| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.355641 | 2.9967 | 0.001879 |
| 2 | -0.250486 | -2.1106 | 0.019164 |
| 3 | -0.559256 | -4.7124 | 6e-06 |
| 4 | -0.400965 | -3.3786 | 0.000593 |
| 5 | 0.073398 | 0.6185 | 0.269124 |
| 6 | 0.340529 | 2.8694 | 0.002707 |
| 7 | 0.21484 | 1.8103 | 0.037242 |
| 8 | -0.078127 | -0.6583 | 0.256235 |
| 9 | -0.258557 | -2.1786 | 0.01634 |
| 10 | -0.176763 | -1.4894 | 0.070401 |
| 11 | 0.075629 | 0.6373 | 0.263001 |
| 12 | 0.428341 | 3.6093 | 0.000284 |
| 13 | 0.085567 | 0.721 | 0.236638 |
| 14 | -0.101316 | -0.8537 | 0.198069 |
| 15 | -0.206362 | -1.7388 | 0.043199 |
| 16 | -0.135031 | -1.1378 | 0.129517 |
| 17 | 0.070655 | 0.5954 | 0.27675 |
| 18 | 0.148064 | 1.2476 | 0.108136 |
| 19 | 0.080186 | 0.6757 | 0.250726 |
| 20 | -0.048197 | -0.4061 | 0.342938 |
| 21 | -0.122764 | -1.0344 | 0.152224 |
| 22 | -0.092578 | -0.7801 | 0.21897 |
| 23 | -0.007213 | -0.0608 | 0.475855 |
| 24 | 0.197816 | 1.6668 | 0.049977 |
| 25 | 0.006281 | 0.0529 | 0.478972 |
| 26 | -0.062271 | -0.5247 | 0.300711 |
| 27 | -0.081454 | -0.6863 | 0.247365 |
| 28 | -0.044581 | -0.3756 | 0.354151 |
| 29 | 0.069463 | 0.5853 | 0.280099 |
| 30 | 0.110816 | 0.9338 | 0.176797 |
| 31 | 0.054497 | 0.4592 | 0.323746 |
| 32 | -0.075218 | -0.6338 | 0.264126 |
| 33 | -0.122421 | -1.0315 | 0.152895 |
| 34 | -0.084216 | -0.7096 | 0.240133 |
| 35 | 0.026727 | 0.2252 | 0.411235 |
| 36 | 0.185941 | 1.5668 | 0.060807 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.355641 | 2.9967 | 0.001879 |
| 2 | -0.431549 | -3.6363 | 0.00026 |
| 3 | -0.391443 | -3.2984 | 0.000761 |
| 4 | -0.215438 | -1.8153 | 0.03685 |
| 5 | 0.026201 | 0.2208 | 0.412951 |
| 6 | -0.047538 | -0.4006 | 0.344974 |
| 7 | -0.155883 | -1.3135 | 0.096623 |
| 8 | -0.13541 | -1.141 | 0.128854 |
| 9 | -0.112678 | -0.9494 | 0.172808 |
| 10 | -0.095126 | -0.8015 | 0.212745 |
| 11 | -0.040077 | -0.3377 | 0.368294 |
| 12 | 0.341582 | 2.8782 | 0.00264 |
| 13 | -0.379754 | -3.1999 | 0.001028 |
| 14 | 0.23928 | 2.0162 | 0.023781 |
| 15 | 0.066659 | 0.5617 | 0.288053 |
| 16 | 0.05159 | 0.4347 | 0.332546 |
| 17 | -0.036021 | -0.3035 | 0.381193 |
| 18 | 0.082063 | 0.6915 | 0.245761 |
| 19 | 0.085666 | 0.7218 | 0.236384 |
| 20 | -0.045204 | -0.3809 | 0.35221 |
| 21 | 0.049882 | 0.4203 | 0.337764 |
| 22 | -0.025904 | -0.2183 | 0.41392 |
| 23 | -0.028135 | -0.2371 | 0.406643 |
| 24 | -0.013132 | -0.1106 | 0.456103 |
| 25 | -0.034711 | -0.2925 | 0.385386 |
| 26 | -0.140975 | -1.1879 | 0.119421 |
| 27 | 0.011628 | 0.098 | 0.461112 |
| 28 | -0.071988 | -0.6066 | 0.273032 |
| 29 | -0.027656 | -0.233 | 0.408204 |
| 30 | 0.016934 | 0.1427 | 0.443471 |
| 31 | -0.002674 | -0.0225 | 0.491043 |
| 32 | -0.093803 | -0.7904 | 0.215962 |
| 33 | -0.000467 | -0.0039 | 0.498435 |
| 34 | -0.005024 | -0.0423 | 0.483178 |
| 35 | 0.043001 | 0.3623 | 0.359091 |
| 36 | -0.032227 | -0.2716 | 0.393377 |
