| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.512028 | 3.9662 | 9.9e-05 |
| 2 | 0.335922 | 2.602 | 0.005828 |
| 3 | 0.446144 | 3.4558 | 0.000507 |
| 4 | 0.401118 | 3.107 | 0.001443 |
| 5 | 0.253863 | 1.9664 | 0.026941 |
| 6 | 0.245241 | 1.8996 | 0.031146 |
| 7 | 0.080819 | 0.626 | 0.266837 |
| 8 | 0.158791 | 1.23 | 0.11175 |
| 9 | -0.030011 | -0.2325 | 0.408484 |
| 10 | -0.194182 | -1.5041 | 0.068897 |
| 11 | -0.059193 | -0.4585 | 0.324121 |
| 12 | 0.180533 | 1.3984 | 0.08357 |
| 13 | -0.100252 | -0.7765 | 0.220239 |
| 14 | -0.214219 | -1.6593 | 0.051134 |
| 15 | -0.099217 | -0.7685 | 0.222594 |
| 16 | -0.009315 | -0.0722 | 0.47136 |
| 17 | -0.098281 | -0.7613 | 0.224736 |
| 18 | -0.094083 | -0.7288 | 0.23449 |
| 19 | -0.064433 | -0.4991 | 0.309769 |
| 20 | -0.05058 | -0.3918 | 0.3483 |
| 21 | -0.182292 | -1.412 | 0.081553 |
| 22 | -0.197302 | -1.5283 | 0.065847 |
| 23 | -0.109335 | -0.8469 | 0.200207 |
| 24 | 0.008637 | 0.0669 | 0.473441 |
| 25 | -0.102353 | -0.7928 | 0.215503 |
| 26 | -0.250998 | -1.9442 | 0.028281 |
| 27 | -0.139533 | -1.0808 | 0.142052 |
| 28 | -0.031652 | -0.2452 | 0.40358 |
| 29 | -0.162513 | -1.2588 | 0.106486 |
| 30 | -0.133238 | -1.0321 | 0.153094 |
| 31 | -0.076751 | -0.5945 | 0.277203 |
| 32 | -0.167901 | -1.3006 | 0.099192 |
| 33 | -0.202868 | -1.5714 | 0.060674 |
| 34 | -0.176297 | -1.3656 | 0.088583 |
| 35 | -0.190606 | -1.4764 | 0.07253 |
| 36 | -0.066289 | -0.5135 | 0.304753 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.512028 | 3.9662 | 9.9e-05 |
| 2 | 0.099955 | 0.7742 | 0.220912 |
| 3 | 0.328775 | 2.5467 | 0.006729 |
| 4 | 0.090796 | 0.7033 | 0.242294 |
| 5 | -0.044574 | -0.3453 | 0.36555 |
| 6 | 0.022814 | 0.1767 | 0.430162 |
| 7 | -0.254501 | -1.9714 | 0.02665 |
| 8 | 0.171367 | 1.3274 | 0.094702 |
| 9 | -0.349655 | -2.7084 | 0.004398 |
| 10 | -0.124733 | -0.9662 | 0.168916 |
| 11 | 0.12176 | 0.9431 | 0.174694 |
| 12 | 0.40899 | 3.168 | 0.001207 |
| 13 | -0.164931 | -1.2775 | 0.103165 |
| 14 | -0.23217 | -1.7984 | 0.038574 |
| 15 | 0.007254 | 0.0562 | 0.477689 |
| 16 | 0.072116 | 0.5586 | 0.289255 |
| 17 | -0.001556 | -0.012 | 0.495213 |
| 18 | -0.106637 | -0.826 | 0.206036 |
| 19 | 0.082115 | 0.6361 | 0.263579 |
| 20 | -0.219655 | -1.7014 | 0.047019 |
| 21 | -0.013683 | -0.106 | 0.457971 |
| 22 | 0.125341 | 0.9709 | 0.167751 |
| 23 | -0.032953 | -0.2553 | 0.399701 |
| 24 | -0.101898 | -0.7893 | 0.216522 |
| 25 | 0.039119 | 0.303 | 0.381464 |
| 26 | -0.020121 | -0.1559 | 0.438336 |
| 27 | -0.033865 | -0.2623 | 0.396987 |
| 28 | -0.013705 | -0.1062 | 0.457904 |
| 29 | -0.061125 | -0.4735 | 0.318796 |
| 30 | -0.029002 | -0.2246 | 0.411508 |
| 31 | -0.137003 | -1.0612 | 0.146422 |
| 32 | -0.06592 | -0.5106 | 0.305747 |
| 33 | 0.028837 | 0.2234 | 0.412004 |
| 34 | 0.017023 | 0.1319 | 0.44777 |
| 35 | -0.178677 | -1.384 | 0.085739 |
| 36 | 0.084593 | 0.6553 | 0.257403 |
