| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.614068 | 4.2098 | 5.7e-05 |
| 2 | -0.010503 | -0.072 | 0.471452 |
| 3 | -0.518978 | -3.5579 | 0.000433 |
| 4 | -0.640176 | -4.3888 | 3.2e-05 |
| 5 | -0.322877 | -2.2135 | 0.015875 |
| 6 | 0.143997 | 0.9872 | 0.164301 |
| 7 | 0.457974 | 3.1397 | 0.001461 |
| 8 | 0.463226 | 3.1757 | 0.00132 |
| 9 | 0.186938 | 1.2816 | 0.103138 |
| 10 | -0.207014 | -1.4192 | 0.081217 |
| 11 | -0.446149 | -3.0586 | 0.001832 |
| 12 | -0.500137 | -3.4288 | 0.000636 |
| 13 | -0.25116 | -1.7219 | 0.045835 |
| 14 | 0.092264 | 0.6325 | 0.265052 |
| 15 | 0.307949 | 2.1112 | 0.020051 |
| 16 | 0.277607 | 1.9032 | 0.031576 |
| 17 | 0.133357 | 0.9142 | 0.182627 |
| 18 | -0.059635 | -0.4088 | 0.342258 |
| 19 | -0.226463 | -1.5526 | 0.063619 |
| 20 | -0.212526 | -1.457 | 0.075882 |
| 21 | -0.125656 | -0.8615 | 0.196682 |
| 22 | 0.037296 | 0.2557 | 0.399654 |
| 23 | 0.174106 | 1.1936 | 0.11931 |
| 24 | 0.206156 | 1.4133 | 0.082073 |
| 25 | 0.12847 | 0.8807 | 0.191468 |
| 26 | 0.005903 | 0.0405 | 0.483945 |
| 27 | -0.155503 | -1.0661 | 0.145918 |
| 28 | -0.185372 | -1.2708 | 0.105018 |
| 29 | -0.134003 | -0.9187 | 0.181476 |
| 30 | -0.053294 | -0.3654 | 0.358239 |
| 31 | 0.090481 | 0.6203 | 0.269027 |
| 32 | 0.156943 | 1.0759 | 0.143722 |
| 33 | 0.130677 | 0.8959 | 0.187442 |
| 34 | 0.032455 | 0.2225 | 0.412444 |
| 35 | -0.058755 | -0.4028 | 0.34446 |
| 36 | -0.081589 | -0.5593 | 0.28929 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.614068 | 4.2098 | 5.7e-05 |
| 2 | -0.622202 | -4.2656 | 4.8e-05 |
| 3 | -0.331202 | -2.2706 | 0.013898 |
| 4 | -0.087786 | -0.6018 | 0.275089 |
| 5 | 0.149576 | 1.0254 | 0.155202 |
| 6 | 0.031249 | 0.2142 | 0.415646 |
| 7 | 0.025263 | 0.1732 | 0.431622 |
| 8 | 0.056376 | 0.3865 | 0.350437 |
| 9 | 0.007747 | 0.0531 | 0.478934 |
| 10 | -0.144839 | -0.993 | 0.162905 |
| 11 | -0.04888 | -0.3351 | 0.369519 |
| 12 | -0.329399 | -2.2582 | 0.014307 |
| 13 | 0.058931 | 0.404 | 0.34402 |
| 14 | -0.126481 | -0.8671 | 0.195145 |
| 15 | -0.122246 | -0.8381 | 0.203114 |
| 16 | -0.201806 | -1.3835 | 0.086522 |
| 17 | 0.260958 | 1.789 | 0.040027 |
| 18 | -0.009736 | -0.0667 | 0.473532 |
| 19 | -0.161941 | -1.1102 | 0.136278 |
| 20 | 0.081187 | 0.5566 | 0.290225 |
| 21 | -0.07692 | -0.5273 | 0.300221 |
| 22 | -0.057437 | -0.3938 | 0.347766 |
| 23 | -0.037841 | -0.2594 | 0.39822 |
| 24 | -0.133531 | -0.9154 | 0.182316 |
| 25 | -0.044555 | -0.3055 | 0.380685 |
| 26 | 0.026071 | 0.1787 | 0.429459 |
| 27 | -0.17898 | -1.227 | 0.112962 |
| 28 | -0.04173 | -0.2861 | 0.388035 |
| 29 | -0.075897 | -0.5203 | 0.30264 |
| 30 | -0.041459 | -0.2842 | 0.388741 |
| 31 | -0.077689 | -0.5326 | 0.298406 |
| 32 | -0.061449 | -0.4213 | 0.337737 |
| 33 | -0.089243 | -0.6118 | 0.271804 |
| 34 | -0.033004 | -0.2263 | 0.410989 |
| 35 | -0.000805 | -0.0055 | 0.497811 |
| 36 | 0.100981 | 0.6923 | 0.24608 |
