| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.460715 | 4.419 | 1.4e-05 |
| 2 | 0.15502 | 1.4869 | 0.07023 |
| 3 | 0.086198 | 0.8268 | 0.205249 |
| 4 | 0.127057 | 1.2187 | 0.11304 |
| 5 | 0.007426 | 0.0712 | 0.471685 |
| 6 | -0.021388 | -0.2051 | 0.418954 |
| 7 | 0.006179 | 0.0593 | 0.476433 |
| 8 | -0.090314 | -0.8663 | 0.1943 |
| 9 | -0.230695 | -2.2127 | 0.014695 |
| 10 | -0.244421 | -2.3444 | 0.010605 |
| 11 | -0.235509 | -2.2589 | 0.013125 |
| 12 | -0.449984 | -4.3161 | 2e-05 |
| 13 | -0.252158 | -2.4186 | 0.008774 |
| 14 | -0.082291 | -0.7893 | 0.215982 |
| 15 | 0.062062 | 0.5953 | 0.276559 |
| 16 | -0.039535 | -0.3792 | 0.352703 |
| 17 | -0.020182 | -0.1936 | 0.423466 |
| 18 | -0.016704 | -0.1602 | 0.436532 |
| 19 | 0.021237 | 0.2037 | 0.41952 |
| 20 | 0.055139 | 0.5289 | 0.299082 |
| 21 | 0.075256 | 0.7218 | 0.236114 |
| 22 | 0.059069 | 0.5666 | 0.286194 |
| 23 | 0.008325 | 0.0799 | 0.468263 |
| 24 | 0.105492 | 1.0118 | 0.157134 |
| 25 | 0.114561 | 1.0988 | 0.137355 |
| 26 | 0.091202 | 0.8748 | 0.191987 |
| 27 | -0.017647 | -0.1693 | 0.432979 |
| 28 | -0.057033 | -0.547 | 0.292837 |
| 29 | -0.009599 | -0.0921 | 0.46342 |
| 30 | 0.041807 | 0.401 | 0.344675 |
| 31 | 0.007582 | 0.0727 | 0.471093 |
| 32 | -0.059821 | -0.5738 | 0.283758 |
| 33 | -0.052917 | -0.5076 | 0.306489 |
| 34 | -0.030166 | -0.2893 | 0.386484 |
| 35 | 0.045384 | 0.4353 | 0.332181 |
| 36 | -0.030896 | -0.2963 | 0.383816 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.460715 | 4.419 | 1.4e-05 |
| 2 | -0.072662 | -0.6969 | 0.243797 |
| 3 | 0.054959 | 0.5272 | 0.299678 |
| 4 | 0.095067 | 0.9118 | 0.182116 |
| 5 | -0.119353 | -1.1448 | 0.127632 |
| 6 | 0.023106 | 0.2216 | 0.412548 |
| 7 | 0.018787 | 0.1802 | 0.428698 |
| 8 | -0.150539 | -1.4439 | 0.076079 |
| 9 | -0.154129 | -1.4783 | 0.071365 |
| 10 | -0.080996 | -0.7769 | 0.219611 |
| 11 | -0.126566 | -1.214 | 0.113931 |
| 12 | -0.383657 | -3.6799 | 0.000196 |
| 13 | 0.180707 | 1.7333 | 0.043198 |
| 14 | -0.026376 | -0.253 | 0.400422 |
| 15 | 0.12609 | 1.2094 | 0.114802 |
| 16 | -0.038209 | -0.3665 | 0.357423 |
| 17 | -0.014649 | -0.1405 | 0.444281 |
| 18 | -0.083908 | -0.8048 | 0.211499 |
| 19 | 0.019543 | 0.1874 | 0.425862 |
| 20 | -0.025745 | -0.2469 | 0.402753 |
| 21 | -0.154652 | -1.4834 | 0.070697 |
| 22 | -0.064869 | -0.6222 | 0.267673 |
| 23 | -0.084084 | -0.8065 | 0.211017 |
| 24 | 0.00114 | 0.0109 | 0.495651 |
| 25 | 0.10096 | 0.9684 | 0.167698 |
| 26 | 0.035194 | 0.3376 | 0.368227 |
| 27 | 0.019582 | 0.1878 | 0.425715 |
| 28 | -0.143401 | -1.3755 | 0.086165 |
| 29 | 0.089353 | 0.857 | 0.196824 |
| 30 | -0.070578 | -0.677 | 0.250063 |
| 31 | -0.017712 | -0.1699 | 0.432734 |
| 32 | -0.111276 | -1.0673 | 0.144309 |
| 33 | -0.041674 | -0.3997 | 0.345145 |
| 34 | -0.03119 | -0.2992 | 0.382745 |
| 35 | 0.100411 | 0.9631 | 0.169008 |
| 36 | -0.028989 | -0.2781 | 0.390797 |
