| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.314515 | 2.4362 | 0.008914 |
| 2 | 0.130742 | 1.0127 | 0.157629 |
| 3 | -0.044693 | -0.3462 | 0.365206 |
| 4 | -0.218072 | -1.6892 | 0.048188 |
| 5 | -0.270914 | -2.0985 | 0.02004 |
| 6 | -0.516494 | -4.0007 | 8.8e-05 |
| 7 | -0.275589 | -2.1347 | 0.01844 |
| 8 | -0.144498 | -1.1193 | 0.133741 |
| 9 | -0.070928 | -0.5494 | 0.292384 |
| 10 | 0.052736 | 0.4085 | 0.342184 |
| 11 | 0.228616 | 1.7708 | 0.040832 |
| 12 | 0.752032 | 5.8252 | 0 |
| 13 | 0.224774 | 1.7411 | 0.043397 |
| 14 | 0.06982 | 0.5408 | 0.295315 |
| 15 | -0.070545 | -0.5464 | 0.293395 |
| 16 | -0.207459 | -1.607 | 0.056656 |
| 17 | -0.231124 | -1.7903 | 0.039227 |
| 18 | -0.413482 | -3.2028 | 0.00109 |
| 19 | -0.199247 | -1.5434 | 0.064001 |
| 20 | -0.092208 | -0.7142 | 0.238923 |
| 21 | -0.057818 | -0.4479 | 0.327936 |
| 22 | 0.026507 | 0.2053 | 0.419007 |
| 23 | 0.162429 | 1.2582 | 0.106602 |
| 24 | 0.547742 | 4.2428 | 3.9e-05 |
| 25 | 0.199014 | 1.5416 | 0.06422 |
| 26 | 0.075879 | 0.5878 | 0.27945 |
| 27 | -0.003605 | -0.0279 | 0.488908 |
| 28 | -0.139579 | -1.0812 | 0.141974 |
| 29 | -0.135038 | -1.046 | 0.149878 |
| 30 | -0.270084 | -2.0921 | 0.020336 |
| 31 | -0.132285 | -1.0247 | 0.154816 |
| 32 | -0.050841 | -0.3938 | 0.347559 |
| 33 | -0.055267 | -0.4281 | 0.335057 |
| 34 | 0.013832 | 0.1071 | 0.457516 |
| 35 | 0.091232 | 0.7067 | 0.241251 |
| 36 | 0.326615 | 2.5299 | 0.007026 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.314515 | 2.4362 | 0.008914 |
| 2 | 0.035316 | 0.2736 | 0.392682 |
| 3 | -0.106081 | -0.8217 | 0.20725 |
| 4 | -0.202068 | -1.5652 | 0.061396 |
| 5 | -0.158961 | -1.2313 | 0.111507 |
| 6 | -0.435777 | -3.3755 | 0.000648 |
| 7 | -0.075229 | -0.5827 | 0.281132 |
| 8 | -0.100561 | -0.7789 | 0.219538 |
| 9 | -0.181959 | -1.4095 | 0.081932 |
| 10 | -0.175352 | -1.3583 | 0.089732 |
| 11 | 0.025324 | 0.1962 | 0.422574 |
| 12 | 0.643373 | 4.9835 | 3e-06 |
| 13 | -0.343963 | -2.6643 | 0.004947 |
| 14 | -0.209729 | -1.6246 | 0.05475 |
| 15 | -0.055575 | -0.4305 | 0.334194 |
| 16 | 0.066702 | 0.5167 | 0.303643 |
| 17 | -0.079412 | -0.6151 | 0.2704 |
| 18 | 0.076162 | 0.59 | 0.278719 |
| 19 | -0.046494 | -0.3601 | 0.360002 |
| 20 | -0.230455 | -1.7851 | 0.03965 |
| 21 | -0.026932 | -0.2086 | 0.417728 |
| 22 | 0.055296 | 0.4283 | 0.334977 |
| 23 | -0.127353 | -0.9865 | 0.163932 |
| 24 | -0.188169 | -1.4576 | 0.075089 |
| 25 | 0.142657 | 1.105 | 0.136783 |
| 26 | -0.008313 | -0.0644 | 0.474435 |
| 27 | -0.014674 | -0.1137 | 0.454942 |
| 28 | -0.028659 | -0.222 | 0.412539 |
| 29 | 0.082938 | 0.6424 | 0.26152 |
| 30 | -0.041653 | -0.3226 | 0.374043 |
| 31 | -0.031639 | -0.2451 | 0.403617 |
| 32 | 0.06836 | 0.5295 | 0.2992 |
| 33 | -0.01735 | -0.1344 | 0.44677 |
| 34 | 0.015149 | 0.1173 | 0.453488 |
| 35 | -0.024576 | -0.1904 | 0.424833 |
| 36 | -0.130414 | -1.0102 | 0.158232 |
