| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.377021 | 3.1991 | 0.001025 |
| 2 | -0.239563 | -2.0328 | 0.022883 |
| 3 | -0.596498 | -5.0614 | 2e-06 |
| 4 | -0.440303 | -3.7361 | 0.000186 |
| 5 | 0.084996 | 0.7212 | 0.236555 |
| 6 | 0.451874 | 3.8343 | 0.000134 |
| 7 | 0.308695 | 2.6194 | 0.005368 |
| 8 | -0.06444 | -0.5468 | 0.293107 |
| 9 | -0.318709 | -2.7043 | 0.004268 |
| 10 | -0.261573 | -2.2195 | 0.014801 |
| 11 | 0.02346 | 0.1991 | 0.421386 |
| 12 | 0.396311 | 3.3628 | 0.000619 |
| 13 | 0.104712 | 0.8885 | 0.188613 |
| 14 | -0.03937 | -0.3341 | 0.369651 |
| 15 | -0.154883 | -1.3142 | 0.096471 |
| 16 | -0.124203 | -1.0539 | 0.147728 |
| 17 | 0.038275 | 0.3248 | 0.373147 |
| 18 | 0.142686 | 1.2107 | 0.114979 |
| 19 | 0.040133 | 0.3405 | 0.367222 |
| 20 | -0.071464 | -0.6064 | 0.27308 |
| 21 | -0.113021 | -0.959 | 0.170379 |
| 22 | -0.084454 | -0.7166 | 0.237965 |
| 23 | 0.01807 | 0.1533 | 0.439285 |
| 24 | 0.187421 | 1.5903 | 0.058072 |
| 25 | -0.007373 | -0.0626 | 0.475145 |
| 26 | -0.043831 | -0.3719 | 0.355524 |
| 27 | -0.083416 | -0.7078 | 0.240676 |
| 28 | -0.033633 | -0.2854 | 0.388083 |
| 29 | 0.062748 | 0.5324 | 0.298031 |
| 30 | 0.11949 | 1.0139 | 0.157012 |
| 31 | 0.034235 | 0.2905 | 0.386137 |
| 32 | -0.087448 | -0.742 | 0.230244 |
| 33 | -0.123906 | -1.0514 | 0.148301 |
| 34 | -0.085337 | -0.7241 | 0.235673 |
| 35 | 0.040515 | 0.3438 | 0.366007 |
| 36 | 0.186595 | 1.5833 | 0.058867 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.377021 | 3.1991 | 0.001025 |
| 2 | -0.444956 | -3.7756 | 0.000163 |
| 3 | -0.433468 | -3.6781 | 0.000225 |
| 4 | -0.209383 | -1.7767 | 0.039923 |
| 5 | 0.078791 | 0.6686 | 0.252957 |
| 6 | 0.079161 | 0.6717 | 0.25196 |
| 7 | -0.146065 | -1.2394 | 0.10961 |
| 8 | -0.091642 | -0.7776 | 0.219675 |
| 9 | -0.00331 | -0.0281 | 0.488836 |
| 10 | -0.006736 | -0.0572 | 0.47729 |
| 11 | -0.027082 | -0.2298 | 0.409449 |
| 12 | 0.278708 | 2.3649 | 0.010366 |
| 13 | -0.401323 | -3.4053 | 0.000542 |
| 14 | 0.271701 | 2.3055 | 0.012013 |
| 15 | 0.117668 | 0.9984 | 0.160703 |
| 16 | -0.018365 | -0.1558 | 0.4383 |
| 17 | -0.066926 | -0.5679 | 0.285939 |
| 18 | 0.079525 | 0.6748 | 0.250984 |
| 19 | 0.003036 | 0.0258 | 0.48976 |
| 20 | -0.056003 | -0.4752 | 0.318041 |
| 21 | -0.013485 | -0.1144 | 0.454611 |
| 22 | -0.094463 | -0.8015 | 0.212728 |
| 23 | -0.037667 | -0.3196 | 0.375092 |
| 24 | 0.032142 | 0.2727 | 0.39292 |
| 25 | -0.029723 | -0.2522 | 0.4008 |
| 26 | -0.145179 | -1.2319 | 0.110999 |
| 27 | 0.008628 | 0.0732 | 0.470921 |
| 28 | 0.088245 | 0.7488 | 0.228214 |
| 29 | -0.032028 | -0.2718 | 0.39329 |
| 30 | 0.003409 | 0.0289 | 0.488502 |
| 31 | 0.066061 | 0.5605 | 0.288422 |
| 32 | -0.101462 | -0.8609 | 0.196066 |
| 33 | -0.000659 | -0.0056 | 0.497776 |
| 34 | 0.049856 | 0.423 | 0.336762 |
| 35 | -0.010151 | -0.0861 | 0.465799 |
| 36 | -0.053616 | -0.4549 | 0.325258 |
