| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.482573 | 4.0662 | 6.1e-05 |
| 2 | 0.366605 | 3.0891 | 0.001433 |
| 3 | 0.117565 | 0.9906 | 0.162617 |
| 4 | 0.041013 | 0.3456 | 0.365339 |
| 5 | 0.042628 | 0.3592 | 0.360259 |
| 6 | 0.056567 | 0.4766 | 0.31754 |
| 7 | 0.031271 | 0.2635 | 0.396466 |
| 8 | 0.071746 | 0.6045 | 0.273706 |
| 9 | -0.057623 | -0.4855 | 0.314393 |
| 10 | -0.250911 | -2.1142 | 0.019005 |
| 11 | -0.378346 | -3.188 | 0.001066 |
| 12 | -0.493003 | -4.1541 | 4.5e-05 |
| 13 | -0.382266 | -3.221 | 0.000964 |
| 14 | -0.153154 | -1.2905 | 0.100532 |
| 15 | -0.061621 | -0.5192 | 0.302608 |
| 16 | -0.046732 | -0.3938 | 0.347467 |
| 17 | -0.05984 | -0.5042 | 0.307833 |
| 18 | -0.084345 | -0.7107 | 0.239798 |
| 19 | -0.108247 | -0.9121 | 0.1824 |
| 20 | -0.081915 | -0.6902 | 0.246151 |
| 21 | 0.083153 | 0.7007 | 0.242903 |
| 22 | 0.056926 | 0.4797 | 0.31647 |
| 23 | 0.342046 | 2.8821 | 0.002611 |
| 24 | 0.20045 | 1.689 | 0.047801 |
| 25 | 0.249271 | 2.1004 | 0.019624 |
| 26 | 0.132985 | 1.1206 | 0.133127 |
| 27 | 0.04504 | 0.3795 | 0.352719 |
| 28 | -0.034361 | -0.2895 | 0.386509 |
| 29 | 0.030478 | 0.2568 | 0.399034 |
| 30 | -0.097384 | -0.8206 | 0.207318 |
| 31 | -0.054599 | -0.4601 | 0.323439 |
| 32 | -0.111258 | -0.9375 | 0.175846 |
| 33 | -0.168453 | -1.4194 | 0.080077 |
| 34 | -0.112485 | -0.9478 | 0.17322 |
| 35 | -0.202884 | -1.7095 | 0.04586 |
| 36 | -0.234051 | -1.9721 | 0.026244 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.482573 | 4.0662 | 6.1e-05 |
| 2 | 0.174324 | 1.4689 | 0.073141 |
| 3 | -0.151426 | -1.2759 | 0.103068 |
| 4 | -0.030117 | -0.2538 | 0.400204 |
| 5 | 0.08584 | 0.7233 | 0.235935 |
| 6 | 0.041234 | 0.3474 | 0.364643 |
| 7 | -0.045966 | -0.3873 | 0.349839 |
| 8 | 0.062064 | 0.523 | 0.301315 |
| 9 | -0.134219 | -1.1309 | 0.130942 |
| 10 | -0.304345 | -2.5645 | 0.006225 |
| 11 | -0.199973 | -1.685 | 0.04819 |
| 12 | -0.217478 | -1.8325 | 0.035535 |
| 13 | -0.039163 | -0.33 | 0.371188 |
| 14 | 0.207175 | 1.7457 | 0.042596 |
| 15 | 0.05607 | 0.4725 | 0.319026 |
| 16 | -0.109802 | -0.9252 | 0.178996 |
| 17 | -0.015113 | -0.1273 | 0.449514 |
| 18 | 0.0524 | 0.4415 | 0.330087 |
| 19 | -0.063733 | -0.537 | 0.296464 |
| 20 | -0.027362 | -0.2306 | 0.40916 |
| 21 | 0.186095 | 1.5681 | 0.060657 |
| 22 | -0.280427 | -2.3629 | 0.010437 |
| 23 | 0.197114 | 1.6609 | 0.050571 |
| 24 | -0.082337 | -0.6938 | 0.24504 |
| 25 | 0.036253 | 0.3055 | 0.38045 |
| 26 | 0.100854 | 0.8498 | 0.199144 |
| 27 | -0.01879 | -0.1583 | 0.437325 |
| 28 | -0.22511 | -1.8968 | 0.030961 |
| 29 | -0.004086 | -0.0344 | 0.486316 |
| 30 | -0.173372 | -1.4609 | 0.074233 |
| 31 | -0.163105 | -1.3743 | 0.086829 |
| 32 | -0.033834 | -0.2851 | 0.388202 |
| 33 | 0.054759 | 0.4614 | 0.322957 |
| 34 | 0.037325 | 0.3145 | 0.377029 |
| 35 | -0.027828 | -0.2345 | 0.407644 |
| 36 | -0.0077 | -0.0649 | 0.474226 |
