| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.502563 | 3.6587 | 0.000292 |
| 2 | 0.555815 | 4.0464 | 8.5e-05 |
| 3 | 0.327738 | 2.386 | 0.010319 |
| 4 | 0.203805 | 1.4837 | 0.071903 |
| 5 | 0.084426 | 0.6146 | 0.270714 |
| 6 | 0.086161 | 0.6273 | 0.26659 |
| 7 | -0.063127 | -0.4596 | 0.323853 |
| 8 | -0.011803 | -0.0859 | 0.465925 |
| 9 | -0.197564 | -1.4383 | 0.078116 |
| 10 | -0.263943 | -1.9215 | 0.030025 |
| 11 | -0.267021 | -1.9439 | 0.02861 |
| 12 | -0.405328 | -2.9508 | 0.002355 |
| 13 | -0.365338 | -2.6597 | 0.005161 |
| 14 | -0.294346 | -2.1429 | 0.018367 |
| 15 | -0.203468 | -1.4813 | 0.072228 |
| 16 | -0.179472 | -1.3066 | 0.098499 |
| 17 | -0.076875 | -0.5597 | 0.289036 |
| 18 | -0.093685 | -0.682 | 0.249093 |
| 19 | -0.015071 | -0.1097 | 0.456523 |
| 20 | -0.041595 | -0.3028 | 0.381608 |
| 21 | 0.105795 | 0.7702 | 0.222301 |
| 22 | -0.012164 | -0.0886 | 0.464886 |
| 23 | 0.210105 | 1.5296 | 0.066033 |
| 24 | 0.093049 | 0.6774 | 0.250547 |
| 25 | 0.221574 | 1.6131 | 0.056333 |
| 26 | 0.192063 | 1.3982 | 0.083933 |
| 27 | 0.15174 | 1.1047 | 0.137143 |
| 28 | 0.056691 | 0.4127 | 0.34074 |
| 29 | 0.077875 | 0.5669 | 0.286573 |
| 30 | -0.070017 | -0.5097 | 0.306179 |
| 31 | -0.02024 | -0.1474 | 0.441707 |
| 32 | -0.093197 | -0.6785 | 0.250208 |
| 33 | -0.127599 | -0.9289 | 0.178568 |
| 34 | -0.084383 | -0.6143 | 0.270817 |
| 35 | -0.15083 | -1.0981 | 0.138571 |
| 36 | -0.14201 | -1.0339 | 0.15295 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.502563 | 3.6587 | 0.000292 |
| 2 | 0.405718 | 2.9537 | 0.002337 |
| 3 | -0.067525 | -0.4916 | 0.312519 |
| 4 | -0.170276 | -1.2396 | 0.110287 |
| 5 | -0.084141 | -0.6126 | 0.271394 |
| 6 | 0.119899 | 0.8729 | 0.193335 |
| 7 | -0.110873 | -0.8072 | 0.211588 |
| 8 | -0.005811 | -0.0423 | 0.483207 |
| 9 | -0.206545 | -1.5037 | 0.069301 |
| 10 | -0.224916 | -1.6374 | 0.053734 |
| 11 | 0.04854 | 0.3534 | 0.362603 |
| 12 | -0.165233 | -1.2029 | 0.117177 |
| 13 | -0.086615 | -0.6306 | 0.265516 |
| 14 | 0.079429 | 0.5783 | 0.282771 |
| 15 | 0.169186 | 1.2317 | 0.111751 |
| 16 | -0.100731 | -0.7333 | 0.233294 |
| 17 | -0.050245 | -0.3658 | 0.357989 |
| 18 | 0.004046 | 0.0295 | 0.488306 |
| 19 | -0.007915 | -0.0576 | 0.477134 |
| 20 | -0.034863 | -0.2538 | 0.400313 |
| 21 | 0.138828 | 1.0107 | 0.158379 |
| 22 | -0.276595 | -2.0136 | 0.024569 |
| 23 | 0.165125 | 1.2021 | 0.117329 |
| 24 | 0.032395 | 0.2358 | 0.407233 |
| 25 | -0.002238 | -0.0163 | 0.493532 |
| 26 | 0.050013 | 0.3641 | 0.358615 |
| 27 | -0.055732 | -0.4057 | 0.343285 |
| 28 | -0.128836 | -0.9379 | 0.176264 |
| 29 | -0.024944 | -0.1816 | 0.428295 |
| 30 | 0.005854 | 0.0426 | 0.483084 |
| 31 | -0.074366 | -0.5414 | 0.295253 |
| 32 | -0.088341 | -0.6431 | 0.261456 |
| 33 | 0.053157 | 0.387 | 0.350157 |
| 34 | -0.019961 | -0.1453 | 0.442504 |
| 35 | -0.026268 | -0.1912 | 0.424536 |
| 36 | 0.031037 | 0.226 | 0.411053 |
