| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.386222 | 3.5398 | 0.000328 |
| 2 | 0.412559 | 3.7812 | 0.000146 |
| 3 | 0.520422 | 4.7697 | 4e-06 |
| 4 | 0.185023 | 1.6958 | 0.046817 |
| 5 | 0.286189 | 2.623 | 0.005175 |
| 6 | 0.261743 | 2.3989 | 0.009329 |
| 7 | 0.028507 | 0.2613 | 0.397263 |
| 8 | 0.118698 | 1.0879 | 0.139879 |
| 9 | 0.141595 | 1.2977 | 0.098964 |
| 10 | -0.048776 | -0.447 | 0.328 |
| 11 | 0.055354 | 0.5073 | 0.306627 |
| 12 | 0.069523 | 0.6372 | 0.262866 |
| 13 | -0.06588 | -0.6038 | 0.273802 |
| 14 | 0.093801 | 0.8597 | 0.196199 |
| 15 | 0.06294 | 0.5769 | 0.282791 |
| 16 | -0.037566 | -0.3443 | 0.365742 |
| 17 | 0.102306 | 0.9377 | 0.175556 |
| 18 | 0.116543 | 1.0681 | 0.144259 |
| 19 | -0.037951 | -0.3478 | 0.364421 |
| 20 | 0.140749 | 1.29 | 0.100297 |
| 21 | 0.114174 | 1.0464 | 0.149184 |
| 22 | -0.124965 | -1.1453 | 0.127664 |
| 23 | 0.167216 | 1.5326 | 0.064571 |
| 24 | -0.115425 | -1.0579 | 0.146571 |
| 25 | -0.103842 | -0.9517 | 0.171982 |
| 26 | 0.061581 | 0.5644 | 0.286993 |
| 27 | -0.139942 | -1.2826 | 0.101581 |
| 28 | -0.063059 | -0.5779 | 0.282423 |
| 29 | -0.026874 | -0.2463 | 0.403024 |
| 30 | -0.160494 | -1.471 | 0.07252 |
| 31 | -0.0798 | -0.7314 | 0.233291 |
| 32 | -0.072887 | -0.668 | 0.252975 |
| 33 | -0.213805 | -1.9596 | 0.026682 |
| 34 | -0.115066 | -1.0546 | 0.147317 |
| 35 | -0.118713 | -1.088 | 0.139849 |
| 36 | -0.224317 | -2.0559 | 0.021449 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.386222 | 3.5398 | 0.000328 |
| 2 | 0.309569 | 2.8372 | 0.002851 |
| 3 | 0.378069 | 3.4651 | 0.000419 |
| 4 | -0.189563 | -1.7374 | 0.042993 |
| 5 | 0.0339 | 0.3107 | 0.3784 |
| 6 | 0.022444 | 0.2057 | 0.418762 |
| 7 | -0.136349 | -1.2497 | 0.107448 |
| 8 | -0.045883 | -0.4205 | 0.337588 |
| 9 | 0.127081 | 1.1647 | 0.123716 |
| 10 | -0.077012 | -0.7058 | 0.241125 |
| 11 | -0.020138 | -0.1846 | 0.427005 |
| 12 | 0.068451 | 0.6274 | 0.26606 |
| 13 | -0.020759 | -0.1903 | 0.424783 |
| 14 | 0.058436 | 0.5356 | 0.296835 |
| 15 | 0.041872 | 0.3838 | 0.351062 |
| 16 | -0.032638 | -0.2991 | 0.382788 |
| 17 | 0.002899 | 0.0266 | 0.489434 |
| 18 | 0.131832 | 1.2083 | 0.115169 |
| 19 | -0.117589 | -1.0777 | 0.142122 |
| 20 | 0.046986 | 0.4306 | 0.333919 |
| 21 | 0.082822 | 0.7591 | 0.224965 |
| 22 | -0.238028 | -2.1816 | 0.015968 |
| 23 | 0.11686 | 1.071 | 0.14361 |
| 24 | -0.220718 | -2.0229 | 0.023131 |
| 25 | 0.082089 | 0.7524 | 0.226968 |
| 26 | -0.023048 | -0.2112 | 0.416607 |
| 27 | 0.058266 | 0.534 | 0.29737 |
| 28 | 0.005009 | 0.0459 | 0.481747 |
| 29 | -0.078627 | -0.7206 | 0.23657 |
| 30 | -0.034698 | -0.318 | 0.375631 |
| 31 | 0.002683 | 0.0246 | 0.49022 |
| 32 | -0.086215 | -0.7902 | 0.215827 |
| 33 | -0.083884 | -0.7688 | 0.222083 |
| 34 | 0.011557 | 0.1059 | 0.45795 |
| 35 | -0.068743 | -0.63 | 0.265188 |
| 36 | -0.011181 | -0.1025 | 0.459311 |
