| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.612811 | 4.2012 | 5.9e-05 |
| 2 | -0.003271 | -0.0224 | 0.491102 |
| 3 | -0.491233 | -3.3677 | 0.00076 |
| 4 | -0.554612 | -3.8022 | 0.000206 |
| 5 | -0.258447 | -1.7718 | 0.041453 |
| 6 | 0.164018 | 1.1244 | 0.133267 |
| 7 | 0.385305 | 2.6415 | 0.005586 |
| 8 | 0.393108 | 2.695 | 0.004866 |
| 9 | 0.178129 | 1.2212 | 0.114053 |
| 10 | -0.131512 | -0.9016 | 0.185934 |
| 11 | -0.376879 | -2.5838 | 0.006471 |
| 12 | -0.45052 | -3.0886 | 0.001686 |
| 13 | -0.298281 | -2.0449 | 0.023243 |
| 14 | 0.005502 | 0.0377 | 0.485035 |
| 15 | 0.192337 | 1.3186 | 0.096847 |
| 16 | 0.216513 | 1.4843 | 0.072198 |
| 17 | 0.109044 | 0.7476 | 0.229222 |
| 18 | -0.082454 | -0.5653 | 0.287287 |
| 19 | -0.185346 | -1.2707 | 0.10505 |
| 20 | -0.154149 | -1.0568 | 0.148005 |
| 21 | -0.079913 | -0.5479 | 0.293192 |
| 22 | 0.026389 | 0.1809 | 0.428608 |
| 23 | 0.07342 | 0.5033 | 0.308538 |
| 24 | 0.060812 | 0.4169 | 0.339323 |
| 25 | 0.055737 | 0.3821 | 0.352051 |
| 26 | 0.077866 | 0.5338 | 0.29799 |
| 27 | 0.026512 | 0.1818 | 0.428278 |
| 28 | -0.045167 | -0.3097 | 0.379098 |
| 29 | -0.115994 | -0.7952 | 0.215244 |
| 30 | -0.103075 | -0.7066 | 0.241638 |
| 31 | 0.024604 | 0.1687 | 0.433388 |
| 32 | 0.118255 | 0.8107 | 0.210807 |
| 33 | 0.134074 | 0.9192 | 0.181352 |
| 34 | 0.058415 | 0.4005 | 0.345312 |
| 35 | -0.036518 | -0.2504 | 0.401703 |
| 36 | -0.054044 | -0.3705 | 0.356335 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.612811 | 4.2012 | 5.9e-05 |
| 2 | -0.606615 | -4.1587 | 6.7e-05 |
| 3 | -0.294605 | -2.0197 | 0.024568 |
| 4 | 0.057559 | 0.3946 | 0.34746 |
| 5 | 0.041597 | 0.2852 | 0.388381 |
| 6 | 0.0882 | 0.6047 | 0.274153 |
| 7 | -0.053854 | -0.3692 | 0.356817 |
| 8 | 0.213339 | 1.4626 | 0.075119 |
| 9 | -0.002168 | -0.0149 | 0.494102 |
| 10 | -0.14348 | -0.9837 | 0.165162 |
| 11 | -0.127254 | -0.8724 | 0.193711 |
| 12 | -0.19054 | -1.3063 | 0.098908 |
| 13 | -0.057474 | -0.394 | 0.347673 |
| 14 | -0.051192 | -0.351 | 0.363596 |
| 15 | -0.276061 | -1.8926 | 0.032291 |
| 16 | -0.015556 | -0.1066 | 0.457763 |
| 17 | 0.068318 | 0.4684 | 0.320845 |
| 18 | -0.122606 | -0.8405 | 0.20243 |
| 19 | 0.063207 | 0.4333 | 0.333382 |
| 20 | 0.059414 | 0.4073 | 0.34281 |
| 21 | -0.073112 | -0.5012 | 0.309274 |
| 22 | -0.018573 | -0.1273 | 0.449612 |
| 23 | -0.173639 | -1.1904 | 0.119932 |
| 24 | -0.08634 | -0.5919 | 0.278372 |
| 25 | -0.000835 | -0.0057 | 0.497728 |
| 26 | 0.030241 | 0.2073 | 0.418327 |
| 27 | -0.224337 | -1.538 | 0.06538 |
| 28 | -0.127475 | -0.8739 | 0.193301 |
| 29 | 0.03198 | 0.2192 | 0.413705 |
| 30 | -0.028716 | -0.1969 | 0.42239 |
| 31 | 0.029275 | 0.2007 | 0.420899 |
| 32 | -0.112709 | -0.7727 | 0.221786 |
| 33 | 0.007538 | 0.0517 | 0.479503 |
| 34 | -0.075012 | -0.5143 | 0.304742 |
| 35 | -0.02797 | -0.1918 | 0.42438 |
| 36 | 0.007207 | 0.0494 | 0.4804 |
