| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.474751 | 3.6466 | 0.000282 |
| 2 | 0.126631 | 0.9727 | 0.167344 |
| 3 | -0.343845 | -2.6411 | 0.00528 |
| 4 | -0.31412 | -2.4128 | 0.009478 |
| 5 | -0.300024 | -2.3045 | 0.012365 |
| 6 | -0.167872 | -1.2895 | 0.101137 |
| 7 | -0.238525 | -1.8321 | 0.035989 |
| 8 | -0.218314 | -1.6769 | 0.049426 |
| 9 | -0.250857 | -1.9269 | 0.029408 |
| 10 | 0.042441 | 0.326 | 0.372791 |
| 11 | 0.284619 | 2.1862 | 0.01639 |
| 12 | 0.626038 | 4.8087 | 5e-06 |
| 13 | 0.402704 | 3.0932 | 0.001512 |
| 14 | 0.147776 | 1.1351 | 0.130465 |
| 15 | -0.23345 | -1.7932 | 0.039036 |
| 16 | -0.200949 | -1.5435 | 0.064026 |
| 17 | -0.199719 | -1.5341 | 0.065179 |
| 18 | -0.046789 | -0.3594 | 0.360291 |
| 19 | -0.077077 | -0.592 | 0.278044 |
| 20 | -0.063025 | -0.4841 | 0.315052 |
| 21 | -0.172023 | -1.3213 | 0.095746 |
| 22 | -0.057666 | -0.4429 | 0.329714 |
| 23 | 0.005407 | 0.0415 | 0.483506 |
| 24 | 0.246403 | 1.8927 | 0.031656 |
| 25 | 0.176245 | 1.3538 | 0.090487 |
| 26 | 0.127331 | 0.9781 | 0.166021 |
| 27 | -0.07125 | -0.5473 | 0.293124 |
| 28 | -0.054036 | -0.4151 | 0.339802 |
| 29 | -0.043671 | -0.3354 | 0.369239 |
| 30 | -0.032239 | -0.2476 | 0.40264 |
| 31 | -0.004258 | -0.0327 | 0.48701 |
| 32 | 0.01056 | 0.0811 | 0.467814 |
| 33 | -0.062251 | -0.4782 | 0.317152 |
| 34 | -0.059509 | -0.4571 | 0.324641 |
| 35 | -0.079946 | -0.6141 | 0.270762 |
| 36 | 0.025874 | 0.1987 | 0.421575 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.474751 | 3.6466 | 0.000282 |
| 2 | -0.127493 | -0.9793 | 0.165717 |
| 3 | -0.460749 | -3.5391 | 0.000395 |
| 4 | 0.088945 | 0.6832 | 0.248578 |
| 5 | -0.132081 | -1.0145 | 0.157235 |
| 6 | -0.207045 | -1.5903 | 0.058551 |
| 7 | -0.283866 | -2.1804 | 0.016614 |
| 8 | -0.236934 | -1.8199 | 0.036922 |
| 9 | -0.350231 | -2.6902 | 0.004637 |
| 10 | -0.040805 | -0.3134 | 0.377531 |
| 11 | 0.012469 | 0.0958 | 0.462013 |
| 12 | 0.279921 | 2.1501 | 0.017828 |
| 13 | -0.15567 | -1.1957 | 0.118294 |
| 14 | -0.109721 | -0.8428 | 0.201376 |
| 15 | -0.028652 | -0.2201 | 0.413283 |
| 16 | 0.120924 | 0.9288 | 0.178379 |
| 17 | -0.019076 | -0.1465 | 0.442002 |
| 18 | 0.059571 | 0.4576 | 0.324471 |
| 19 | 0.180213 | 1.3842 | 0.085749 |
| 20 | 0.130543 | 1.0027 | 0.160046 |
| 21 | 0.013863 | 0.1065 | 0.45778 |
| 22 | 0.049696 | 0.3817 | 0.352018 |
| 23 | -0.090874 | -0.698 | 0.243953 |
| 24 | -0.045229 | -0.3474 | 0.36476 |
| 25 | -0.072828 | -0.5594 | 0.289002 |
| 26 | 0.004038 | 0.031 | 0.48768 |
| 27 | 0.047055 | 0.3614 | 0.359533 |
| 28 | -0.072517 | -0.557 | 0.289813 |
| 29 | 0.00641 | 0.0492 | 0.480448 |
| 30 | -0.282204 | -2.1676 | 0.017116 |
| 31 | 0.005929 | 0.0455 | 0.481914 |
| 32 | -0.029335 | -0.2253 | 0.411252 |
| 33 | -0.107495 | -0.8257 | 0.206155 |
| 34 | -0.010839 | -0.0833 | 0.466964 |
| 35 | 0.026236 | 0.2015 | 0.420493 |
| 36 | -0.071621 | -0.5501 | 0.292152 |
