| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.593481 | 4.0687 | 9e-05 |
| 2 | -0.026467 | -0.1815 | 0.428397 |
| 3 | -0.495099 | -3.3942 | 0.000703 |
| 4 | -0.558478 | -3.8287 | 0.00019 |
| 5 | -0.262313 | -1.7983 | 0.039274 |
| 6 | 0.167884 | 1.151 | 0.127787 |
| 7 | 0.393038 | 2.6945 | 0.004873 |
| 8 | 0.42017 | 2.8805 | 0.002981 |
| 9 | 0.197459 | 1.3537 | 0.091152 |
| 10 | -0.146976 | -1.0076 | 0.159399 |
| 11 | -0.396209 | -2.7163 | 0.004605 |
| 12 | -0.454386 | -3.1151 | 0.001565 |
| 13 | -0.271218 | -1.8594 | 0.03462 |
| 14 | 0.055761 | 0.3823 | 0.35199 |
| 15 | 0.227131 | 1.5571 | 0.063074 |
| 16 | 0.220379 | 1.5108 | 0.068762 |
| 17 | 0.085848 | 0.5885 | 0.279493 |
| 18 | -0.113383 | -0.7773 | 0.220435 |
| 19 | -0.18148 | -1.2442 | 0.109804 |
| 20 | -0.14255 | -0.9773 | 0.166718 |
| 21 | -0.048984 | -0.3358 | 0.369251 |
| 22 | 0.057317 | 0.3929 | 0.348068 |
| 23 | 0.108214 | 0.7419 | 0.230926 |
| 24 | 0.026017 | 0.1784 | 0.429601 |
| 25 | 0.024808 | 0.1701 | 0.43284 |
| 26 | 0.046938 | 0.3218 | 0.37452 |
| 27 | 0.014914 | 0.1022 | 0.459499 |
| 28 | -0.049033 | -0.3362 | 0.369125 |
| 29 | -0.085065 | -0.5832 | 0.281281 |
| 30 | -0.079878 | -0.5476 | 0.293273 |
| 31 | 0.020738 | 0.1422 | 0.443777 |
| 32 | 0.083461 | 0.5722 | 0.284964 |
| 33 | 0.083815 | 0.5746 | 0.284149 |
| 34 | 0.031352 | 0.2149 | 0.415372 |
| 35 | -0.032652 | -0.2238 | 0.411923 |
| 36 | -0.034713 | -0.238 | 0.406464 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.593481 | 4.0687 | 9e-05 |
| 2 | -0.584591 | -4.0078 | 0.000109 |
| 3 | -0.289081 | -1.9818 | 0.026681 |
| 4 | -0.033924 | -0.2326 | 0.408552 |
| 5 | 0.041312 | 0.2832 | 0.389125 |
| 6 | 0.112202 | 0.7692 | 0.222806 |
| 7 | -0.054156 | -0.3713 | 0.356052 |
| 8 | 0.248252 | 1.7019 | 0.047687 |
| 9 | -0.028071 | -0.1924 | 0.424112 |
| 10 | -0.132602 | -0.9091 | 0.183974 |
| 11 | -0.072504 | -0.4971 | 0.310731 |
| 12 | -0.207574 | -1.4231 | 0.080662 |
| 13 | -0.044302 | -0.3037 | 0.381341 |
| 14 | -0.060161 | -0.4124 | 0.340946 |
| 15 | -0.255522 | -1.7518 | 0.043168 |
| 16 | -0.005666 | -0.0388 | 0.484591 |
| 17 | -0.004511 | -0.0309 | 0.48773 |
| 18 | -0.066877 | -0.4585 | 0.324359 |
| 19 | 0.138392 | 0.9488 | 0.173796 |
| 20 | -0.044308 | -0.3038 | 0.381326 |
| 21 | 0.062755 | 0.4302 | 0.3345 |
| 22 | -0.042627 | -0.2922 | 0.385696 |
| 23 | -0.090565 | -0.6209 | 0.268838 |
| 24 | -0.202051 | -1.3852 | 0.086266 |
| 25 | 0.105923 | 0.7262 | 0.235666 |
| 26 | 0.027465 | 0.1883 | 0.42573 |
| 27 | -0.24985 | -1.7129 | 0.046662 |
| 28 | -0.116115 | -0.796 | 0.215004 |
| 29 | 0.07054 | 0.4836 | 0.315459 |
| 30 | -0.033868 | -0.2322 | 0.408701 |
| 31 | 0.00809 | 0.0555 | 0.478004 |
| 32 | -0.027254 | -0.1868 | 0.426293 |
| 33 | -0.008761 | -0.0601 | 0.476181 |
| 34 | -0.015005 | -0.1029 | 0.459252 |
| 35 | -0.057904 | -0.397 | 0.346593 |
| 36 | 0.03106 | 0.2129 | 0.416149 |
