| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.3612 | 2.8896 | 0.00263 |
| 2 | -0.246401 | -1.9712 | 0.026514 |
| 3 | -0.510138 | -4.0811 | 6.3e-05 |
| 4 | -0.339982 | -2.7199 | 0.004199 |
| 5 | 0.129434 | 1.0355 | 0.152173 |
| 6 | 0.438327 | 3.5066 | 0.000418 |
| 7 | 0.275317 | 2.2025 | 0.015618 |
| 8 | -0.078665 | -0.6293 | 0.265689 |
| 9 | -0.304144 | -2.4332 | 0.008886 |
| 10 | -0.26274 | -2.1019 | 0.01975 |
| 11 | 0.006575 | 0.0526 | 0.479107 |
| 12 | 0.38981 | 3.1185 | 0.001362 |
| 13 | 0.093198 | 0.7456 | 0.229323 |
| 14 | -0.066103 | -0.5288 | 0.299377 |
| 15 | -0.092338 | -0.7387 | 0.231393 |
| 16 | -0.068833 | -0.5507 | 0.29189 |
| 17 | 0.034077 | 0.2726 | 0.393014 |
| 18 | 0.113026 | 0.9042 | 0.184637 |
| 19 | 0.024786 | 0.1983 | 0.421723 |
| 20 | -0.057392 | -0.4591 | 0.323845 |
| 21 | -0.072075 | -0.5766 | 0.283117 |
| 22 | -0.089039 | -0.7123 | 0.23943 |
| 23 | -0.003671 | -0.0294 | 0.48833 |
| 24 | 0.147695 | 1.1816 | 0.120876 |
| 25 | -0.086163 | -0.6893 | 0.246561 |
| 26 | -0.114716 | -0.9177 | 0.181104 |
| 27 | -0.067607 | -0.5409 | 0.295243 |
| 28 | -0.025168 | -0.2013 | 0.420533 |
| 29 | 0.064228 | 0.5138 | 0.304572 |
| 30 | 0.113263 | 0.9061 | 0.184141 |
| 31 | 0.025201 | 0.2016 | 0.420432 |
| 32 | -0.100157 | -0.8013 | 0.212974 |
| 33 | -0.128531 | -1.0282 | 0.153852 |
| 34 | -0.070547 | -0.5644 | 0.287235 |
| 35 | 0.057215 | 0.4577 | 0.324351 |
| 36 | 0.196815 | 1.5745 | 0.060149 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.3612 | 2.8896 | 0.00263 |
| 2 | -0.433412 | -3.4673 | 0.000472 |
| 3 | -0.320048 | -2.5604 | 0.006413 |
| 4 | -0.153004 | -1.224 | 0.112714 |
| 5 | 0.120968 | 0.9677 | 0.168408 |
| 6 | 0.152759 | 1.2221 | 0.113081 |
| 7 | -0.029202 | -0.2336 | 0.408016 |
| 8 | -0.016166 | -0.1293 | 0.448752 |
| 9 | -0.008746 | -0.07 | 0.472219 |
| 10 | -0.042445 | -0.3396 | 0.367651 |
| 11 | -0.008947 | -0.0716 | 0.47158 |
| 12 | 0.2719 | 2.1752 | 0.016658 |
| 13 | -0.410081 | -3.2806 | 0.000839 |
| 14 | 0.245744 | 1.966 | 0.026823 |
| 15 | 0.13389 | 1.0711 | 0.144068 |
| 16 | -0.010359 | -0.0829 | 0.467107 |
| 17 | -0.058908 | -0.4713 | 0.319528 |
| 18 | 0.061294 | 0.4903 | 0.312782 |
| 19 | 0.008684 | 0.0695 | 0.472415 |
| 20 | -0.041026 | -0.3282 | 0.371912 |
| 21 | -0.014558 | -0.1165 | 0.453824 |
| 22 | -0.130069 | -1.0406 | 0.150999 |
| 23 | 0.058 | 0.464 | 0.32211 |
| 24 | -0.06234 | -0.4987 | 0.309844 |
| 25 | -0.108074 | -0.8646 | 0.195246 |
| 26 | -0.068826 | -0.5506 | 0.29191 |
| 27 | -0.086444 | -0.6916 | 0.245859 |
| 28 | -0.019901 | -0.1592 | 0.437004 |
| 29 | 0.007758 | 0.0621 | 0.475352 |
| 30 | -0.011388 | -0.0911 | 0.463849 |
| 31 | -5.1e-05 | -4e-04 | 0.499836 |
| 32 | -0.091143 | -0.7291 | 0.234286 |
| 33 | -0.034537 | -0.2763 | 0.391605 |
| 34 | 0.090898 | 0.7272 | 0.234882 |
| 35 | -0.08059 | -0.6447 | 0.260705 |
| 36 | 0.016399 | 0.1312 | 0.448018 |
