| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.430681 | 3.6544 | 0.000243 |
| 2 | -0.129487 | -1.0987 | 0.137772 |
| 3 | -0.534253 | -4.5333 | 1.1e-05 |
| 4 | -0.464675 | -3.9429 | 9.2e-05 |
| 5 | -0.032686 | -0.2774 | 0.391152 |
| 6 | 0.301812 | 2.561 | 0.006267 |
| 7 | 0.244323 | 2.0732 | 0.020869 |
| 8 | -0.034683 | -0.2943 | 0.384691 |
| 9 | -0.205708 | -1.7455 | 0.042583 |
| 10 | -0.206068 | -1.7485 | 0.042316 |
| 11 | -0.024946 | -0.2117 | 0.416479 |
| 12 | 0.251934 | 2.1377 | 0.017967 |
| 13 | 0.118231 | 1.0032 | 0.159556 |
| 14 | 0.099438 | 0.8438 | 0.200799 |
| 15 | 0.001719 | 0.0146 | 0.494203 |
| 16 | -0.075019 | -0.6366 | 0.263215 |
| 17 | -0.057437 | -0.4874 | 0.313737 |
| 18 | -0.026717 | -0.2267 | 0.410648 |
| 19 | -0.006554 | -0.0556 | 0.477904 |
| 20 | -0.005411 | -0.0459 | 0.481754 |
| 21 | 0.027499 | 0.2333 | 0.408081 |
| 22 | -0.063259 | -0.5368 | 0.296539 |
| 23 | -0.160946 | -1.3657 | 0.088146 |
| 24 | -0.090387 | -0.767 | 0.222806 |
| 25 | -0.077446 | -0.6572 | 0.256589 |
| 26 | 0.135443 | 1.1493 | 0.127124 |
| 27 | 0.215512 | 1.8287 | 0.035794 |
| 28 | 0.171947 | 1.459 | 0.074455 |
| 29 | 0.055435 | 0.4704 | 0.319753 |
| 30 | -0.079771 | -0.6769 | 0.250326 |
| 31 | -0.159679 | -1.3549 | 0.089839 |
| 32 | -0.192558 | -1.6339 | 0.053322 |
| 33 | -0.081898 | -0.6949 | 0.244669 |
| 34 | -0.026569 | -0.2254 | 0.411137 |
| 35 | 0.060299 | 0.5117 | 0.30523 |
| 36 | 0.130564 | 1.1079 | 0.135802 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.430681 | 3.6544 | 0.000243 |
| 2 | -0.386701 | -3.2813 | 0.000798 |
| 3 | -0.419185 | -3.5569 | 0.000334 |
| 4 | -0.121416 | -1.0303 | 0.15317 |
| 5 | 0.122681 | 1.041 | 0.150683 |
| 6 | 0.007803 | 0.0662 | 0.473696 |
| 7 | -0.211292 | -1.7929 | 0.038597 |
| 8 | -0.146003 | -1.2389 | 0.109708 |
| 9 | 0.058535 | 0.4967 | 0.310463 |
| 10 | -0.064597 | -0.5481 | 0.29265 |
| 11 | -0.110346 | -0.9363 | 0.17612 |
| 12 | 0.179247 | 1.521 | 0.066324 |
| 13 | -0.228322 | -1.9374 | 0.028311 |
| 14 | 0.230393 | 1.955 | 0.027236 |
| 15 | 0.132389 | 1.1234 | 0.132508 |
| 16 | -0.073078 | -0.6201 | 0.26858 |
| 17 | 0.000999 | 0.0085 | 0.49663 |
| 18 | 0.067371 | 0.5717 | 0.284667 |
| 19 | 0.082551 | 0.7005 | 0.242945 |
| 20 | -0.05523 | -0.4686 | 0.32037 |
| 21 | -0.008683 | -0.0737 | 0.470734 |
| 22 | -0.08302 | -0.7044 | 0.241713 |
| 23 | -0.209743 | -1.7797 | 0.03967 |
| 24 | -0.015708 | -0.1333 | 0.44717 |
| 25 | -0.080619 | -0.6841 | 0.248061 |
| 26 | -0.065263 | -0.5538 | 0.290724 |
| 27 | -0.011894 | -0.1009 | 0.459945 |
| 28 | 0.089069 | 0.7558 | 0.226123 |
| 29 | 0.071384 | 0.6057 | 0.273306 |
| 30 | -0.004808 | -0.0408 | 0.483786 |
| 31 | -0.027231 | -0.2311 | 0.40896 |
| 32 | -0.137025 | -1.1627 | 0.124396 |
| 33 | -0.075203 | -0.6381 | 0.262709 |
| 34 | -0.047682 | -0.4046 | 0.343486 |
| 35 | 0.014322 | 0.1215 | 0.451808 |
| 36 | -0.037981 | -0.3223 | 0.374088 |
