| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.508867 | 3.5255 | 0.00047 |
| 2 | -0.126722 | -0.878 | 0.192172 |
| 3 | -0.596995 | -4.1361 | 7.1e-05 |
| 4 | -0.605083 | -4.1921 | 5.9e-05 |
| 5 | -0.253923 | -1.7592 | 0.042456 |
| 6 | 0.112001 | 0.776 | 0.220789 |
| 7 | 0.316539 | 2.193 | 0.016591 |
| 8 | 0.310416 | 2.1506 | 0.018285 |
| 9 | 0.186643 | 1.2931 | 0.101082 |
| 10 | 0.014299 | 0.0991 | 0.460749 |
| 11 | -0.181122 | -1.2549 | 0.107804 |
| 12 | -0.255618 | -1.771 | 0.041457 |
| 13 | -0.130688 | -0.9054 | 0.184879 |
| 14 | 0.04372 | 0.3029 | 0.381637 |
| 15 | 0.139426 | 0.966 | 0.16945 |
| 16 | 0.11068 | 0.7668 | 0.223474 |
| 17 | -0.019895 | -0.1378 | 0.445473 |
| 18 | -0.045618 | -0.316 | 0.376668 |
| 19 | -0.076178 | -0.5278 | 0.300044 |
| 20 | 0.033133 | 0.2295 | 0.409709 |
| 21 | 0.069686 | 0.4828 | 0.315716 |
| 22 | -0.019069 | -0.1321 | 0.447724 |
| 23 | -0.057942 | -0.4014 | 0.344941 |
| 24 | -0.105835 | -0.7332 | 0.233488 |
| 25 | 0.017987 | 0.1246 | 0.450675 |
| 26 | 0.09762 | 0.6763 | 0.251039 |
| 27 | 0.095931 | 0.6646 | 0.254735 |
| 28 | -0.019881 | -0.1377 | 0.44551 |
| 29 | -0.118562 | -0.8214 | 0.207733 |
| 30 | -0.093496 | -0.6478 | 0.260112 |
| 31 | 0.045239 | 0.3134 | 0.377658 |
| 32 | 0.105725 | 0.7325 | 0.233716 |
| 33 | 0.07698 | 0.5333 | 0.298133 |
| 34 | 0.034831 | 0.2413 | 0.405169 |
| 35 | -0.008426 | -0.0584 | 0.476846 |
| 36 | -0.072139 | -0.4998 | 0.309751 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.508867 | 3.5255 | 0.00047 |
| 2 | -0.52043 | -3.6056 | 0.00037 |
| 3 | -0.433284 | -3.0019 | 0.002125 |
| 4 | -0.184082 | -1.2754 | 0.10416 |
| 5 | -0.117533 | -0.8143 | 0.20975 |
| 6 | -0.242063 | -1.6771 | 0.050016 |
| 7 | -0.166095 | -1.1507 | 0.12777 |
| 8 | -0.078339 | -0.5427 | 0.294907 |
| 9 | -0.001321 | -0.0092 | 0.496369 |
| 10 | -0.022159 | -0.1535 | 0.439316 |
| 11 | -0.144266 | -0.9995 | 0.161282 |
| 12 | -0.049889 | -0.3456 | 0.365561 |
| 13 | 0.122194 | 0.8466 | 0.200714 |
| 14 | -0.002947 | -0.0204 | 0.491899 |
| 15 | -0.081759 | -0.5664 | 0.286865 |
| 16 | -0.021343 | -0.1479 | 0.441532 |
| 17 | -0.09015 | -0.6246 | 0.267603 |
| 18 | 0.061035 | 0.4229 | 0.337143 |
| 19 | -0.190319 | -1.3186 | 0.096785 |
| 20 | 0.095617 | 0.6625 | 0.255425 |
| 21 | -0.008347 | -0.0578 | 0.477062 |
| 22 | -0.210171 | -1.4561 | 0.075936 |
| 23 | -0.0251 | -0.1739 | 0.431339 |
| 24 | -0.155469 | -1.0771 | 0.143405 |
| 25 | 0.1107 | 0.767 | 0.223433 |
| 26 | -0.087282 | -0.6047 | 0.274111 |
| 27 | -0.110656 | -0.7667 | 0.223522 |
| 28 | -0.169526 | -1.1745 | 0.122992 |
| 29 | -0.08195 | -0.5678 | 0.286421 |
| 30 | -0.070968 | -0.4917 | 0.312593 |
| 31 | -0.021293 | -0.1475 | 0.441668 |
| 32 | -0.113246 | -0.7846 | 0.218274 |
| 33 | -0.080138 | -0.5552 | 0.290664 |
| 34 | 0.05687 | 0.394 | 0.347661 |
| 35 | 0.022668 | 0.157 | 0.437933 |
| 36 | -0.199227 | -1.3803 | 0.086947 |
