| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.387872 | 3.2912 | 0.000774 |
| 2 | -0.271818 | -2.3065 | 0.011983 |
| 3 | -0.624617 | -5.3 | 1e-06 |
| 4 | -0.442901 | -3.7581 | 0.000173 |
| 5 | 0.091612 | 0.7774 | 0.219749 |
| 6 | 0.492868 | 4.1821 | 4e-05 |
| 7 | 0.3547 | 3.0097 | 0.001801 |
| 8 | -0.043303 | -0.3674 | 0.357186 |
| 9 | -0.309256 | -2.6241 | 0.0053 |
| 10 | -0.279429 | -2.371 | 0.010209 |
| 11 | 0.006389 | 0.0542 | 0.478458 |
| 12 | 0.383345 | 3.2528 | 0.00087 |
| 13 | 0.119974 | 1.018 | 0.15604 |
| 14 | -0.05773 | -0.4899 | 0.312862 |
| 15 | -0.144969 | -1.2301 | 0.111331 |
| 16 | -0.115844 | -0.983 | 0.164457 |
| 17 | 0.012501 | 0.1061 | 0.457908 |
| 18 | 0.13285 | 1.1273 | 0.131686 |
| 19 | 0.052205 | 0.443 | 0.329557 |
| 20 | -0.057819 | -0.4906 | 0.312597 |
| 21 | -0.092137 | -0.7818 | 0.218445 |
| 22 | -0.096431 | -0.8182 | 0.207959 |
| 23 | 0.004556 | 0.0387 | 0.484635 |
| 24 | 0.156079 | 1.3244 | 0.094784 |
| 25 | -0.041773 | -0.3545 | 0.362018 |
| 26 | -0.076035 | -0.6452 | 0.260432 |
| 27 | -0.062005 | -0.5261 | 0.300206 |
| 28 | -0.029597 | -0.2511 | 0.401211 |
| 29 | 0.050289 | 0.4267 | 0.33543 |
| 30 | 0.112918 | 0.9581 | 0.170599 |
| 31 | 0.037211 | 0.3157 | 0.376553 |
| 32 | -0.086983 | -0.7381 | 0.231435 |
| 33 | -0.123293 | -1.0462 | 0.14949 |
| 34 | -0.068801 | -0.5838 | 0.28059 |
| 35 | 0.053483 | 0.4538 | 0.325662 |
| 36 | 0.184831 | 1.5683 | 0.060593 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.387872 | 3.2912 | 0.000774 |
| 2 | -0.497039 | -4.2175 | 3.5e-05 |
| 3 | -0.428336 | -3.6345 | 0.00026 |
| 4 | -0.219317 | -1.861 | 0.033416 |
| 5 | 0.028809 | 0.2445 | 0.403787 |
| 6 | 0.106459 | 0.9033 | 0.18468 |
| 7 | -0.112822 | -0.9573 | 0.170803 |
| 8 | -0.049415 | -0.4193 | 0.338123 |
| 9 | 0.058118 | 0.4931 | 0.311704 |
| 10 | 0.017057 | 0.1447 | 0.442663 |
| 11 | 0.03348 | 0.2841 | 0.388579 |
| 12 | 0.309746 | 2.6283 | 0.005241 |
| 13 | -0.388073 | -3.2929 | 0.000769 |
| 14 | 0.262764 | 2.2296 | 0.014446 |
| 15 | 0.154316 | 1.3094 | 0.097278 |
| 16 | -0.063596 | -0.5396 | 0.295559 |
| 17 | -0.065758 | -0.558 | 0.289295 |
| 18 | 0.04105 | 0.3483 | 0.364308 |
| 19 | 0.008156 | 0.0692 | 0.472509 |
| 20 | -0.057765 | -0.4901 | 0.31276 |
| 21 | -0.08774 | -0.7445 | 0.2295 |
| 22 | -0.126183 | -1.0707 | 0.143941 |
| 23 | -0.000628 | -0.0053 | 0.49788 |
| 24 | -0.085217 | -0.7231 | 0.235984 |
| 25 | -0.148499 | -1.2601 | 0.105859 |
| 26 | -0.099312 | -0.8427 | 0.201096 |
| 27 | -0.094042 | -0.798 | 0.213755 |
| 28 | -0.051473 | -0.4368 | 0.331794 |
| 29 | 0.009748 | 0.0827 | 0.467153 |
| 30 | -0.030158 | -0.2559 | 0.399379 |
| 31 | 0.047402 | 0.4022 | 0.344356 |
| 32 | -0.068384 | -0.5803 | 0.281777 |
| 33 | -0.000676 | -0.0057 | 0.497719 |
| 34 | 0.169991 | 1.4424 | 0.076759 |
| 35 | -0.043725 | -0.371 | 0.355857 |
| 36 | 0.054592 | 0.4632 | 0.3223 |
