| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.541656 | 3.7527 | 0.000236 |
| 2 | 0.634169 | 4.3937 | 3.1e-05 |
| 3 | 0.688982 | 4.7734 | 9e-06 |
| 4 | 0.411417 | 2.8504 | 0.003209 |
| 5 | 0.413627 | 2.8657 | 0.003079 |
| 6 | 0.386508 | 2.6778 | 0.005057 |
| 7 | 0.173631 | 1.2029 | 0.117448 |
| 8 | 0.216429 | 1.4995 | 0.070151 |
| 9 | 0.081256 | 0.563 | 0.288043 |
| 10 | 0.049604 | 0.3437 | 0.3663 |
| 11 | 0.072731 | 0.5039 | 0.308321 |
| 12 | -0.045702 | -0.3166 | 0.376447 |
| 13 | 0.009447 | 0.0655 | 0.474043 |
| 14 | 0.006136 | 0.0425 | 0.483135 |
| 15 | -0.042984 | -0.2978 | 0.383569 |
| 16 | -0.071508 | -0.4954 | 0.311281 |
| 17 | -0.002043 | -0.0142 | 0.494383 |
| 18 | -0.091846 | -0.6363 | 0.263793 |
| 19 | -0.095046 | -0.6585 | 0.256683 |
| 20 | -0.0424 | -0.2938 | 0.385105 |
| 21 | -0.115629 | -0.8011 | 0.21351 |
| 22 | -0.200182 | -1.3869 | 0.08594 |
| 23 | -0.026225 | -0.1817 | 0.428295 |
| 24 | -0.22336 | -1.5475 | 0.064158 |
| 25 | -0.160395 | -1.1112 | 0.135999 |
| 26 | -0.120856 | -0.8373 | 0.203282 |
| 27 | -0.230147 | -1.5945 | 0.058694 |
| 28 | -0.190758 | -1.3216 | 0.096282 |
| 29 | -0.172528 | -1.1953 | 0.118919 |
| 30 | -0.250274 | -1.7339 | 0.044673 |
| 31 | -0.190157 | -1.3174 | 0.096972 |
| 32 | -0.234769 | -1.6265 | 0.055193 |
| 33 | -0.246835 | -1.7101 | 0.046851 |
| 34 | -0.195269 | -1.3529 | 0.091219 |
| 35 | -0.25802 | -1.7876 | 0.040076 |
| 36 | -0.191975 | -1.33 | 0.094895 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.541656 | 3.7527 | 0.000236 |
| 2 | 0.482273 | 3.3413 | 0.000811 |
| 3 | 0.460879 | 3.1931 | 0.001243 |
| 4 | -0.239235 | -1.6575 | 0.051974 |
| 5 | -0.319394 | -2.2128 | 0.015849 |
| 6 | -0.073901 | -0.512 | 0.305498 |
| 7 | -0.073118 | -0.5066 | 0.307385 |
| 8 | 0.087943 | 0.6093 | 0.272604 |
| 9 | -0.106209 | -0.7358 | 0.232704 |
| 10 | 0.069572 | 0.482 | 0.315995 |
| 11 | 0.167938 | 1.1635 | 0.125187 |
| 12 | -0.019071 | -0.1321 | 0.447717 |
| 13 | -0.024675 | -0.171 | 0.43249 |
| 14 | -0.031159 | -0.2159 | 0.415 |
| 15 | 0.056314 | 0.3902 | 0.349074 |
| 16 | -0.261906 | -1.8145 | 0.037923 |
| 17 | -0.010366 | -0.0718 | 0.471522 |
| 18 | 0.034075 | 0.2361 | 0.407187 |
| 19 | 0.004252 | 0.0295 | 0.48831 |
| 20 | 0.05924 | 0.4104 | 0.34166 |
| 21 | -0.029527 | -0.2046 | 0.419387 |
| 22 | -0.241999 | -1.6766 | 0.05006 |
| 23 | 0.189311 | 1.3116 | 0.097949 |
| 24 | -0.045113 | -0.3126 | 0.377988 |
| 25 | -0.031259 | -0.2166 | 0.414732 |
| 26 | -0.100622 | -0.6971 | 0.244542 |
| 27 | -0.010743 | -0.0744 | 0.470488 |
| 28 | -0.084877 | -0.588 | 0.279629 |
| 29 | -0.021723 | -0.1505 | 0.4405 |
| 30 | 0.031001 | 0.2148 | 0.415424 |
| 31 | -0.063794 | -0.442 | 0.330244 |
| 32 | -0.021613 | -0.1497 | 0.440799 |
| 33 | -0.044622 | -0.3092 | 0.379272 |
| 34 | -0.041871 | -0.2901 | 0.386497 |
| 35 | 0.062647 | 0.434 | 0.333106 |
| 36 | 0.088471 | 0.6129 | 0.271403 |
