| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.371262 | 2.8758 | 0.002786 |
| 2 | 0.172842 | 1.3388 | 0.092838 |
| 3 | 0.00351 | 0.0272 | 0.4892 |
| 4 | -0.144125 | -1.1164 | 0.134353 |
| 5 | -0.259602 | -2.0109 | 0.02442 |
| 6 | -0.540785 | -4.1889 | 4.7e-05 |
| 7 | -0.324671 | -2.5149 | 0.007302 |
| 8 | -0.206419 | -1.5989 | 0.057546 |
| 9 | -0.06975 | -0.5403 | 0.295501 |
| 10 | 0.071004 | 0.55 | 0.292181 |
| 11 | 0.249343 | 1.9314 | 0.029081 |
| 12 | 0.745149 | 5.7719 | 0 |
| 13 | 0.275961 | 2.1376 | 0.018317 |
| 14 | 0.120266 | 0.9316 | 0.177645 |
| 15 | -0.003271 | -0.0253 | 0.489935 |
| 16 | -0.109712 | -0.8498 | 0.199399 |
| 17 | -0.207962 | -1.6109 | 0.056229 |
| 18 | -0.445061 | -3.4474 | 0.00052 |
| 19 | -0.274795 | -2.1286 | 0.018703 |
| 20 | -0.179854 | -1.3931 | 0.084358 |
| 21 | -0.079076 | -0.6125 | 0.271253 |
| 22 | 0.023527 | 0.1822 | 0.428004 |
| 23 | 0.171465 | 1.3282 | 0.094578 |
| 24 | 0.536124 | 4.1528 | 5.3e-05 |
| 25 | 0.240696 | 1.8644 | 0.033578 |
| 26 | 0.105921 | 0.8205 | 0.207601 |
| 27 | 0.032684 | 0.2532 | 0.400502 |
| 28 | -0.068795 | -0.5329 | 0.298042 |
| 29 | -0.113166 | -0.8766 | 0.192105 |
| 30 | -0.309786 | -2.3996 | 0.009768 |
| 31 | -0.206965 | -1.6031 | 0.057078 |
| 32 | -0.151961 | -1.1771 | 0.121904 |
| 33 | -0.094926 | -0.7353 | 0.232512 |
| 34 | -0.01637 | -0.1268 | 0.449761 |
| 35 | 0.065554 | 0.5078 | 0.306736 |
| 36 | 0.304695 | 2.3602 | 0.010768 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.371262 | 2.8758 | 0.002786 |
| 2 | 0.040603 | 0.3145 | 0.377112 |
| 3 | -0.08496 | -0.6581 | 0.256497 |
| 4 | -0.147559 | -1.143 | 0.128792 |
| 5 | -0.178923 | -1.3859 | 0.085449 |
| 6 | -0.451546 | -3.4977 | 0.000445 |
| 7 | -0.023642 | -0.1831 | 0.427657 |
| 8 | -0.063336 | -0.4906 | 0.31275 |
| 9 | -0.044084 | -0.3415 | 0.36697 |
| 10 | -0.009714 | -0.0752 | 0.470137 |
| 11 | 0.121617 | 0.942 | 0.174974 |
| 12 | 0.624616 | 4.8383 | 5e-06 |
| 13 | -0.352364 | -2.7294 | 0.004157 |
| 14 | -0.155168 | -1.2019 | 0.117057 |
| 15 | -0.018512 | -0.1434 | 0.443231 |
| 16 | 0.00402 | 0.0311 | 0.487631 |
| 17 | -0.035742 | -0.2769 | 0.391422 |
| 18 | 0.132813 | 1.0288 | 0.153859 |
| 19 | 0.029069 | 0.2252 | 0.411307 |
| 20 | -0.064475 | -0.4994 | 0.309655 |
| 21 | -0.066776 | -0.5172 | 0.303444 |
| 22 | -0.028544 | -0.2211 | 0.412883 |
| 23 | -0.040937 | -0.3171 | 0.376136 |
| 24 | -0.076384 | -0.5917 | 0.278149 |
| 25 | 0.161728 | 1.2527 | 0.10758 |
| 26 | 0.003287 | 0.0255 | 0.489886 |
| 27 | 0.012864 | 0.0996 | 0.460478 |
| 28 | -0.078651 | -0.6092 | 0.272338 |
| 29 | 0.113287 | 0.8775 | 0.191854 |
| 30 | -0.017693 | -0.1371 | 0.445725 |
| 31 | -0.033884 | -0.2625 | 0.396933 |
| 32 | -0.024536 | -0.1901 | 0.424953 |
| 33 | 0.004225 | 0.0327 | 0.487001 |
| 34 | -0.036313 | -0.2813 | 0.389731 |
| 35 | -0.102167 | -0.7914 | 0.21592 |
| 36 | -0.100616 | -0.7794 | 0.219412 |
