| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.531832 | 3.1464 | 0.001684 |
| 2 | -0.082924 | -0.4906 | 0.313392 |
| 3 | -0.415977 | -2.461 | 0.009467 |
| 4 | -0.483178 | -2.8585 | 0.003562 |
| 5 | -0.267771 | -1.5842 | 0.061077 |
| 6 | 0.031121 | 0.1841 | 0.427494 |
| 7 | 0.329861 | 1.9515 | 0.029519 |
| 8 | 0.351881 | 2.0818 | 0.022372 |
| 9 | 0.087517 | 0.5178 | 0.303942 |
| 10 | -0.088984 | -0.5264 | 0.300953 |
| 11 | -0.25069 | -1.4831 | 0.073498 |
| 12 | -0.317288 | -1.8771 | 0.03443 |
| 13 | -0.144604 | -0.8555 | 0.19905 |
| 14 | 0.08907 | 0.5269 | 0.300778 |
| 15 | 0.173891 | 1.0288 | 0.155326 |
| 16 | 0.098085 | 0.5803 | 0.282722 |
| 17 | 0.008087 | 0.0478 | 0.481055 |
| 18 | -0.037375 | -0.2211 | 0.413145 |
| 19 | -0.106237 | -0.6285 | 0.266876 |
| 20 | -0.038324 | -0.2267 | 0.410978 |
| 21 | 0.059179 | 0.3501 | 0.364179 |
| 22 | 0.027605 | 0.1633 | 0.435605 |
| 23 | -0.032199 | -0.1905 | 0.425012 |
| 24 | -0.073434 | -0.4344 | 0.333317 |
| 25 | -0.011107 | -0.0657 | 0.473992 |
| 26 | -0.005845 | -0.0346 | 0.486307 |
| 27 | -0.044061 | -0.2607 | 0.397939 |
| 28 | -0.035779 | -0.2117 | 0.416796 |
| 29 | -0.022365 | -0.1323 | 0.447748 |
| 30 | 0.032415 | 0.1918 | 0.424516 |
| 31 | 0.07874 | 0.4658 | 0.322112 |
| 32 | 0.062263 | 0.3684 | 0.357415 |
| 33 | 0.013479 | 0.0797 | 0.468448 |
| 34 | -0.016887 | -0.0999 | 0.460496 |
| 35 | NA | NA | NA |
| 36 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.531832 | 3.1464 | 0.001684 |
| 2 | -0.510028 | -3.0174 | 0.002365 |
| 3 | -0.147253 | -0.8712 | 0.194802 |
| 4 | -0.259161 | -1.5332 | 0.067107 |
| 5 | 0.003292 | 0.0195 | 0.492285 |
| 6 | -0.057589 | -0.3407 | 0.367682 |
| 7 | 0.223406 | 1.3217 | 0.097423 |
| 8 | -0.110745 | -0.6552 | 0.258319 |
| 9 | -0.066046 | -0.3907 | 0.349182 |
| 10 | 0.130722 | 0.7734 | 0.22225 |
| 11 | -0.21191 | -1.2537 | 0.109135 |
| 12 | -0.083434 | -0.4936 | 0.312336 |
| 13 | 0.041665 | 0.2465 | 0.403369 |
| 14 | -0.033655 | -0.1991 | 0.421667 |
| 15 | -0.182263 | -1.0783 | 0.144142 |
| 16 | -0.000125 | -7e-04 | 0.499706 |
| 17 | -0.032995 | -0.1952 | 0.423181 |
| 18 | -0.027329 | -0.1617 | 0.436245 |
| 19 | -0.024017 | -0.1421 | 0.443913 |
| 20 | 0.129663 | 0.7671 | 0.224085 |
| 21 | -0.117534 | -0.6953 | 0.245717 |
| 22 | -0.063542 | -0.3759 | 0.354623 |
| 23 | -0.012389 | -0.0733 | 0.470994 |
| 24 | -0.126983 | -0.7512 | 0.228764 |
| 25 | 0.078238 | 0.4629 | 0.323165 |
| 26 | -0.146532 | -0.8669 | 0.195952 |
| 27 | -0.095652 | -0.5659 | 0.287541 |
| 28 | -0.185452 | -1.0972 | 0.140034 |
| 29 | 0.080541 | 0.4765 | 0.318344 |
| 30 | -0.032069 | -0.1897 | 0.42531 |
| 31 | -0.012524 | -0.0741 | 0.470679 |
| 32 | -0.009051 | -0.0535 | 0.4788 |
| 33 | -0.043441 | -0.257 | 0.399341 |
| 34 | 0.041717 | 0.2468 | 0.403253 |
| 35 | NA | NA | NA |
| 36 | NA | NA | NA |
