| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.573169 | 3.9294 | 0.000139 |
| 2 | -0.042103 | -0.2886 | 0.387062 |
| 3 | -0.566512 | -3.8838 | 0.00016 |
| 4 | -0.646782 | -4.4341 | 2.8e-05 |
| 5 | -0.368078 | -2.5234 | 0.007531 |
| 6 | 0.049312 | 0.3381 | 0.368409 |
| 7 | 0.279244 | 1.9144 | 0.030834 |
| 8 | 0.306761 | 2.1031 | 0.020421 |
| 9 | 0.19366 | 1.3277 | 0.09535 |
| 10 | 0.002143 | 0.0147 | 0.49417 |
| 11 | -0.0998 | -0.6842 | 0.248607 |
| 12 | -0.169861 | -1.1645 | 0.125048 |
| 13 | -0.143666 | -0.9849 | 0.164852 |
| 14 | -0.018028 | -0.1236 | 0.451083 |
| 15 | 0.037776 | 0.259 | 0.398391 |
| 16 | 0.102873 | 0.7053 | 0.242064 |
| 17 | 0.084467 | 0.5791 | 0.282651 |
| 18 | 0.006809 | 0.0467 | 0.481484 |
| 19 | -0.113924 | -0.781 | 0.219352 |
| 20 | -0.12887 | -0.8835 | 0.190734 |
| 21 | -0.071778 | -0.4921 | 0.312475 |
| 22 | 0.067902 | 0.4655 | 0.321857 |
| 23 | 0.190386 | 1.3052 | 0.099086 |
| 24 | 0.176762 | 1.2118 | 0.115819 |
| 25 | 0.082451 | 0.5653 | 0.287295 |
| 26 | -0.080746 | -0.5536 | 0.291251 |
| 27 | -0.221319 | -1.5173 | 0.067946 |
| 28 | -0.212355 | -1.4558 | 0.076044 |
| 29 | -0.098757 | -0.677 | 0.250849 |
| 30 | 0.086609 | 0.5938 | 0.27776 |
| 31 | 0.216453 | 1.4839 | 0.072252 |
| 32 | 0.267203 | 1.8319 | 0.036657 |
| 33 | 0.147657 | 1.0123 | 0.158292 |
| 34 | -0.010451 | -0.0717 | 0.471592 |
| 35 | -0.220181 | -1.5095 | 0.068934 |
| 36 | -0.283866 | -1.9461 | 0.028818 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.573169 | 3.9294 | 0.000139 |
| 2 | -0.551956 | -3.784 | 0.000218 |
| 3 | -0.455542 | -3.123 | 0.001531 |
| 4 | -0.082076 | -0.5627 | 0.288161 |
| 5 | -0.107297 | -0.7356 | 0.232817 |
| 6 | -0.112286 | -0.7698 | 0.222636 |
| 7 | -0.242363 | -1.6616 | 0.05163 |
| 8 | -0.068179 | -0.4674 | 0.321182 |
| 9 | 0.031578 | 0.2165 | 0.414772 |
| 10 | -0.162343 | -1.113 | 0.135691 |
| 11 | 0.009469 | 0.0649 | 0.474259 |
| 12 | -0.150088 | -1.029 | 0.154384 |
| 13 | -0.06031 | -0.4135 | 0.340574 |
| 14 | 0.106576 | 0.7306 | 0.234311 |
| 15 | -0.253955 | -1.741 | 0.044111 |
| 16 | 0.083521 | 0.5726 | 0.284826 |
| 17 | -0.062925 | -0.4314 | 0.334079 |
| 18 | -0.153597 | -1.053 | 0.148861 |
| 19 | -0.169144 | -1.1596 | 0.126037 |
| 20 | -0.135157 | -0.9266 | 0.179436 |
| 21 | -0.037262 | -0.2555 | 0.399744 |
| 22 | -0.129859 | -0.8903 | 0.188929 |
| 23 | -0.035452 | -0.243 | 0.404514 |
| 24 | -0.056703 | -0.3887 | 0.349614 |
| 25 | -0.04099 | -0.281 | 0.389966 |
| 26 | -0.019216 | -0.1317 | 0.447877 |
| 27 | -0.242961 | -1.6657 | 0.051217 |
| 28 | -0.035776 | -0.2453 | 0.403659 |
| 29 | -0.113423 | -0.7776 | 0.220355 |
| 30 | -0.09605 | -0.6585 | 0.256719 |
| 31 | -0.091144 | -0.6249 | 0.267545 |
| 32 | 0.017783 | 0.1219 | 0.451742 |
| 33 | 0.03434 | 0.2354 | 0.407451 |
| 34 | -0.035597 | -0.244 | 0.404131 |
| 35 | -0.129906 | -0.8906 | 0.188843 |
| 36 | 0.014023 | 0.0961 | 0.461912 |
