| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.596882 | 4.1353 | 7.1e-05 |
| 2 | -0.055841 | -0.3869 | 0.350278 |
| 3 | -0.537282 | -3.7224 | 0.000259 |
| 4 | -0.541864 | -3.7541 | 0.000235 |
| 5 | -0.212783 | -1.4742 | 0.073477 |
| 6 | 0.170491 | 1.1812 | 0.121673 |
| 7 | 0.322554 | 2.2347 | 0.015063 |
| 8 | 0.278217 | 1.9275 | 0.02992 |
| 9 | 0.103343 | 0.716 | 0.238737 |
| 10 | -0.067576 | -0.4682 | 0.320886 |
| 11 | -0.175204 | -1.2139 | 0.115372 |
| 12 | -0.217761 | -1.5087 | 0.068966 |
| 13 | -0.151932 | -1.0526 | 0.148894 |
| 14 | -0.001253 | -0.0087 | 0.496556 |
| 15 | 0.067346 | 0.4666 | 0.321454 |
| 16 | 0.076213 | 0.528 | 0.299959 |
| 17 | 0.053039 | 0.3675 | 0.357443 |
| 18 | -0.019778 | -0.137 | 0.44579 |
| 19 | -0.088838 | -0.6155 | 0.270569 |
| 20 | -0.104299 | -0.7226 | 0.236716 |
| 21 | -0.04915 | -0.3405 | 0.367476 |
| 22 | 0.018064 | 0.1252 | 0.450462 |
| 23 | 0.085872 | 0.5949 | 0.27734 |
| 24 | 0.122627 | 0.8496 | 0.199888 |
| 25 | 0.094113 | 0.652 | 0.258746 |
| 26 | 0.008834 | 0.0612 | 0.475724 |
| 27 | -0.118572 | -0.8215 | 0.207714 |
| 28 | -0.186841 | -1.2945 | 0.100848 |
| 29 | -0.160766 | -1.1138 | 0.135451 |
| 30 | -0.029272 | -0.2028 | 0.420073 |
| 31 | 0.145932 | 1.011 | 0.158532 |
| 32 | 0.246176 | 1.7056 | 0.047277 |
| 33 | 0.168414 | 1.1668 | 0.124527 |
| 34 | -0.045425 | -0.3147 | 0.377173 |
| 35 | -0.259065 | -1.7949 | 0.039487 |
| 36 | -0.31784 | -2.2021 | 0.016249 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.596882 | 4.1353 | 7.1e-05 |
| 2 | -0.640187 | -4.4353 | 2.7e-05 |
| 3 | -0.264535 | -1.8328 | 0.036523 |
| 4 | 0.084209 | 0.5834 | 0.281172 |
| 5 | -0.052465 | -0.3635 | 0.358918 |
| 6 | -0.000928 | -0.0064 | 0.497448 |
| 7 | -0.063475 | -0.4398 | 0.33104 |
| 8 | 0.160784 | 1.1139 | 0.135425 |
| 9 | 0.021507 | 0.149 | 0.441086 |
| 10 | -0.015689 | -0.1087 | 0.456948 |
| 11 | -0.020632 | -0.1429 | 0.443468 |
| 12 | -0.125813 | -0.8717 | 0.193867 |
| 13 | 0.038404 | 0.2661 | 0.395663 |
| 14 | 0.004357 | 0.0302 | 0.488022 |
| 15 | -0.250879 | -1.7381 | 0.044299 |
| 16 | 0.036979 | 0.2562 | 0.399447 |
| 17 | 0.067078 | 0.4647 | 0.322113 |
| 18 | -0.177632 | -1.2307 | 0.112221 |
| 19 | -0.067492 | -0.4676 | 0.321093 |
| 20 | 0.03251 | 0.2252 | 0.411376 |
| 21 | 0.059044 | 0.4091 | 0.342154 |
| 22 | -0.116133 | -0.8046 | 0.212512 |
| 23 | 0.082123 | 0.569 | 0.286018 |
| 24 | 0.128384 | 0.8895 | 0.189092 |
| 25 | -0.070066 | -0.4854 | 0.314789 |
| 26 | 0.040625 | 0.2815 | 0.389785 |
| 27 | -0.154471 | -1.0702 | 0.14494 |
| 28 | -0.076029 | -0.5267 | 0.300398 |
| 29 | -0.000679 | -0.0047 | 0.498134 |
| 30 | -0.058266 | -0.4037 | 0.34412 |
| 31 | -0.005852 | -0.0405 | 0.483915 |
| 32 | 0.043475 | 0.3012 | 0.382281 |
| 33 | 0.002642 | 0.0183 | 0.492736 |
| 34 | -0.153261 | -1.0618 | 0.146815 |
| 35 | -0.130923 | -0.9071 | 0.184453 |
| 36 | 0.066656 | 0.4618 | 0.323153 |
