| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.443016 | 3.6262 | 0.000278 |
| 2 | -0.142189 | -1.1639 | 0.124303 |
| 3 | -0.545146 | -4.4622 | 1.6e-05 |
| 4 | -0.426355 | -3.4899 | 0.00043 |
| 5 | 0.024904 | 0.2038 | 0.419545 |
| 6 | 0.37135 | 3.0396 | 0.001688 |
| 7 | 0.26894 | 2.2014 | 0.015579 |
| 8 | -0.04969 | -0.4067 | 0.342752 |
| 9 | -0.269435 | -2.2054 | 0.01543 |
| 10 | -0.241145 | -1.9739 | 0.026262 |
| 11 | -0.020103 | -0.1645 | 0.434898 |
| 12 | 0.294861 | 2.4135 | 0.009269 |
| 13 | 0.14208 | 1.163 | 0.124483 |
| 14 | 0.074905 | 0.6131 | 0.270935 |
| 15 | -0.013228 | -0.1083 | 0.457049 |
| 16 | -0.089558 | -0.7331 | 0.233038 |
| 17 | -0.058883 | -0.482 | 0.315697 |
| 18 | -0.001303 | -0.0107 | 0.495762 |
| 19 | 0.008098 | 0.0663 | 0.473674 |
| 20 | 0.000977 | 0.008 | 0.496822 |
| 21 | 0.017358 | 0.1421 | 0.443721 |
| 22 | -0.088384 | -0.7235 | 0.235958 |
| 23 | -0.156559 | -1.2815 | 0.10222 |
| 24 | -0.100154 | -0.8198 | 0.207621 |
| 25 | -0.103679 | -0.8487 | 0.199549 |
| 26 | 0.106612 | 0.8727 | 0.192983 |
| 27 | 0.205391 | 1.6812 | 0.04869 |
| 28 | 0.160825 | 1.3164 | 0.096262 |
| 29 | 0.055152 | 0.4514 | 0.326565 |
| 30 | -0.062254 | -0.5096 | 0.306015 |
| 31 | -0.13269 | -1.0861 | 0.14066 |
| 32 | -0.155053 | -1.2692 | 0.104388 |
| 33 | -0.056396 | -0.4616 | 0.322923 |
| 34 | -0.005902 | -0.0483 | 0.480807 |
| 35 | 0.056326 | 0.461 | 0.323129 |
| 36 | 0.10212 | 0.8359 | 0.203095 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.443016 | 3.6262 | 0.000278 |
| 2 | -0.421097 | -3.4468 | 0.000492 |
| 3 | -0.406941 | -3.331 | 0.000705 |
| 4 | -0.035763 | -0.2927 | 0.385315 |
| 5 | 0.147473 | 1.2071 | 0.115815 |
| 6 | 0.061235 | 0.5012 | 0.308925 |
| 7 | -0.185174 | -1.5157 | 0.067148 |
| 8 | -0.078904 | -0.6459 | 0.260289 |
| 9 | 0.049678 | 0.4066 | 0.342786 |
| 10 | -0.033007 | -0.2702 | 0.393927 |
| 11 | -0.075703 | -0.6197 | 0.268793 |
| 12 | 0.217172 | 1.7776 | 0.040002 |
| 13 | -0.274093 | -2.2436 | 0.014086 |
| 14 | 0.267136 | 2.1866 | 0.016134 |
| 15 | 0.208367 | 1.7056 | 0.046362 |
| 16 | -0.187201 | -1.5323 | 0.065078 |
| 17 | -0.01021 | -0.0836 | 0.466823 |
| 18 | 0.108501 | 0.8881 | 0.188826 |
| 19 | 0.039643 | 0.3245 | 0.373288 |
| 20 | -0.118694 | -0.9716 | 0.167384 |
| 21 | 0.008578 | 0.0702 | 0.472116 |
| 22 | -0.143429 | -1.174 | 0.122272 |
| 23 | -0.14789 | -1.2105 | 0.115163 |
| 24 | -0.05951 | -0.4871 | 0.313885 |
| 25 | -0.073592 | -0.6024 | 0.274478 |
| 26 | -0.020062 | -0.1642 | 0.43503 |
| 27 | -0.052017 | -0.4258 | 0.335816 |
| 28 | 0.166432 | 1.3623 | 0.088831 |
| 29 | 0.069169 | 0.5662 | 0.286584 |
| 30 | -0.043482 | -0.3559 | 0.361511 |
| 31 | 0.033762 | 0.2764 | 0.391564 |
| 32 | -0.136221 | -1.115 | 0.134414 |
| 33 | -0.092378 | -0.7561 | 0.226106 |
| 34 | 0.068607 | 0.5616 | 0.288141 |
| 35 | -0.004375 | -0.0358 | 0.485771 |
| 36 | -0.024475 | -0.2003 | 0.420911 |
