| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.556316 | 4.3092 | 3.1e-05 |
| 2 | -0.094391 | -0.7312 | 0.233766 |
| 3 | -0.514257 | -3.9834 | 9.3e-05 |
| 4 | -0.561403 | -4.3486 | 2.7e-05 |
| 5 | -0.224143 | -1.7362 | 0.04383 |
| 6 | 0.164701 | 1.2758 | 0.103478 |
| 7 | 0.399535 | 3.0948 | 0.001495 |
| 8 | 0.348887 | 2.7025 | 0.004469 |
| 9 | 0.060248 | 0.4667 | 0.321211 |
| 10 | -0.122908 | -0.952 | 0.172447 |
| 11 | -0.183222 | -1.4192 | 0.080503 |
| 12 | -0.157777 | -1.2221 | 0.113218 |
| 13 | -0.009983 | -0.0773 | 0.46931 |
| 14 | 0.103537 | 0.802 | 0.21286 |
| 15 | 0.076462 | 0.5923 | 0.277946 |
| 16 | -0.014229 | -0.1102 | 0.456303 |
| 17 | -0.073359 | -0.5682 | 0.285998 |
| 18 | -0.050922 | -0.3944 | 0.347327 |
| 19 | -0.039088 | -0.3028 | 0.381554 |
| 20 | 0.042427 | 0.3286 | 0.371787 |
| 21 | 0.116446 | 0.902 | 0.185334 |
| 22 | 0.024868 | 0.1926 | 0.423952 |
| 23 | -0.06681 | -0.5175 | 0.303353 |
| 24 | -0.106805 | -0.8273 | 0.20567 |
| 25 | -0.013504 | -0.1046 | 0.458521 |
| 26 | 0.079748 | 0.6177 | 0.269547 |
| 27 | 0.041281 | 0.3198 | 0.375129 |
| 28 | -0.038462 | -0.2979 | 0.383395 |
| 29 | -0.112386 | -0.8705 | 0.193738 |
| 30 | -0.122842 | -0.9515 | 0.172575 |
| 31 | 0.060507 | 0.4687 | 0.320496 |
| 32 | 0.168554 | 1.3056 | 0.098334 |
| 33 | 0.147988 | 1.1463 | 0.128109 |
| 34 | 0.031111 | 0.241 | 0.405195 |
| 35 | -0.174483 | -1.3515 | 0.090798 |
| 36 | -0.258714 | -2.004 | 0.024796 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.556316 | 4.3092 | 3.1e-05 |
| 2 | -0.584896 | -4.5306 | 1.4e-05 |
| 3 | -0.232552 | -1.8013 | 0.038337 |
| 4 | -0.196438 | -1.5216 | 0.066681 |
| 5 | 0.087821 | 0.6803 | 0.249479 |
| 6 | -0.054566 | -0.4227 | 0.337024 |
| 7 | 0.115295 | 0.8931 | 0.187694 |
| 8 | -0.017972 | -0.1392 | 0.444874 |
| 9 | -0.041604 | -0.3223 | 0.374185 |
| 10 | 0.214011 | 1.6577 | 0.051297 |
| 11 | -0.025392 | -0.1967 | 0.422369 |
| 12 | -0.044711 | -0.3463 | 0.365153 |
| 13 | 0.098003 | 0.7591 | 0.225375 |
| 14 | 0.008439 | 0.0654 | 0.47405 |
| 15 | -0.147213 | -1.1403 | 0.129344 |
| 16 | -0.018862 | -0.1461 | 0.442163 |
| 17 | 0.001592 | 0.0123 | 0.495102 |
| 18 | -0.049546 | -0.3838 | 0.35125 |
| 19 | -0.11732 | -0.9088 | 0.183557 |
| 20 | 0.165476 | 1.2818 | 0.102427 |
| 21 | -0.034836 | -0.2698 | 0.394106 |
| 22 | -0.1442 | -1.117 | 0.13423 |
| 23 | 0.118696 | 0.9194 | 0.18078 |
| 24 | -0.043463 | -0.3367 | 0.368774 |
| 25 | 0.154786 | 1.199 | 0.117628 |
| 26 | -0.04155 | -0.3218 | 0.374344 |
| 27 | -0.098231 | -0.7609 | 0.224851 |
| 28 | -0.127505 | -0.9877 | 0.163645 |
| 29 | 0.04826 | 0.3738 | 0.354928 |
| 30 | -0.039382 | -0.3051 | 0.38069 |
| 31 | 0.13667 | 1.0586 | 0.147002 |
| 32 | -0.117418 | -0.9095 | 0.183358 |
| 33 | 0.078113 | 0.6051 | 0.273711 |
| 34 | -0.040795 | -0.316 | 0.376551 |
| 35 | -0.125143 | -0.9694 | 0.168129 |
| 36 | -0.018629 | -0.1443 | 0.442873 |
