| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.491436 | 5.0117 | 1e-06 |
| 2 | 0.268246 | 2.7356 | 0.003662 |
| 3 | 0.148146 | 1.5108 | 0.066936 |
| 4 | 0.118202 | 1.2054 | 0.115386 |
| 5 | -0.036493 | -0.3722 | 0.355268 |
| 6 | -0.076546 | -0.7806 | 0.2184 |
| 7 | -0.019791 | -0.2018 | 0.42022 |
| 8 | -0.102893 | -1.0493 | 0.148235 |
| 9 | -0.262976 | -2.6818 | 0.004259 |
| 10 | -0.260394 | -2.6555 | 0.004583 |
| 11 | -0.22551 | -2.2998 | 0.01173 |
| 12 | -0.369602 | -3.7692 | 0.000136 |
| 13 | -0.271419 | -2.7679 | 0.00334 |
| 14 | -0.079853 | -0.8143 | 0.208654 |
| 15 | 0.071691 | 0.7311 | 0.23318 |
| 16 | -0.052619 | -0.5366 | 0.296343 |
| 17 | -0.026241 | -0.2676 | 0.394766 |
| 18 | -0.001625 | -0.0166 | 0.493404 |
| 19 | 0.040622 | 0.4143 | 0.339767 |
| 20 | -0.002863 | -0.0292 | 0.488382 |
| 21 | 0.088586 | 0.9034 | 0.1842 |
| 22 | 0.08427 | 0.8594 | 0.196052 |
| 23 | 0.049648 | 0.5063 | 0.306855 |
| 24 | 0.03338 | 0.3404 | 0.367116 |
| 25 | 0.125727 | 1.2822 | 0.101317 |
| 26 | 0.119078 | 1.2144 | 0.11368 |
| 27 | 0.008118 | 0.0828 | 0.467089 |
| 28 | -0.020184 | -0.2058 | 0.418659 |
| 29 | -0.019522 | -0.1991 | 0.421293 |
| 30 | 0.034978 | 0.3567 | 0.361018 |
| 31 | -0.034162 | -0.3484 | 0.364126 |
| 32 | -0.023287 | -0.2375 | 0.406374 |
| 33 | -0.016677 | -0.1701 | 0.432641 |
| 34 | -0.046508 | -0.4743 | 0.318143 |
| 35 | 0.002237 | 0.0228 | 0.49092 |
| 36 | -0.010386 | -0.1059 | 0.457927 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.491436 | 5.0117 | 1e-06 |
| 2 | 0.035249 | 0.3595 | 0.359986 |
| 3 | 0.004811 | 0.0491 | 0.480483 |
| 4 | 0.048555 | 0.4952 | 0.310765 |
| 5 | -0.153639 | -1.5668 | 0.060097 |
| 6 | -0.023614 | -0.2408 | 0.405085 |
| 7 | 0.069456 | 0.7083 | 0.240166 |
| 8 | -0.140462 | -1.4324 | 0.077509 |
| 9 | -0.212387 | -2.1659 | 0.016301 |
| 10 | -0.044075 | -0.4495 | 0.327011 |
| 11 | -0.065742 | -0.6704 | 0.252033 |
| 12 | -0.27952 | -2.8506 | 0.002632 |
| 13 | 0.06626 | 0.6757 | 0.250359 |
| 14 | 0.109615 | 1.1179 | 0.133101 |
| 15 | 0.079982 | 0.8157 | 0.208279 |
| 16 | -0.147189 | -1.501 | 0.068187 |
| 17 | -0.027042 | -0.2758 | 0.391634 |
| 18 | -0.085526 | -0.8722 | 0.192555 |
| 19 | 0.039615 | 0.404 | 0.343524 |
| 20 | -0.043176 | -0.4403 | 0.330313 |
| 21 | -0.025941 | -0.2645 | 0.395941 |
| 22 | -0.10397 | -1.0603 | 0.145735 |
| 23 | 0.004711 | 0.048 | 0.480888 |
| 24 | -0.013524 | -0.1379 | 0.445287 |
| 25 | 0.097953 | 0.9989 | 0.160075 |
| 26 | 0.051078 | 0.5209 | 0.301774 |
| 27 | -0.03554 | -0.3624 | 0.358879 |
| 28 | -0.099977 | -1.0196 | 0.155149 |
| 29 | -0.074358 | -0.7583 | 0.22499 |
| 30 | 0.07164 | 0.7306 | 0.233338 |
| 31 | -0.009117 | -0.093 | 0.463052 |
| 32 | -0.041952 | -0.4278 | 0.33483 |
| 33 | 0.012963 | 0.1322 | 0.447543 |
| 34 | -0.076015 | -0.7752 | 0.219989 |
| 35 | 0.130803 | 1.3339 | 0.09257 |
| 36 | -0.053239 | -0.5429 | 0.294168 |
