| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.587202 | 4.0683 | 8.8e-05 |
| 2 | 0.519251 | 3.5975 | 0.000379 |
| 3 | 0.277658 | 1.9237 | 0.030169 |
| 4 | 0.214996 | 1.4895 | 0.071444 |
| 5 | 0.154081 | 1.0675 | 0.145543 |
| 6 | 0.205571 | 1.4242 | 0.080423 |
| 7 | 0.213517 | 1.4793 | 0.072798 |
| 8 | 0.041912 | 0.2904 | 0.386389 |
| 9 | -0.022117 | -0.1532 | 0.439429 |
| 10 | -0.186799 | -1.2942 | 0.100897 |
| 11 | -0.144131 | -0.9986 | 0.161505 |
| 12 | -0.276323 | -1.9144 | 0.030769 |
| 13 | -0.094484 | -0.6546 | 0.257924 |
| 14 | -0.007794 | -0.054 | 0.47858 |
| 15 | 0.054671 | 0.3788 | 0.353263 |
| 16 | 0.086451 | 0.5989 | 0.276012 |
| 17 | 0.024315 | 0.1685 | 0.433466 |
| 18 | -0.012533 | -0.0868 | 0.465584 |
| 19 | -0.165528 | -1.1468 | 0.128572 |
| 20 | -0.035977 | -0.2493 | 0.402113 |
| 21 | 0.040772 | 0.2825 | 0.389396 |
| 22 | 0.051887 | 0.3595 | 0.360404 |
| 23 | 0.081184 | 0.5625 | 0.288209 |
| 24 | -0.02713 | -0.188 | 0.425849 |
| 25 | -0.093065 | -0.6448 | 0.261071 |
| 26 | -0.185314 | -1.2839 | 0.102672 |
| 27 | -0.121796 | -0.8438 | 0.201476 |
| 28 | -0.181579 | -1.258 | 0.107236 |
| 29 | -0.074038 | -0.513 | 0.305168 |
| 30 | -0.132312 | -0.9167 | 0.181945 |
| 31 | -0.052477 | -0.3636 | 0.358886 |
| 32 | -0.146285 | -1.0135 | 0.157953 |
| 33 | -0.215231 | -1.4912 | 0.071231 |
| 34 | -0.215466 | -1.4928 | 0.071018 |
| 35 | -0.245771 | -1.7028 | 0.047541 |
| 36 | -0.161189 | -1.1168 | 0.13483 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.587202 | 4.0683 | 8.8e-05 |
| 2 | 0.266249 | 1.8446 | 0.035634 |
| 3 | -0.168228 | -1.1655 | 0.124784 |
| 4 | 0.009847 | 0.0682 | 0.472947 |
| 5 | 0.071583 | 0.4959 | 0.3111 |
| 6 | 0.140436 | 0.973 | 0.167723 |
| 7 | 0.061236 | 0.4243 | 0.336638 |
| 8 | -0.310577 | -2.1517 | 0.018239 |
| 9 | -0.090114 | -0.6243 | 0.267684 |
| 10 | -0.097881 | -0.6781 | 0.250469 |
| 11 | 0.097539 | 0.6758 | 0.251215 |
| 12 | -0.216096 | -1.4972 | 0.07045 |
| 13 | 0.140116 | 0.9707 | 0.16827 |
| 14 | 0.288307 | 1.9974 | 0.025731 |
| 15 | 0.042492 | 0.2944 | 0.384864 |
| 16 | 0.007799 | 0.054 | 0.478566 |
| 17 | -0.129377 | -0.8963 | 0.18727 |
| 18 | -0.036226 | -0.251 | 0.401451 |
| 19 | -0.192757 | -1.3355 | 0.094012 |
| 20 | 0.003114 | 0.0216 | 0.491439 |
| 21 | 0.202116 | 1.4003 | 0.083927 |
| 22 | -0.209246 | -1.4497 | 0.076822 |
| 23 | 0.111423 | 0.772 | 0.221961 |
| 24 | -0.135748 | -0.9405 | 0.175838 |
| 25 | 0.06953 | 0.4817 | 0.316098 |
| 26 | 0.091051 | 0.6308 | 0.265576 |
| 27 | -0.132593 | -0.9186 | 0.18144 |
| 28 | -0.157324 | -1.09 | 0.140584 |
| 29 | 0.01772 | 0.1228 | 0.451401 |
| 30 | 0.006954 | 0.0482 | 0.480886 |
| 31 | 0.007212 | 0.05 | 0.480178 |
| 32 | -0.19356 | -1.341 | 0.093112 |
| 33 | 0.006134 | 0.0425 | 0.48314 |
| 34 | -0.040888 | -0.2833 | 0.389091 |
| 35 | 0.071821 | 0.4976 | 0.310524 |
| 36 | -0.060876 | -0.4218 | 0.33754 |
