| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.447065 | 3.4629 | 0.000496 |
| 2 | -0.232195 | -1.7986 | 0.038558 |
| 3 | -0.602357 | -4.6658 | 9e-06 |
| 4 | -0.436713 | -3.3828 | 0.000634 |
| 5 | 0.04054 | 0.314 | 0.377297 |
| 6 | 0.326571 | 2.5296 | 0.007032 |
| 7 | 0.220795 | 1.7103 | 0.046191 |
| 8 | -0.055697 | -0.4314 | 0.333853 |
| 9 | -0.213856 | -1.6565 | 0.051418 |
| 10 | -0.150241 | -1.1638 | 0.124565 |
| 11 | 0.086969 | 0.6737 | 0.251558 |
| 12 | 0.343131 | 2.6579 | 0.005032 |
| 13 | 0.081391 | 0.6305 | 0.265397 |
| 14 | -0.143356 | -1.1104 | 0.135621 |
| 15 | -0.232417 | -1.8003 | 0.038421 |
| 16 | -0.118746 | -0.9198 | 0.180679 |
| 17 | 0.094121 | 0.7291 | 0.234402 |
| 18 | 0.154266 | 1.1949 | 0.118407 |
| 19 | 0.037209 | 0.2882 | 0.387085 |
| 20 | -0.147394 | -1.1417 | 0.129056 |
| 21 | -0.189459 | -1.4675 | 0.073725 |
| 22 | -0.074555 | -0.5775 | 0.28288 |
| 23 | 0.132785 | 1.0286 | 0.15391 |
| 24 | 0.301763 | 2.3374 | 0.011385 |
| 25 | 0.101495 | 0.7862 | 0.217429 |
| 26 | -0.125627 | -0.9731 | 0.167204 |
| 27 | -0.201489 | -1.5607 | 0.061924 |
| 28 | -0.117047 | -0.9066 | 0.184111 |
| 29 | 0.061384 | 0.4755 | 0.318086 |
| 30 | 0.133495 | 1.034 | 0.152632 |
| 31 | 0.074759 | 0.5791 | 0.28235 |
| 32 | -0.05577 | -0.432 | 0.333649 |
| 33 | -0.102174 | -0.7914 | 0.215904 |
| 34 | -0.071852 | -0.5566 | 0.289949 |
| 35 | 0.030538 | 0.2365 | 0.406906 |
| 36 | 0.12964 | 1.0042 | 0.15966 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.447065 | 3.4629 | 0.000496 |
| 2 | -0.539987 | -4.1827 | 4.8e-05 |
| 3 | -0.354761 | -2.748 | 0.003954 |
| 4 | -0.095797 | -0.742 | 0.230479 |
| 5 | 0.038707 | 0.2998 | 0.382674 |
| 6 | -0.101699 | -0.7878 | 0.21697 |
| 7 | -0.172424 | -1.3356 | 0.093363 |
| 8 | -0.080842 | -0.6262 | 0.266779 |
| 9 | -0.043902 | -0.3401 | 0.367499 |
| 10 | -0.080288 | -0.6219 | 0.268179 |
| 11 | 0.047173 | 0.3654 | 0.358048 |
| 12 | 0.282298 | 2.1867 | 0.016339 |
| 13 | -0.393373 | -3.0471 | 0.001716 |
| 14 | 0.196968 | 1.5257 | 0.066169 |
| 15 | 0.069917 | 0.5416 | 0.295059 |
| 16 | -0.072305 | -0.5601 | 0.288756 |
| 17 | -0.057555 | -0.4458 | 0.328666 |
| 18 | 0.005853 | 0.0453 | 0.481993 |
| 19 | -0.024893 | -0.1928 | 0.423877 |
| 20 | -0.264264 | -2.047 | 0.022524 |
| 21 | -0.061582 | -0.477 | 0.317544 |
| 22 | -0.000561 | -0.0043 | 0.498275 |
| 23 | -0.071457 | -0.5535 | 0.290988 |
| 24 | -0.057781 | -0.4476 | 0.328037 |
| 25 | 0.034555 | 0.2677 | 0.394938 |
| 26 | -0.089847 | -0.6959 | 0.244574 |
| 27 | 0.052157 | 0.404 | 0.343823 |
| 28 | -0.031807 | -0.2464 | 0.403117 |
| 29 | -0.004756 | -0.0368 | 0.485368 |
| 30 | -0.003532 | -0.0274 | 0.489131 |
| 31 | -0.012398 | -0.096 | 0.461907 |
| 32 | 0.007791 | 0.0604 | 0.476038 |
| 33 | -0.064667 | -0.5009 | 0.309135 |
| 34 | -0.042121 | -0.3263 | 0.372678 |
| 35 | -0.036383 | -0.2818 | 0.389526 |
| 36 | -0.10601 | -0.8211 | 0.207407 |
