| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.517624 | 3.5862 | 0.000392 |
| 2 | 0.587343 | 4.0692 | 8.7e-05 |
| 3 | 0.346978 | 2.4039 | 0.010065 |
| 4 | 0.232333 | 1.6096 | 0.057016 |
| 5 | 0.116603 | 0.8078 | 0.211582 |
| 6 | 0.120112 | 0.8322 | 0.204719 |
| 7 | -0.04162 | -0.2884 | 0.387159 |
| 8 | 0.002096 | 0.0145 | 0.494236 |
| 9 | -0.16762 | -1.1613 | 0.12563 |
| 10 | -0.212705 | -1.4737 | 0.07355 |
| 11 | -0.261613 | -1.8125 | 0.038082 |
| 12 | -0.376378 | -2.6076 | 0.006057 |
| 13 | -0.351845 | -2.4377 | 0.009269 |
| 14 | -0.307357 | -2.1294 | 0.019187 |
| 15 | -0.198272 | -1.3737 | 0.087963 |
| 16 | -0.177801 | -1.2318 | 0.112005 |
| 17 | -0.082956 | -0.5747 | 0.284078 |
| 18 | -0.095832 | -0.6639 | 0.254951 |
| 19 | -0.048511 | -0.3361 | 0.369132 |
| 20 | -0.032322 | -0.2239 | 0.411879 |
| 21 | 0.087314 | 0.6049 | 0.274038 |
| 22 | -0.025866 | -0.1792 | 0.429264 |
| 23 | 0.176097 | 1.22 | 0.114206 |
| 24 | 0.063103 | 0.4372 | 0.331967 |
| 25 | 0.181965 | 1.2607 | 0.106757 |
| 26 | 0.157371 | 1.0903 | 0.140512 |
| 27 | 0.12458 | 0.8631 | 0.196184 |
| 28 | 0.013824 | 0.0958 | 0.462048 |
| 29 | 0.049999 | 0.3464 | 0.365276 |
| 30 | -0.082779 | -0.5735 | 0.284489 |
| 31 | -0.017879 | -0.1239 | 0.450969 |
| 32 | -0.095042 | -0.6585 | 0.256691 |
| 33 | -0.124937 | -0.8656 | 0.195511 |
| 34 | -0.095386 | -0.6609 | 0.255933 |
| 35 | -0.155304 | -1.076 | 0.143657 |
| 36 | -0.147016 | -1.0186 | 0.156761 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.517624 | 3.5862 | 0.000392 |
| 2 | 0.436312 | 3.0229 | 0.002005 |
| 3 | -0.084765 | -0.5873 | 0.279887 |
| 4 | -0.184648 | -1.2793 | 0.103474 |
| 5 | -0.06324 | -0.4381 | 0.331626 |
| 6 | 0.148988 | 1.0322 | 0.153571 |
| 7 | -0.136658 | -0.9468 | 0.174244 |
| 8 | -0.040775 | -0.2825 | 0.389389 |
| 9 | -0.157909 | -1.094 | 0.139702 |
| 10 | -0.154778 | -1.0723 | 0.144466 |
| 11 | -0.016045 | -0.1112 | 0.455974 |
| 12 | -0.181284 | -1.256 | 0.107603 |
| 13 | -0.049852 | -0.3454 | 0.365658 |
| 14 | 0.081798 | 0.5667 | 0.286775 |
| 15 | 0.211933 | 1.4683 | 0.074271 |
| 16 | -0.085167 | -0.5901 | 0.278962 |
| 17 | -0.082114 | -0.5689 | 0.286036 |
| 18 | -0.005285 | -0.0366 | 0.485471 |
| 19 | -0.004029 | -0.0279 | 0.488924 |
| 20 | 0.028449 | 0.1971 | 0.422291 |
| 21 | 0.115925 | 0.8032 | 0.212922 |
| 22 | -0.26498 | -1.8358 | 0.03629 |
| 23 | 0.097088 | 0.6726 | 0.2522 |
| 24 | 0.031451 | 0.2179 | 0.414216 |
| 25 | 0.029621 | 0.2052 | 0.419135 |
| 26 | 0.020712 | 0.1435 | 0.443249 |
| 27 | -0.063409 | -0.4393 | 0.331205 |
| 28 | -0.164796 | -1.1417 | 0.129613 |
| 29 | 0.008284 | 0.0574 | 0.477235 |
| 30 | 0.050865 | 0.3524 | 0.36304 |
| 31 | -0.06755 | -0.468 | 0.320952 |
| 32 | -0.09872 | -0.684 | 0.248646 |
| 33 | -0.019691 | -0.1364 | 0.446028 |
| 34 | 0.059959 | 0.4154 | 0.339847 |
| 35 | -0.042029 | -0.2912 | 0.386083 |
| 36 | -0.05577 | -0.3864 | 0.350459 |
