| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.541662 | 3.7916 | 0.000206 |
| 2 | 0.634404 | 4.4408 | 2.6e-05 |
| 3 | 0.688667 | 4.8207 | 7e-06 |
| 4 | 0.411375 | 2.8796 | 0.002944 |
| 5 | 0.413385 | 2.8937 | 0.002834 |
| 6 | 0.386242 | 2.7037 | 0.0047 |
| 7 | 0.173017 | 1.2111 | 0.115829 |
| 8 | 0.216613 | 1.5163 | 0.067936 |
| 9 | 0.080599 | 0.5642 | 0.287599 |
| 10 | 0.049626 | 0.3474 | 0.364896 |
| 11 | 0.072526 | 0.5077 | 0.306978 |
| 12 | -0.045937 | -0.3216 | 0.374577 |
| 13 | 0.009404 | 0.0658 | 0.47389 |
| 14 | 0.005534 | 0.0387 | 0.484628 |
| 15 | -0.043201 | -0.3024 | 0.38181 |
| 16 | -0.071463 | -0.5002 | 0.309572 |
| 17 | -0.002461 | -0.0172 | 0.493163 |
| 18 | -0.092116 | -0.6448 | 0.261028 |
| 19 | -0.095253 | -0.6668 | 0.254022 |
| 20 | -0.042749 | -0.2992 | 0.38301 |
| 21 | -0.115617 | -0.8093 | 0.211123 |
| 22 | -0.200366 | -1.4026 | 0.083526 |
| 23 | -0.026699 | -0.1869 | 0.426257 |
| 24 | -0.223632 | -1.5654 | 0.06196 |
| 25 | -0.160312 | -1.1222 | 0.133626 |
| 26 | -0.121284 | -0.849 | 0.200008 |
| 27 | -0.23025 | -1.6117 | 0.05672 |
| 28 | -0.190716 | -1.335 | 0.094021 |
| 29 | -0.172903 | -1.2103 | 0.11598 |
| 30 | -0.250831 | -1.7558 | 0.042684 |
| 31 | -0.189723 | -1.3281 | 0.095155 |
| 32 | -0.23557 | -1.649 | 0.052774 |
| 33 | -0.246954 | -1.7287 | 0.045082 |
| 34 | -0.195329 | -1.3673 | 0.088885 |
| 35 | -0.258386 | -1.8087 | 0.038317 |
| 36 | -0.191868 | -1.3431 | 0.092718 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.541662 | 3.7916 | 0.000206 |
| 2 | 0.4826 | 3.3782 | 0.000719 |
| 3 | 0.460241 | 3.2217 | 0.001133 |
| 4 | -0.239446 | -1.6761 | 0.050042 |
| 5 | -0.319859 | -2.239 | 0.014864 |
| 6 | -0.073206 | -0.5124 | 0.305322 |
| 7 | -0.073657 | -0.5156 | 0.304227 |
| 8 | 0.089366 | 0.6256 | 0.267252 |
| 9 | -0.106469 | -0.7453 | 0.22983 |
| 10 | 0.070014 | 0.4901 | 0.313126 |
| 11 | 0.167083 | 1.1696 | 0.123914 |
| 12 | -0.019572 | -0.137 | 0.445796 |
| 13 | -0.024708 | -0.173 | 0.431698 |
| 14 | -0.032677 | -0.2287 | 0.410011 |
| 15 | 0.056741 | 0.3972 | 0.346478 |
| 16 | -0.260476 | -1.8233 | 0.037178 |
| 17 | -0.008358 | -0.0585 | 0.476792 |
| 18 | 0.03285 | 0.2299 | 0.409545 |
| 19 | 0.002112 | 0.0148 | 0.494133 |
| 20 | 0.060265 | 0.4219 | 0.337489 |
| 21 | -0.028736 | -0.2012 | 0.420705 |
| 22 | -0.241808 | -1.6927 | 0.048436 |
| 23 | 0.186227 | 1.3036 | 0.099233 |
| 24 | -0.045469 | -0.3183 | 0.375811 |
| 25 | -0.028313 | -0.1982 | 0.421857 |
| 26 | -0.098735 | -0.6911 | 0.246368 |
| 27 | -0.012485 | -0.0874 | 0.465358 |
| 28 | -0.085409 | -0.5979 | 0.276341 |
| 29 | -0.022078 | -0.1545 | 0.438908 |
| 30 | 0.030083 | 0.2106 | 0.417045 |
| 31 | -0.064155 | -0.4491 | 0.327675 |
| 32 | -0.020571 | -0.144 | 0.443047 |
| 33 | -0.043935 | -0.3075 | 0.379867 |
| 34 | -0.041817 | -0.2927 | 0.385487 |
| 35 | 0.061239 | 0.4287 | 0.335019 |
| 36 | 0.088158 | 0.6171 | 0.27001 |
