 0.002033 |
| 13 | -0.362122 | -2.5089 | 0.007771 |
| 14 | -0.203192 | -1.4078 | 0.082824 |
| 15 | -0.090338 | -0.6259 | 0.267179 |
| 16 | -0.209836 | -1.4538 | 0.076257 |
| 17 | -0.069847 | -0.4839 | 0.315323 |
| 18 | -0.047865 | -0.3316 | 0.37081 |
| 19 | -0.103752 | -0.7188 | 0.237869 |
| 20 | -0.045735 | -0.3169 | 0.376362 |
| 21 | -0.153186 | -1.0613 | 0.146931 |
| 22 | -0.054213 | -0.3756 | 0.354436 |
| 23 | 0.116261 | 0.8055 | 0.212258 |
| 24 | 0.157439 | 1.0908 | 0.140409 |
| 25 | 0.139582 | 0.9671 | 0.169182 |
| 26 | 0.09635 | 0.6675 | 0.253814 |
| 27 | -0.041642 | -0.2885 | 0.387102 |
| 28 | -0.010271 | -0.0712 | 0.471783 |
| 29 | -0.064939 | -0.4499 | 0.327399 |
| 30 | -0.070301 | -0.4871 | 0.314216 |
| 31 | -0.014658 | -0.1016 | 0.459768 |
| 32 | 0.040951 | 0.2837 | 0.388923 |
| 33 | 0.098599 | 0.6831 | 0.248909 |
| 34 | -0.006323 | -0.0438 | 0.48262 |
| 35 | -0.041724 | -0.2891 | 0.386885 |
| 36 | -0.136338 | -0.9446 | 0.174802 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.479209 | 3.3201 | 0.000862 |
| 2 | 0.157664 | 1.0923 | 0.140071 |
| 3 | -0.056834 | -0.3938 | 0.347752 |
| 4 | -0.047724 | -0.3306 | 0.371177 |
| 5 | 0.172598 | 1.1958 | 0.118826 |
| 6 | 0.014978 | 0.1038 | 0.458891 |
| 7 | -0.097326 | -0.6743 | 0.25168 |
| 8 | 0.032327 | 0.224 | 0.411867 |
| 9 | 0.062073 | 0.4301 | 0.334541 |
| 10 | -0.337092 | -2.3354 | 0.011874 |
| 11 | -0.308932 | -2.1403 | 0.018718 |
| 12 | -0.144184 | -0.9989 | 0.161418 |
| 13 | 0.022632 | 0.1568 | 0.438029 |
| 14 | 0.025179 | 0.1744 | 0.431124 |
| 15 | 0.097536 | 0.6757 | 0.251222 |
| 16 | -0.1555 | -1.0773 | 0.143358 |
| 17 | 0.193167 | 1.3383 | 0.093551 |
| 18 | 0.154908 | 1.0732 | 0.144267 |
| 19 | -0.111232 | -0.7706 | 0.222349 |
| 20 | -0.033192 | -0.23 | 0.40955 |
| 21 | -0.106042 | -0.7347 | 0.233054 |
| 22 | -0.11362 | -0.7872 | 0.217522 |
| 23 | -0.036029 | -0.2496 | 0.401975 |
| 24 | -0.011386 | -0.0789 | 0.468727 |
| 25 | 0.026077 | 0.1807 | 0.428694 |
| 26 | -0.03125 | -0.2165 | 0.414754 |
| 27 | -0.166274 | -1.152 | 0.127518 |
| 28 | 0.026783 | 0.1856 | 0.426785 |
| 29 | -0.027112 | -0.1878 | 0.425897 |
| 30 | 0.026541 | 0.1839 | 0.427441 |
| 31 | 0.026417 | 0.183 | 0.427774 |
| 32 | -0.07084 | -0.4908 | 0.312905 |
| 33 | 0.079062 | 0.5478 | 0.293199 |
| 34 | -0.071858 | -0.4978 | 0.310432 |
| 35 | -0.037437 | -0.2594 | 0.398229 |
| 36 | 0.036345 | 0.2518 | 0.401133 |
