| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.631972 | 4.3784 | 3.2e-05 |
| 2 | 0.19304 | 1.3374 | 0.093695 |
| 3 | -0.243993 | -1.6904 | 0.048715 |
| 4 | -0.494165 | -3.4237 | 0.000637 |
| 5 | -0.488595 | -3.3851 | 0.000713 |
| 6 | -0.287864 | -1.9944 | 0.025904 |
| 7 | 0.022577 | 0.1564 | 0.438181 |
| 8 | 0.21706 | 1.5038 | 0.069588 |
| 9 | 0.254544 | 1.7635 | 0.042087 |
| 10 | 0.096501 | 0.6686 | 0.253484 |
| 11 | -0.077377 | -0.5361 | 0.297187 |
| 12 | -0.295789 | -2.0493 | 0.022961 |
| 13 | -0.287339 | -1.9907 | 0.026109 |
| 14 | -0.182902 | -1.2672 | 0.105602 |
| 15 | -0.008174 | -0.0566 | 0.477538 |
| 16 | 0.184962 | 1.2815 | 0.103095 |
| 17 | 0.30943 | 2.1438 | 0.018572 |
| 18 | 0.268415 | 1.8596 | 0.034536 |
| 19 | 0.08492 | 0.5883 | 0.279531 |
| 20 | -0.087825 | -0.6085 | 0.272872 |
| 21 | -0.176191 | -1.2207 | 0.114084 |
| 22 | -0.148629 | -1.0297 | 0.154148 |
| 23 | -0.065479 | -0.4536 | 0.326063 |
| 24 | 0.041562 | 0.288 | 0.387312 |
| 25 | 0.069705 | 0.4829 | 0.31567 |
| 26 | 0.09258 | 0.6414 | 0.262152 |
| 27 | 0.033649 | 0.2331 | 0.408328 |
| 28 | -0.03781 | -0.262 | 0.397238 |
| 29 | -0.088044 | -0.61 | 0.272375 |
| 30 | -0.092427 | -0.6404 | 0.262494 |
| 31 | 0.014062 | 0.0974 | 0.461397 |
| 32 | 0.079724 | 0.5523 | 0.291637 |
| 33 | 0.132952 | 0.9211 | 0.180798 |
| 34 | 0.129793 | 0.8992 | 0.186509 |
| 35 | 0.083786 | 0.5805 | 0.28215 |
| 36 | -0.038361 | -0.2658 | 0.395775 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.631972 | 4.3784 | 3.2e-05 |
| 2 | -0.343564 | -2.3803 | 0.010659 |
| 3 | -0.360153 | -2.4952 | 0.00804 |
| 4 | -0.178494 | -1.2366 | 0.111118 |
| 5 | -0.034592 | -0.2397 | 0.405807 |
| 6 | 0.003199 | 0.0222 | 0.491204 |
| 7 | 0.086306 | 0.5979 | 0.276344 |
| 8 | -0.084463 | -0.5852 | 0.280586 |
| 9 | -0.082588 | -0.5722 | 0.284932 |
| 10 | -0.174767 | -1.2108 | 0.115947 |
| 11 | -0.017382 | -0.1204 | 0.452323 |
| 12 | -0.25253 | -1.7496 | 0.043291 |
| 13 | 0.078827 | 0.5461 | 0.293752 |
| 14 | -0.107283 | -0.7433 | 0.230469 |
| 15 | -0.073542 | -0.5095 | 0.306363 |
| 16 | 0.008931 | 0.0619 | 0.475459 |
| 17 | 0.094532 | 0.6549 | 0.257818 |
| 18 | -0.118887 | -0.8237 | 0.2071 |
| 19 | -0.075435 | -0.5226 | 0.301819 |
| 20 | -0.023252 | -0.1611 | 0.436348 |
| 21 | 0.075502 | 0.5231 | 0.301657 |
| 22 | -0.019288 | -0.1336 | 0.447128 |
| 23 | 0.012389 | 0.0858 | 0.465979 |
| 24 | -0.11495 | -0.7964 | 0.214861 |
| 25 | -0.085638 | -0.5933 | 0.277878 |
| 26 | 0.087575 | 0.6067 | 0.273443 |
| 27 | -0.033308 | -0.2308 | 0.409239 |
| 28 | -0.038919 | -0.2696 | 0.394297 |
| 29 | 0.009972 | 0.0691 | 0.472602 |
| 30 | -0.03525 | -0.2442 | 0.404052 |
| 31 | 0.133646 | 0.9259 | 0.179559 |
| 32 | -0.005761 | -0.0399 | 0.484163 |
| 33 | 0.047723 | 0.3306 | 0.371179 |
| 34 | 0.004297 | 0.0298 | 0.488186 |
| 35 | 0.048554 | 0.3364 | 0.36902 |
| 36 | -0.047223 | -0.3272 | 0.372482 |
