| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.787162 | 6.0973 | 0 |
| 2 | 0.435319 | 3.372 | 0.000656 |
| 3 | 0.101424 | 0.7856 | 0.217589 |
| 4 | 0.048306 | 0.3742 | 0.354797 |
| 5 | 0.120109 | 0.9304 | 0.177957 |
| 6 | 0.211692 | 1.6398 | 0.053144 |
| 7 | 0.13655 | 1.0577 | 0.147214 |
| 8 | -0.013308 | -0.1031 | 0.45912 |
| 9 | -0.157317 | -1.2186 | 0.113888 |
| 10 | -0.137085 | -1.0619 | 0.146278 |
| 11 | -0.082418 | -0.6384 | 0.262818 |
| 12 | -0.04059 | -0.3144 | 0.377149 |
| 13 | -0.156466 | -1.212 | 0.115136 |
| 14 | -0.274386 | -2.1254 | 0.01884 |
| 15 | -0.368689 | -2.8558 | 0.002944 |
| 16 | -0.288044 | -2.2312 | 0.014709 |
| 17 | -0.158647 | -1.2289 | 0.111958 |
| 18 | -0.029149 | -0.2258 | 0.411067 |
| 19 | -0.032354 | -0.2506 | 0.401484 |
| 20 | -0.073733 | -0.5711 | 0.285021 |
| 21 | -0.116884 | -0.9054 | 0.184442 |
| 22 | -0.050521 | -0.3913 | 0.348469 |
| 23 | 0.029136 | 0.2257 | 0.411105 |
| 24 | 0.104901 | 0.8126 | 0.209842 |
| 25 | 0.058208 | 0.4509 | 0.326852 |
| 26 | -0.006854 | -0.0531 | 0.478918 |
| 27 | -0.054585 | -0.4228 | 0.336973 |
| 28 | 0.030915 | 0.2395 | 0.405781 |
| 29 | 0.156962 | 1.2158 | 0.114407 |
| 30 | 0.270563 | 2.0958 | 0.020165 |
| 31 | 0.248937 | 1.9283 | 0.029279 |
| 32 | 0.139226 | 1.0784 | 0.142578 |
| 33 | -0.000106 | -8e-04 | 0.499673 |
| 34 | -0.025802 | -0.1999 | 0.421133 |
| 35 | 0.028682 | 0.2222 | 0.412469 |
| 36 | 0.111022 | 0.86 | 0.196613 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.787162 | 6.0973 | 0 |
| 2 | -0.484536 | -3.7532 | 0.000198 |
| 3 | -0.088873 | -0.6884 | 0.246926 |
| 4 | 0.588097 | 4.5554 | 1.3e-05 |
| 5 | -0.30164 | -2.3365 | 0.011412 |
| 6 | -0.144658 | -1.1205 | 0.13348 |
| 7 | 0.014662 | 0.1136 | 0.454979 |
| 8 | -0.017104 | -0.1325 | 0.447522 |
| 9 | 0.002887 | 0.0224 | 0.491118 |
| 10 | 0.144746 | 1.1212 | 0.133335 |
| 11 | -0.40393 | -3.1288 | 0.001354 |
| 12 | 0.019656 | 0.1523 | 0.439747 |
| 13 | -0.057523 | -0.4456 | 0.328756 |
| 14 | 0.002875 | 0.0223 | 0.491154 |
| 15 | -0.112386 | -0.8705 | 0.193738 |
| 16 | 0.099967 | 0.7743 | 0.220885 |
| 17 | -2.2e-05 | -2e-04 | 0.499933 |
| 18 | -0.093923 | -0.7275 | 0.234868 |
| 19 | 0.088463 | 0.6852 | 0.247918 |
| 20 | 0.040846 | 0.3164 | 0.376401 |
| 21 | -0.088947 | -0.689 | 0.246746 |
| 22 | 0.10013 | 0.7756 | 0.220514 |
| 23 | -0.034784 | -0.2694 | 0.394259 |
| 24 | -0.100704 | -0.78 | 0.219214 |
| 25 | 0.002818 | 0.0218 | 0.491329 |
| 26 | 0.005601 | 0.0434 | 0.482769 |
| 27 | 0.102574 | 0.7945 | 0.215009 |
| 28 | 0.019536 | 0.1513 | 0.440114 |
| 29 | 0.078393 | 0.6072 | 0.272996 |
| 30 | 0.009176 | 0.0711 | 0.471787 |
| 31 | -0.063447 | -0.4915 | 0.312447 |
| 32 | -0.073621 | -0.5703 | 0.285313 |
| 33 | 0.102304 | 0.7924 | 0.215613 |
| 34 | 0.047115 | 0.365 | 0.358215 |
| 35 | -0.055634 | -0.4309 | 0.334028 |
| 36 | -0.085334 | -0.661 | 0.255573 |
