| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.514958 | 3.9888 | 9.1e-05 |
| 2 | 0.343228 | 2.6586 | 0.005022 |
| 3 | 0.474104 | 3.6724 | 0.000257 |
| 4 | 0.462995 | 3.5863 | 0.000337 |
| 5 | 0.445392 | 3.45 | 0.000516 |
| 6 | 0.608965 | 4.717 | 7e-06 |
| 7 | 0.37029 | 2.8683 | 0.002844 |
| 8 | 0.38359 | 2.9713 | 0.002131 |
| 9 | 0.329161 | 2.5497 | 0.006678 |
| 10 | 0.134601 | 1.0426 | 0.150656 |
| 11 | 0.306419 | 2.3735 | 0.01042 |
| 12 | 0.549114 | 4.2534 | 3.7e-05 |
| 13 | 0.182431 | 1.4131 | 0.081396 |
| 14 | 0.096017 | 0.7437 | 0.229968 |
| 15 | 0.123377 | 0.9557 | 0.171535 |
| 16 | 0.077896 | 0.6034 | 0.274266 |
| 17 | 0.155318 | 1.2031 | 0.116835 |
| 18 | 0.212583 | 1.6467 | 0.052428 |
| 19 | 0.033714 | 0.2612 | 0.397435 |
| 20 | 0.062034 | 0.4805 | 0.316306 |
| 21 | -0.019609 | -0.1519 | 0.439891 |
| 22 | -0.198304 | -1.5361 | 0.064891 |
| 23 | -0.009822 | -0.0761 | 0.469804 |
| 24 | 0.122772 | 0.951 | 0.172712 |
| 25 | -0.14404 | -1.1157 | 0.134493 |
| 26 | -0.187193 | -1.45 | 0.076134 |
| 27 | -0.202197 | -1.5662 | 0.06128 |
| 28 | -0.215435 | -1.6687 | 0.050189 |
| 29 | -0.15702 | -1.2163 | 0.114322 |
| 30 | -0.126848 | -0.9826 | 0.164884 |
| 31 | -0.23573 | -1.826 | 0.036417 |
| 32 | -0.180751 | -1.4001 | 0.083318 |
| 33 | -0.293758 | -2.2754 | 0.013232 |
| 34 | -0.356681 | -2.7628 | 0.003798 |
| 35 | -0.223259 | -1.7294 | 0.044444 |
| 36 | -0.135702 | -1.0511 | 0.148704 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.514958 | 3.9888 | 9.1e-05 |
| 2 | 0.106212 | 0.8227 | 0.206964 |
| 3 | 0.35984 | 2.7873 | 0.003554 |
| 4 | 0.154938 | 1.2001 | 0.117401 |
| 5 | 0.192383 | 1.4902 | 0.070706 |
| 6 | 0.397577 | 3.0796 | 0.001563 |
| 7 | -0.190523 | -1.4758 | 0.072615 |
| 8 | 0.207818 | 1.6098 | 0.05635 |
| 9 | -0.323083 | -2.5026 | 0.007535 |
| 10 | -0.369053 | -2.8587 | 0.002921 |
| 11 | 0.183044 | 1.4179 | 0.080703 |
| 12 | 0.202526 | 1.5688 | 0.060982 |
| 13 | -0.188206 | -1.4578 | 0.07505 |
| 14 | -0.063964 | -0.4955 | 0.311043 |
| 15 | -0.192635 | -1.4921 | 0.07045 |
| 16 | 0.024967 | 0.1934 | 0.423652 |
| 17 | 0.039176 | 0.3035 | 0.381297 |
| 18 | -0.029242 | -0.2265 | 0.41079 |
| 19 | 0.115729 | 0.8964 | 0.186802 |
| 20 | -0.103013 | -0.7979 | 0.214028 |
| 21 | 0.021482 | 0.1664 | 0.434201 |
| 22 | -0.168899 | -1.3083 | 0.097883 |
| 23 | -0.073664 | -0.5706 | 0.2852 |
| 24 | 0.032824 | 0.2543 | 0.400086 |
| 25 | -0.193557 | -1.4993 | 0.069522 |
| 26 | 0.047701 | 0.3695 | 0.356531 |
| 27 | -0.081465 | -0.631 | 0.265211 |
| 28 | 0.093224 | 0.7221 | 0.236516 |
| 29 | -0.09758 | -0.7559 | 0.226347 |
| 30 | 0.019834 | 0.1536 | 0.439206 |
| 31 | 0.064732 | 0.5014 | 0.308957 |
| 32 | -0.035064 | -0.2716 | 0.393429 |
| 33 | 0.028697 | 0.2223 | 0.412422 |
| 34 | 0.072705 | 0.5632 | 0.287708 |
| 35 | -0.150251 | -1.1638 | 0.124548 |
| 36 | 0.032761 | 0.2538 | 0.400274 |
