| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.554681 | 4.2965 | 3.2e-05 |
| 2 | 0.524226 | 4.0606 | 7.2e-05 |
| 3 | 0.359214 | 2.7825 | 0.003601 |
| 4 | 0.239631 | 1.8562 | 0.034171 |
| 5 | 0.267177 | 2.0695 | 0.021405 |
| 6 | 0.166829 | 1.2923 | 0.100613 |
| 7 | 0.195215 | 1.5121 | 0.067876 |
| 8 | -0.003073 | -0.0238 | 0.490543 |
| 9 | -0.038663 | -0.2995 | 0.382805 |
| 10 | -0.155564 | -1.205 | 0.116469 |
| 11 | -0.167508 | -1.2975 | 0.099711 |
| 12 | -0.133832 | -1.0367 | 0.152028 |
| 13 | -0.163583 | -1.2671 | 0.105006 |
| 14 | -0.031744 | -0.2459 | 0.403303 |
| 15 | 0.009167 | 0.071 | 0.471813 |
| 16 | 0.027717 | 0.2147 | 0.415367 |
| 17 | 0.03827 | 0.2964 | 0.383959 |
| 18 | -0.066033 | -0.5115 | 0.305442 |
| 19 | -0.06453 | -0.4998 | 0.309506 |
| 20 | -0.052944 | -0.4101 | 0.341595 |
| 21 | 0.003671 | 0.0284 | 0.488703 |
| 22 | 0.042724 | 0.3309 | 0.370923 |
| 23 | -0.029608 | -0.2293 | 0.409693 |
| 24 | 0.002061 | 0.016 | 0.493657 |
| 25 | -0.094626 | -0.733 | 0.233216 |
| 26 | -0.134016 | -1.0381 | 0.151698 |
| 27 | -0.067058 | -0.5194 | 0.302686 |
| 28 | -0.126545 | -0.9802 | 0.165458 |
| 29 | -0.043281 | -0.3353 | 0.369302 |
| 30 | -0.144081 | -1.116 | 0.134426 |
| 31 | 0.020569 | 0.1593 | 0.436973 |
| 32 | -0.063673 | -0.4932 | 0.311833 |
| 33 | -0.126368 | -0.9788 | 0.165795 |
| 34 | -0.106805 | -0.8273 | 0.20567 |
| 35 | -0.216448 | -1.6766 | 0.049412 |
| 36 | -0.074163 | -0.5745 | 0.283901 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.554681 | 4.2965 | 3.2e-05 |
| 2 | 0.312791 | 2.4229 | 0.009217 |
| 3 | -0.022592 | -0.175 | 0.430835 |
| 4 | -0.089367 | -0.6922 | 0.24573 |
| 5 | 0.148686 | 1.1517 | 0.127003 |
| 6 | -0.024027 | -0.1861 | 0.426492 |
| 7 | 0.042501 | 0.3292 | 0.37157 |
| 8 | -0.248017 | -1.9211 | 0.029735 |
| 9 | -0.072022 | -0.5579 | 0.289501 |
| 10 | -0.109058 | -0.8448 | 0.2008 |
| 11 | 0.012579 | 0.0974 | 0.461353 |
| 12 | 0.024185 | 0.1873 | 0.426016 |
| 13 | -0.014167 | -0.1097 | 0.456492 |
| 14 | 0.151895 | 1.1766 | 0.122007 |
| 15 | 0.196091 | 1.5189 | 0.067018 |
| 16 | -0.012578 | -0.0974 | 0.461355 |
| 17 | -0.030464 | -0.236 | 0.407128 |
| 18 | -0.213223 | -1.6516 | 0.051918 |
| 19 | -0.107928 | -0.836 | 0.203233 |
| 20 | 0.010358 | 0.0802 | 0.468159 |
| 21 | 0.024348 | 0.1886 | 0.425522 |
| 22 | 0.016992 | 0.1316 | 0.447863 |
| 23 | -0.093197 | -0.7219 | 0.23658 |
| 24 | 0.116128 | 0.8995 | 0.185985 |
| 25 | 0.059273 | 0.4591 | 0.3239 |
| 26 | -0.112826 | -0.8739 | 0.192817 |
| 27 | 0.071482 | 0.5537 | 0.290923 |
| 28 | -0.11476 | -0.8889 | 0.188796 |
| 29 | -0.008873 | -0.0687 | 0.472718 |
| 30 | -0.164742 | -1.2761 | 0.103422 |
| 31 | 0.199119 | 1.5424 | 0.064121 |
| 32 | -0.06112 | -0.4734 | 0.318812 |
| 33 | -0.161831 | -1.2535 | 0.107437 |
| 34 | -0.022601 | -0.1751 | 0.430807 |
| 35 | -0.018025 | -0.1396 | 0.444713 |
| 36 | 0.060497 | 0.4686 | 0.320525 |
