| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.543306 | 4.7675 | 4e-06 |
| 2 | -0.124608 | -1.0934 | 0.138807 |
| 3 | -0.598285 | -5.2499 | 1e-06 |
| 4 | -0.595795 | -5.2281 | 1e-06 |
| 5 | -0.2038 | -1.7883 | 0.038827 |
| 6 | 0.23212 | 2.0368 | 0.022552 |
| 7 | 0.462861 | 4.0616 | 5.8e-05 |
| 8 | 0.367526 | 3.225 | 0.000925 |
| 9 | 0.079222 | 0.6952 | 0.244521 |
| 10 | -0.156451 | -1.3729 | 0.086891 |
| 11 | -0.258922 | -2.272 | 0.012938 |
| 12 | -0.257495 | -2.2595 | 0.01334 |
| 13 | -0.057232 | -0.5022 | 0.308477 |
| 14 | 0.146583 | 1.2863 | 0.101103 |
| 15 | 0.206159 | 1.809 | 0.037174 |
| 16 | 0.088735 | 0.7786 | 0.219288 |
| 17 | -0.062672 | -0.5499 | 0.291975 |
| 18 | -0.122328 | -1.0734 | 0.143217 |
| 19 | -0.119775 | -1.051 | 0.148268 |
| 20 | 0.040226 | 0.353 | 0.362533 |
| 21 | 0.152576 | 1.3388 | 0.09228 |
| 22 | 0.063378 | 0.5561 | 0.289865 |
| 23 | -0.080782 | -0.7089 | 0.240275 |
| 24 | -0.182222 | -1.599 | 0.056959 |
| 25 | -0.064989 | -0.5703 | 0.285076 |
| 26 | 0.070624 | 0.6197 | 0.268636 |
| 27 | 0.100023 | 0.8777 | 0.191419 |
| 28 | 0.008541 | 0.075 | 0.470224 |
| 29 | -0.102556 | -0.8999 | 0.185483 |
| 30 | -0.142945 | -1.2543 | 0.106757 |
| 31 | 0.031597 | 0.2773 | 0.391159 |
| 32 | 0.164688 | 1.4451 | 0.076239 |
| 33 | 0.167146 | 1.4667 | 0.073265 |
| 34 | 0.036528 | 0.3205 | 0.374715 |
| 35 | -0.161277 | -1.4152 | 0.080521 |
| 36 | -0.238249 | -2.0906 | 0.01993 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.543306 | 4.7675 | 4e-06 |
| 2 | -0.5956 | -5.2264 | 1e-06 |
| 3 | -0.366473 | -3.2158 | 0.000951 |
| 4 | -0.109859 | -0.964 | 0.169029 |
| 5 | -0.007632 | -0.067 | 0.473388 |
| 6 | -0.041569 | -0.3648 | 0.358143 |
| 7 | 0.069924 | 0.6136 | 0.27065 |
| 8 | 0.038446 | 0.3374 | 0.368379 |
| 9 | 0.064275 | 0.564 | 0.287192 |
| 10 | 0.14985 | 1.3149 | 0.096218 |
| 11 | 0.010788 | 0.0947 | 0.462414 |
| 12 | -0.156004 | -1.3689 | 0.087501 |
| 13 | 0.177223 | 1.5551 | 0.062008 |
| 14 | 0.006149 | 0.054 | 0.478555 |
| 15 | -0.1375 | -1.2066 | 0.115648 |
| 16 | -0.117305 | -1.0293 | 0.15327 |
| 17 | 0.016763 | 0.1471 | 0.441721 |
| 18 | -0.001572 | -0.0138 | 0.494514 |
| 19 | -0.114652 | -1.0061 | 0.158767 |
| 20 | 0.215994 | 1.8953 | 0.0309 |
| 21 | 0.005871 | 0.0515 | 0.479523 |
| 22 | -0.193723 | -1.6999 | 0.046592 |
| 23 | 0.090911 | 0.7977 | 0.213737 |
| 24 | -0.08035 | -0.7051 | 0.241448 |
| 25 | 0.129163 | 1.1334 | 0.130281 |
| 26 | -0.066701 | -0.5853 | 0.280028 |
| 27 | -0.167857 | -1.4729 | 0.072422 |
| 28 | -0.195131 | -1.7123 | 0.045436 |
| 29 | 0.036943 | 0.3242 | 0.373343 |
| 30 | -0.036892 | -0.3237 | 0.373511 |
| 31 | 0.129609 | 1.1373 | 0.129467 |
| 32 | 0.026068 | 0.2287 | 0.409838 |
| 33 | 0.103032 | 0.9041 | 0.18438 |
| 34 | 0.018795 | 0.1649 | 0.434716 |
| 35 | -0.093552 | -0.8209 | 0.207115 |
| 36 | -0.073155 | -0.6419 | 0.261411 |
