| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.385384 | 3.7956 | 0.000128 |
| 2 | 0.422364 | 4.1598 | 3.4e-05 |
| 3 | 0.260908 | 2.5696 | 0.005851 |
| 4 | 0.2104 | 2.0722 | 0.02045 |
| 5 | 0.136469 | 1.3441 | 0.091031 |
| 6 | 0.110451 | 1.0878 | 0.139686 |
| 7 | -0.070767 | -0.697 | 0.243744 |
| 8 | -0.028514 | -0.2808 | 0.389718 |
| 9 | -0.059458 | -0.5856 | 0.279753 |
| 10 | -0.275079 | -2.7092 | 0.003987 |
| 11 | -0.289208 | -2.8484 | 0.002683 |
| 12 | -0.420106 | -4.1376 | 3.7e-05 |
| 13 | -0.352944 | -3.4761 | 0.000381 |
| 14 | -0.211635 | -2.0844 | 0.019878 |
| 15 | -0.152659 | -1.5035 | 0.067977 |
| 16 | -0.249929 | -2.4615 | 0.007801 |
| 17 | -0.092362 | -0.9097 | 0.182628 |
| 18 | -0.121366 | -1.1953 | 0.117438 |
| 19 | -0.065546 | -0.6456 | 0.260047 |
| 20 | -0.01304 | -0.1284 | 0.449036 |
| 21 | 0.026361 | 0.2596 | 0.397852 |
| 22 | 0.015775 | 0.1554 | 0.438427 |
| 23 | 0.239165 | 2.3555 | 0.010255 |
| 24 | 0.05202 | 0.5123 | 0.304791 |
| 25 | 0.176242 | 1.7358 | 0.042889 |
| 26 | 0.156852 | 1.5448 | 0.062824 |
| 27 | 0.09246 | 0.9106 | 0.182376 |
| 28 | 0.061281 | 0.6035 | 0.273776 |
| 29 | 0.109436 | 1.0778 | 0.141893 |
| 30 | -0.052809 | -0.5201 | 0.302086 |
| 31 | 0.001296 | 0.0128 | 0.49492 |
| 32 | -0.062867 | -0.6192 | 0.268629 |
| 33 | -0.112806 | -1.111 | 0.134656 |
| 34 | -0.060078 | -0.5917 | 0.277714 |
| 35 | -0.058452 | -0.5757 | 0.283081 |
| 36 | -0.196298 | -1.9333 | 0.028057 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.385384 | 3.7956 | 0.000128 |
| 2 | 0.321609 | 3.1675 | 0.001028 |
| 3 | 0.034767 | 0.3424 | 0.36639 |
| 4 | -0.000381 | -0.0037 | 0.498509 |
| 5 | -0.016178 | -0.1593 | 0.436867 |
| 6 | 0.006126 | 0.0603 | 0.476008 |
| 7 | -0.19002 | -1.8715 | 0.032146 |
| 8 | -0.017291 | -0.1703 | 0.432567 |
| 9 | 0.033434 | 0.3293 | 0.371325 |
| 10 | -0.297411 | -2.9292 | 0.002118 |
| 11 | -0.18317 | -1.804 | 0.037166 |
| 12 | -0.201188 | -1.9815 | 0.025185 |
| 13 | -0.043101 | -0.4245 | 0.336074 |
| 14 | 0.163861 | 1.6138 | 0.054905 |
| 15 | 0.145681 | 1.4348 | 0.077281 |
| 16 | -0.134566 | -1.3253 | 0.094089 |
| 17 | -0.003979 | -0.0392 | 0.484409 |
| 18 | 0.000116 | 0.0011 | 0.499544 |
| 19 | -0.040174 | -0.3957 | 0.346608 |
| 20 | 0.004276 | 0.0421 | 0.483248 |
| 21 | 0.066289 | 0.6529 | 0.257691 |
| 22 | -0.145923 | -1.4372 | 0.076943 |
| 23 | 0.064632 | 0.6366 | 0.262957 |
| 24 | -0.177897 | -1.7521 | 0.04146 |
| 25 | 0.066106 | 0.6511 | 0.25827 |
| 26 | 0.138996 | 1.369 | 0.087088 |
| 27 | -0.008952 | -0.0882 | 0.464964 |
| 28 | -0.155825 | -1.5347 | 0.064057 |
| 29 | -0.019862 | -0.1956 | 0.422657 |
| 30 | -0.119736 | -1.1793 | 0.12059 |
| 31 | -0.041329 | -0.407 | 0.342438 |
| 32 | -0.058212 | -0.5733 | 0.283875 |
| 33 | 0.044428 | 0.4376 | 0.331336 |
| 34 | -0.019768 | -0.1947 | 0.423022 |
| 35 | 0.084697 | 0.8342 | 0.203116 |
| 36 | -0.210452 | -2.0727 | 0.020426 |
