| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.428999 | 3.3506 | 0.000694 |
| 2 | 0.173623 | 1.356 | 0.090043 |
| 3 | 0.281013 | 2.1948 | 0.015998 |
| 4 | 0.500037 | 3.9054 | 0.000119 |
| 5 | 0.359251 | 2.8058 | 0.003363 |
| 6 | 0.208385 | 1.6275 | 0.054389 |
| 7 | 0.203195 | 1.587 | 0.058841 |
| 8 | 0.302974 | 2.3663 | 0.010579 |
| 9 | 0.084781 | 0.6622 | 0.255182 |
| 10 | -0.068705 | -0.5366 | 0.296747 |
| 11 | 0.059792 | 0.467 | 0.321085 |
| 12 | 0.409934 | 3.2017 | 0.001086 |
| 13 | -0.003289 | -0.0257 | 0.489796 |
| 14 | -0.209265 | -1.6344 | 0.053662 |
| 15 | -0.131402 | -1.0263 | 0.154405 |
| 16 | 0.097058 | 0.758 | 0.225671 |
| 17 | 0.013486 | 0.1053 | 0.458231 |
| 18 | -0.104911 | -0.8194 | 0.207879 |
| 19 | -0.077179 | -0.6028 | 0.274442 |
| 20 | 0.006502 | 0.0508 | 0.479832 |
| 21 | -0.127253 | -0.9939 | 0.162104 |
| 22 | -0.202183 | -1.5791 | 0.059743 |
| 23 | -0.105864 | -0.8268 | 0.20578 |
| 24 | 0.126017 | 0.9842 | 0.164446 |
| 25 | -0.109938 | -0.8586 | 0.19695 |
| 26 | -0.30295 | -2.3661 | 0.010584 |
| 27 | -0.237183 | -1.8525 | 0.0344 |
| 28 | -0.001272 | -0.0099 | 0.496054 |
| 29 | -0.056008 | -0.4374 | 0.331669 |
| 30 | -0.135763 | -1.0603 | 0.146585 |
| 31 | -0.098784 | -0.7715 | 0.221687 |
| 32 | -0.076016 | -0.5937 | 0.277452 |
| 33 | -0.128982 | -1.0074 | 0.158866 |
| 34 | -0.141278 | -1.1034 | 0.13709 |
| 35 | -0.113854 | -0.8892 | 0.188687 |
| 36 | 0.045244 | 0.3534 | 0.362515 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.428999 | 3.3506 | 0.000694 |
| 2 | -0.012768 | -0.0997 | 0.460448 |
| 3 | 0.258702 | 2.0205 | 0.023863 |
| 4 | 0.378028 | 2.9525 | 0.002235 |
| 5 | 0.050223 | 0.3923 | 0.34812 |
| 6 | 0.035077 | 0.274 | 0.392521 |
| 7 | -7.5e-05 | -6e-04 | 0.499767 |
| 8 | 0.038948 | 0.3042 | 0.381008 |
| 9 | -0.277745 | -2.1693 | 0.016985 |
| 10 | -0.223667 | -1.7469 | 0.042845 |
| 11 | 0.006813 | 0.0532 | 0.478868 |
| 12 | 0.444582 | 3.4723 | 0.000477 |
| 13 | -0.32855 | -2.5661 | 0.006379 |
| 14 | -0.036713 | -0.2867 | 0.387643 |
| 15 | -0.099954 | -0.7807 | 0.219009 |
| 16 | -0.029683 | -0.2318 | 0.408722 |
| 17 | 0.018076 | 0.1412 | 0.444098 |
| 18 | 0.085854 | 0.6705 | 0.252521 |
| 19 | 0.123146 | 0.9618 | 0.169972 |
| 20 | -0.102708 | -0.8022 | 0.212782 |
| 21 | -0.033829 | -0.2642 | 0.396253 |
| 22 | -0.030041 | -0.2346 | 0.407642 |
| 23 | -0.085782 | -0.67 | 0.252701 |
| 24 | -0.077884 | -0.6083 | 0.272625 |
| 25 | 0.066561 | 0.5199 | 0.302521 |
| 26 | -0.131536 | -1.0273 | 0.154161 |
| 27 | -0.03071 | -0.2399 | 0.405625 |
| 28 | 0.051989 | 0.406 | 0.343064 |
| 29 | 0.005398 | 0.0422 | 0.483256 |
| 30 | 0.092138 | 0.7196 | 0.237253 |
| 31 | 0.069564 | 0.5433 | 0.294449 |
| 32 | -0.07079 | -0.5529 | 0.291182 |
| 33 | -0.016801 | -0.1312 | 0.448016 |
| 34 | -0.020075 | -0.1568 | 0.437965 |
| 35 | -0.157585 | -1.2308 | 0.111565 |
| 36 | -0.03507 | -0.2739 | 0.392543 |
