| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.458592 | 3.5522 | 0.000375 |
| 2 | 0.210396 | 1.6297 | 0.0542 |
| 3 | 0.103312 | 0.8003 | 0.21336 |
| 4 | -0.125776 | -0.9743 | 0.16692 |
| 5 | -0.273851 | -2.1212 | 0.019021 |
| 6 | -0.362472 | -2.8077 | 0.003361 |
| 7 | -0.328529 | -2.5448 | 0.006763 |
| 8 | -0.175149 | -1.3567 | 0.08998 |
| 9 | -0.041032 | -0.3178 | 0.375858 |
| 10 | -0.000388 | -0.003 | 0.498805 |
| 11 | 0.206423 | 1.5989 | 0.057543 |
| 12 | 0.649892 | 5.034 | 2e-06 |
| 13 | 0.26275 | 2.0353 | 0.023125 |
| 14 | 0.09964 | 0.7718 | 0.221628 |
| 15 | 0.031356 | 0.2429 | 0.404463 |
| 16 | -0.146257 | -1.1329 | 0.130882 |
| 17 | -0.207987 | -1.6111 | 0.056208 |
| 18 | -0.299245 | -2.3179 | 0.01194 |
| 19 | -0.276027 | -2.1381 | 0.018296 |
| 20 | -0.104384 | -0.8086 | 0.210984 |
| 21 | -0.012813 | -0.0992 | 0.460637 |
| 22 | 0.027626 | 0.214 | 0.415639 |
| 23 | 0.221841 | 1.7184 | 0.045443 |
| 24 | 0.548841 | 4.2513 | 3.8e-05 |
| 25 | 0.265682 | 2.058 | 0.021973 |
| 26 | 0.127665 | 0.9889 | 0.163345 |
| 27 | 0.007247 | 0.0561 | 0.477711 |
| 28 | -0.136443 | -1.0569 | 0.1474 |
| 29 | -0.180994 | -1.402 | 0.083037 |
| 30 | -0.279242 | -2.163 | 0.017268 |
| 31 | -0.246585 | -1.91 | 0.030456 |
| 32 | -0.120351 | -0.9322 | 0.177476 |
| 33 | -0.074887 | -0.5801 | 0.28202 |
| 34 | -0.05131 | -0.3974 | 0.346225 |
| 35 | 0.062531 | 0.4844 | 0.314946 |
| 36 | 0.272905 | 2.1139 | 0.019344 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.458592 | 3.5522 | 0.000375 |
| 2 | 0.000113 | 9e-04 | 0.499652 |
| 3 | 0.008593 | 0.0666 | 0.473576 |
| 4 | -0.223248 | -1.7293 | 0.044452 |
| 5 | -0.181824 | -1.4084 | 0.082087 |
| 6 | -0.198739 | -1.5394 | 0.064479 |
| 7 | -0.072114 | -0.5586 | 0.289258 |
| 8 | 0.051943 | 0.4024 | 0.344427 |
| 9 | 0.048834 | 0.3783 | 0.353284 |
| 10 | -0.076874 | -0.5955 | 0.276887 |
| 11 | 0.149476 | 1.1578 | 0.12576 |
| 12 | 0.602391 | 4.6661 | 9e-06 |
| 13 | -0.479722 | -3.7159 | 0.000223 |
| 14 | -0.111196 | -0.8613 | 0.196245 |
| 15 | -0.051653 | -0.4001 | 0.345252 |
| 16 | 0.060066 | 0.4653 | 0.321713 |
| 17 | 0.063751 | 0.4938 | 0.311621 |
| 18 | -0.030578 | -0.2369 | 0.406787 |
| 19 | -0.014323 | -0.1109 | 0.456014 |
| 20 | 0.007428 | 0.0575 | 0.477155 |
| 21 | 0.060195 | 0.4663 | 0.321357 |
| 22 | 0.124322 | 0.963 | 0.169708 |
| 23 | 0.091495 | 0.7087 | 0.240622 |
| 24 | -0.061442 | -0.4759 | 0.317926 |
| 25 | 0.010708 | 0.0829 | 0.467086 |
| 26 | -0.003474 | -0.0269 | 0.489312 |
| 27 | -0.092755 | -0.7185 | 0.237627 |
| 28 | 0.079741 | 0.6177 | 0.269565 |
| 29 | -0.035073 | -0.2717 | 0.393404 |
| 30 | 0.033133 | 0.2566 | 0.399164 |
| 31 | 0.040653 | 0.3149 | 0.376966 |
| 32 | -0.123179 | -0.9541 | 0.17192 |
| 33 | -0.025995 | -0.2014 | 0.42055 |
| 34 | -0.061093 | -0.4732 | 0.318885 |
| 35 | -0.167642 | -1.2985 | 0.099534 |
| 36 | -0.133358 | -1.033 | 0.152878 |
