| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.569329 | 4.3731 | 2.5e-05 |
| 2 | 0.414428 | 3.1833 | 0.001162 |
| 3 | 0.099427 | 0.7637 | 0.224042 |
| 4 | -0.03203 | -0.246 | 0.403259 |
| 5 | -0.275147 | -2.1134 | 0.019401 |
| 6 | -0.318742 | -2.4483 | 0.008673 |
| 7 | -0.256626 | -1.9712 | 0.0267 |
| 8 | -0.260743 | -2.0028 | 0.0249 |
| 9 | -0.22353 | -1.717 | 0.045615 |
| 10 | -0.120731 | -0.9273 | 0.178762 |
| 11 | 0.024376 | 0.1872 | 0.42606 |
| 12 | -0.041625 | -0.3197 | 0.375151 |
| 13 | -0.052002 | -0.3994 | 0.345509 |
| 14 | 0.004046 | 0.0311 | 0.487656 |
| 15 | 0.033798 | 0.2596 | 0.398036 |
| 16 | -0.061941 | -0.4758 | 0.317995 |
| 17 | -0.087507 | -0.6722 | 0.252054 |
| 18 | -0.06217 | -0.4775 | 0.317373 |
| 19 | -0.022501 | -0.1728 | 0.431686 |
| 20 | -0.081297 | -0.6245 | 0.267369 |
| 21 | 0.047056 | 0.3614 | 0.35953 |
| 22 | 0.050859 | 0.3907 | 0.34873 |
| 23 | 0.125828 | 0.9665 | 0.168869 |
| 24 | 0.057758 | 0.4436 | 0.32946 |
| 25 | 0.172197 | 1.3227 | 0.095524 |
| 26 | 0.120437 | 0.9251 | 0.179343 |
| 27 | 0.030915 | 0.2375 | 0.406559 |
| 28 | -0.031623 | -0.2429 | 0.404463 |
| 29 | -0.061282 | -0.4707 | 0.319788 |
| 30 | -0.048838 | -0.3751 | 0.354453 |
| 31 | -0.121861 | -0.936 | 0.176536 |
| 32 | -0.044792 | -0.3441 | 0.366016 |
| 33 | -0.042694 | -0.3279 | 0.372058 |
| 34 | 0.013648 | 0.1048 | 0.458431 |
| 35 | 0.032449 | 0.2492 | 0.402018 |
| 36 | 0.047878 | 0.3678 | 0.357184 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.569329 | 4.3731 | 2.5e-05 |
| 2 | 0.133595 | 1.0262 | 0.154501 |
| 3 | -0.272759 | -2.0951 | 0.020232 |
| 4 | -0.065968 | -0.5067 | 0.307125 |
| 5 | -0.246935 | -1.8967 | 0.03138 |
| 6 | -0.074798 | -0.5745 | 0.283895 |
| 7 | 0.131721 | 1.0118 | 0.15789 |
| 8 | -0.171485 | -1.3172 | 0.096432 |
| 9 | -0.114484 | -0.8794 | 0.191385 |
| 10 | 0.065333 | 0.5018 | 0.308827 |
| 11 | 0.064229 | 0.4934 | 0.311797 |
| 12 | -0.223344 | -1.7155 | 0.045747 |
| 13 | -0.129958 | -0.9982 | 0.161124 |
| 14 | 0.101996 | 0.7834 | 0.218248 |
| 15 | 0.010298 | 0.0791 | 0.468612 |
| 16 | -0.18792 | -1.4434 | 0.077092 |
| 17 | -0.126049 | -0.9682 | 0.168448 |
| 18 | -0.02276 | -0.1748 | 0.430909 |
| 19 | 0.104513 | 0.8028 | 0.212662 |
| 20 | -0.133259 | -1.0236 | 0.155105 |
| 21 | 0.006405 | 0.0492 | 0.480463 |
| 22 | -0.087785 | -0.6743 | 0.25138 |
| 23 | 0.130738 | 1.0042 | 0.159687 |
| 24 | -0.024595 | -0.1889 | 0.425402 |
| 25 | -0.019081 | -0.1466 | 0.441987 |
| 26 | -0.054248 | -0.4167 | 0.339211 |
| 27 | -0.064139 | -0.4927 | 0.31204 |
| 28 | 0.042208 | 0.3242 | 0.373466 |
| 29 | -0.07806 | -0.5996 | 0.275536 |
| 30 | -0.003419 | -0.0263 | 0.489567 |
| 31 | -0.004388 | -0.0337 | 0.486612 |
| 32 | 0.019017 | 0.1461 | 0.442183 |
| 33 | -0.036879 | -0.2833 | 0.388981 |
| 34 | -0.004202 | -0.0323 | 0.487179 |
| 35 | 0.096037 | 0.7377 | 0.231819 |
| 36 | -0.129967 | -0.9983 | 0.161106 |
