| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.53509 | 4.1101 | 6.2e-05 |
| 2 | -0.131611 | -1.0109 | 0.158091 |
| 3 | -0.577021 | -4.4322 | 2.1e-05 |
| 4 | -0.584251 | -4.4877 | 1.7e-05 |
| 5 | -0.211551 | -1.625 | 0.054752 |
| 6 | 0.151463 | 1.1634 | 0.124673 |
| 7 | 0.301389 | 2.315 | 0.012055 |
| 8 | 0.259788 | 1.9955 | 0.025308 |
| 9 | 0.098949 | 0.76 | 0.225127 |
| 10 | -0.04795 | -0.3683 | 0.35698 |
| 11 | -0.145282 | -1.1159 | 0.134487 |
| 12 | -0.195563 | -1.5022 | 0.069196 |
| 13 | -0.085166 | -0.6542 | 0.257771 |
| 14 | 0.057664 | 0.4429 | 0.329721 |
| 15 | 0.112681 | 0.8655 | 0.195129 |
| 16 | 0.100997 | 0.7758 | 0.22049 |
| 17 | -0.009243 | -0.071 | 0.471821 |
| 18 | -0.071752 | -0.5511 | 0.29181 |
| 19 | -0.057067 | -0.4383 | 0.331369 |
| 20 | 0.063369 | 0.4867 | 0.31412 |
| 21 | 0.107995 | 0.8295 | 0.205075 |
| 22 | -0.014674 | -0.1127 | 0.45532 |
| 23 | -0.126046 | -0.9682 | 0.168454 |
| 24 | -0.179296 | -1.3772 | 0.086827 |
| 25 | -0.043788 | -0.3363 | 0.368902 |
| 26 | 0.101658 | 0.7809 | 0.219006 |
| 27 | 0.124696 | 0.9578 | 0.171033 |
| 28 | -0.004263 | -0.0327 | 0.486993 |
| 29 | -0.120894 | -0.9286 | 0.178439 |
| 30 | -0.093428 | -0.7176 | 0.237908 |
| 31 | 0.104656 | 0.8039 | 0.212348 |
| 32 | 0.244391 | 1.8772 | 0.032719 |
| 33 | 0.185781 | 1.427 | 0.079423 |
| 34 | -0.005754 | -0.0442 | 0.482449 |
| 35 | -0.232464 | -1.7856 | 0.039653 |
| 36 | -0.319858 | -2.4569 | 0.008488 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.53509 | 4.1101 | 6.2e-05 |
| 2 | -0.585603 | -4.4981 | 1.6e-05 |
| 3 | -0.324151 | -2.4899 | 0.007808 |
| 4 | -0.170712 | -1.3113 | 0.097425 |
| 5 | -0.013268 | -0.1019 | 0.459585 |
| 6 | -0.183449 | -1.4091 | 0.082027 |
| 7 | -0.113227 | -0.8697 | 0.193991 |
| 8 | 0.021687 | 0.1666 | 0.434133 |
| 9 | -0.008107 | -0.0623 | 0.475279 |
| 10 | -0.001027 | -0.0079 | 0.496866 |
| 11 | -0.056653 | -0.4352 | 0.332516 |
| 12 | -0.103108 | -0.792 | 0.215771 |
| 13 | 0.116068 | 0.8915 | 0.188132 |
| 14 | -0.013828 | -0.1062 | 0.457885 |
| 15 | -0.099872 | -0.7671 | 0.22303 |
| 16 | 0.016203 | 0.1245 | 0.450687 |
| 17 | -0.0667 | -0.5123 | 0.305165 |
| 18 | 0.016201 | 0.1244 | 0.450694 |
| 19 | -0.032583 | -0.2503 | 0.401623 |
| 20 | 0.181606 | 1.3949 | 0.084131 |
| 21 | -0.053548 | -0.4113 | 0.341168 |
| 22 | -0.151711 | -1.1653 | 0.124291 |
| 23 | 0.042096 | 0.3233 | 0.373789 |
| 24 | -0.128154 | -0.9844 | 0.164477 |
| 25 | 0.100478 | 0.7718 | 0.22166 |
| 26 | -0.139343 | -1.0703 | 0.144419 |
| 27 | -0.117984 | -0.9063 | 0.184244 |
| 28 | -0.200139 | -1.5373 | 0.064783 |
| 29 | -0.081709 | -0.6276 | 0.266338 |
| 30 | -0.019463 | -0.1495 | 0.440836 |
| 31 | 0.119273 | 0.9162 | 0.181658 |
| 32 | 0.109647 | 0.8422 | 0.201535 |
| 33 | 0.045639 | 0.3506 | 0.363583 |
| 34 | 0.028552 | 0.2193 | 0.413581 |
| 35 | -0.007711 | -0.0592 | 0.476485 |
| 36 | -0.145537 | -1.1179 | 0.134072 |
