| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.549918 | 4.2596 | 3.7e-05 |
| 2 | -0.111776 | -0.8658 | 0.19502 |
| 3 | -0.562639 | -4.3582 | 2.6e-05 |
| 4 | -0.570559 | -4.4195 | 2.1e-05 |
| 5 | -0.201803 | -1.5632 | 0.061637 |
| 6 | 0.195463 | 1.5141 | 0.067632 |
| 7 | 0.411024 | 3.1838 | 0.001153 |
| 8 | 0.35114 | 2.7199 | 0.004265 |
| 9 | 0.071133 | 0.551 | 0.291842 |
| 10 | -0.115113 | -0.8917 | 0.188068 |
| 11 | -0.200127 | -1.5502 | 0.063179 |
| 12 | -0.173342 | -1.3427 | 0.092213 |
| 13 | 0.000184 | 0.0014 | 0.499434 |
| 14 | 0.085623 | 0.6632 | 0.254861 |
| 15 | 0.062998 | 0.488 | 0.313671 |
| 16 | 0.013824 | 0.1071 | 0.457542 |
| 17 | -0.060883 | -0.4716 | 0.319463 |
| 18 | -0.043909 | -0.3401 | 0.367478 |
| 19 | -0.022159 | -0.1716 | 0.432147 |
| 20 | 0.061483 | 0.4762 | 0.317815 |
| 21 | 0.126945 | 0.9833 | 0.164701 |
| 22 | -0.01521 | -0.1178 | 0.453304 |
| 23 | -0.112234 | -0.8694 | 0.194057 |
| 24 | -0.14207 | -1.1005 | 0.137762 |
| 25 | -0.043226 | -0.3348 | 0.369462 |
| 26 | 0.069424 | 0.5378 | 0.296367 |
| 27 | 0.071315 | 0.5524 | 0.291362 |
| 28 | -0.039114 | -0.303 | 0.381479 |
| 29 | -0.132781 | -1.0285 | 0.153918 |
| 30 | -0.136185 | -1.0549 | 0.147853 |
| 31 | 0.049067 | 0.3801 | 0.352617 |
| 32 | 0.175263 | 1.3576 | 0.08984 |
| 33 | 0.165546 | 1.2823 | 0.102332 |
| 34 | 0.00715 | 0.0554 | 0.478009 |
| 35 | -0.202194 | -1.5662 | 0.061282 |
| 36 | -0.283496 | -2.196 | 0.015986 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.549918 | 4.2596 | 3.7e-05 |
| 2 | -0.593739 | -4.5991 | 1.1e-05 |
| 3 | -0.305902 | -2.3695 | 0.010523 |
| 4 | -0.116792 | -0.9047 | 0.18463 |
| 5 | 0.021606 | 0.1674 | 0.433824 |
| 6 | -0.060232 | -0.4666 | 0.321253 |
| 7 | 0.075468 | 0.5846 | 0.280514 |
| 8 | 0.061116 | 0.4734 | 0.318822 |
| 9 | -0.035523 | -0.2752 | 0.392068 |
| 10 | 0.223911 | 1.7344 | 0.043991 |
| 11 | -0.025476 | -0.1973 | 0.422114 |
| 12 | -0.029611 | -0.2294 | 0.409682 |
| 13 | 0.186892 | 1.4477 | 0.076459 |
| 14 | -0.121058 | -0.9377 | 0.176076 |
| 15 | -0.110936 | -0.8593 | 0.196795 |
| 16 | 0.059349 | 0.4597 | 0.32369 |
| 17 | -0.136194 | -1.055 | 0.147838 |
| 18 | -0.029318 | -0.2271 | 0.41056 |
| 19 | -0.039558 | -0.3064 | 0.380176 |
| 20 | 0.109252 | 0.8463 | 0.200384 |
| 21 | 0.012445 | 0.0964 | 0.461762 |
| 22 | -0.194558 | -1.507 | 0.068524 |
| 23 | 0.139652 | 1.0817 | 0.141849 |
| 24 | -0.074083 | -0.5738 | 0.284108 |
| 25 | 0.122549 | 0.9493 | 0.173148 |
| 26 | -0.116267 | -0.9006 | 0.185701 |
| 27 | -0.103768 | -0.8038 | 0.212347 |
| 28 | -0.179547 | -1.3908 | 0.084716 |
| 29 | -0.053002 | -0.4106 | 0.341432 |
| 30 | -0.037634 | -0.2915 | 0.385831 |
| 31 | 0.063742 | 0.4937 | 0.311645 |
| 32 | 0.006256 | 0.0485 | 0.480757 |
| 33 | 0.052437 | 0.4062 | 0.343029 |
| 34 | -0.129941 | -1.0065 | 0.159105 |
| 35 | 0.04177 | 0.3235 | 0.373703 |
| 36 | -0.080421 | -0.6229 | 0.267843 |
