| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.371272 | 2.8759 | 0.002785 |
| 2 | 0.172823 | 1.3387 | 0.092862 |
| 3 | 0.003511 | 0.0272 | 0.489198 |
| 4 | -0.144071 | -1.116 | 0.134443 |
| 5 | -0.259584 | -2.0107 | 0.024427 |
| 6 | -0.540782 | -4.1889 | 4.7e-05 |
| 7 | -0.324668 | -2.5149 | 0.007303 |
| 8 | -0.206272 | -1.5978 | 0.057673 |
| 9 | -0.069712 | -0.54 | 0.295602 |
| 10 | 0.071029 | 0.5502 | 0.292116 |
| 11 | 0.249327 | 1.9313 | 0.029088 |
| 12 | 0.745102 | 5.7715 | 0 |
| 13 | 0.2759 | 2.1371 | 0.018337 |
| 14 | 0.120189 | 0.931 | 0.177798 |
| 15 | -0.003348 | -0.0259 | 0.489698 |
| 16 | -0.109704 | -0.8498 | 0.199418 |
| 17 | -0.207941 | -1.6107 | 0.056247 |
| 18 | -0.445078 | -3.4476 | 0.00052 |
| 19 | -0.274791 | -2.1285 | 0.018705 |
| 20 | -0.179761 | -1.3924 | 0.084467 |
| 21 | -0.079011 | -0.612 | 0.271419 |
| 22 | 0.023551 | 0.1824 | 0.427932 |
| 23 | 0.171471 | 1.3282 | 0.09457 |
| 24 | 0.536121 | 4.1528 | 5.3e-05 |
| 25 | 0.24066 | 1.8641 | 0.033598 |
| 26 | 0.105897 | 0.8203 | 0.207654 |
| 27 | 0.032587 | 0.2524 | 0.40079 |
| 28 | -0.06879 | -0.5328 | 0.298054 |
| 29 | -0.11315 | -0.8765 | 0.192139 |
| 30 | -0.309804 | -2.3997 | 0.009764 |
| 31 | -0.206964 | -1.6031 | 0.057079 |
| 32 | -0.151892 | -1.1765 | 0.122011 |
| 33 | -0.094863 | -0.7348 | 0.232661 |
| 34 | -0.016328 | -0.1265 | 0.449889 |
| 35 | 0.065581 | 0.508 | 0.306661 |
| 36 | 0.304669 | 2.36 | 0.010774 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.371272 | 2.8759 | 0.002785 |
| 2 | 0.040573 | 0.3143 | 0.377201 |
| 3 | -0.084943 | -0.658 | 0.256537 |
| 4 | -0.147494 | -1.1425 | 0.128896 |
| 5 | -0.178944 | -1.3861 | 0.085424 |
| 6 | -0.451555 | -3.4977 | 0.000445 |
| 7 | -0.023616 | -0.1829 | 0.427736 |
| 8 | -0.063111 | -0.4889 | 0.313362 |
| 9 | -0.044111 | -0.3417 | 0.366892 |
| 10 | -0.009618 | -0.0745 | 0.470429 |
| 11 | 0.121612 | 0.942 | 0.174985 |
| 12 | 0.62456 | 4.8378 | 5e-06 |
| 13 | -0.352501 | -2.7305 | 0.004145 |
| 14 | -0.15501 | -1.2007 | 0.117292 |
| 15 | -0.018557 | -0.1437 | 0.443092 |
| 16 | 0.004153 | 0.0322 | 0.487222 |
| 17 | -0.035785 | -0.2772 | 0.391294 |
| 18 | 0.132726 | 1.0281 | 0.154017 |
| 19 | 0.02903 | 0.2249 | 0.411425 |
| 20 | -0.064768 | -0.5017 | 0.308861 |
| 21 | -0.066604 | -0.5159 | 0.303907 |
| 22 | -0.028524 | -0.2209 | 0.412943 |
| 23 | -0.040781 | -0.3159 | 0.376593 |
| 24 | -0.076283 | -0.5909 | 0.278409 |
| 25 | 0.161774 | 1.2531 | 0.107516 |
| 26 | 0.003163 | 0.0245 | 0.490268 |
| 27 | 0.012733 | 0.0986 | 0.460881 |
| 28 | -0.078695 | -0.6096 | 0.272225 |
| 29 | 0.113383 | 0.8783 | 0.191653 |
| 30 | -0.017632 | -0.1366 | 0.445913 |
| 31 | -0.033813 | -0.2619 | 0.397142 |
| 32 | -0.024371 | -0.1888 | 0.425453 |
| 33 | 0.00404 | 0.0313 | 0.487569 |
| 34 | -0.036242 | -0.2807 | 0.389941 |
| 35 | -0.102283 | -0.7923 | 0.215659 |
| 36 | -0.10065 | -0.7796 | 0.219337 |
