| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.513864 | 3.5602 | 0.000424 |
| 2 | 0.564631 | 3.9119 | 0.000144 |
| 3 | 0.306455 | 2.1232 | 0.019461 |
| 4 | 0.214727 | 1.4877 | 0.071689 |
| 5 | 0.120754 | 0.8366 | 0.203479 |
| 6 | 0.124994 | 0.866 | 0.195403 |
| 7 | 0.032542 | 0.2255 | 0.411291 |
| 8 | 0.018202 | 0.1261 | 0.450087 |
| 9 | -0.113214 | -0.7844 | 0.218338 |
| 10 | -0.170398 | -1.1806 | 0.121799 |
| 11 | -0.241615 | -1.674 | 0.050322 |
| 12 | -0.373026 | -2.5844 | 0.006426 |
| 13 | -0.290842 | -2.015 | 0.024761 |
| 14 | -0.228984 | -1.5864 | 0.059602 |
| 15 | -0.11154 | -0.7728 | 0.221723 |
| 16 | -0.062324 | -0.4318 | 0.333913 |
| 17 | -0.017261 | -0.1196 | 0.452655 |
| 18 | -0.024176 | -0.1675 | 0.433841 |
| 19 | -0.023279 | -0.1613 | 0.436273 |
| 20 | -0.001146 | -0.0079 | 0.496848 |
| 21 | 0.121098 | 0.839 | 0.202816 |
| 22 | 0.027276 | 0.189 | 0.425456 |
| 23 | 0.253674 | 1.7575 | 0.042604 |
| 24 | 0.170602 | 1.182 | 0.121521 |
| 25 | 0.268147 | 1.8578 | 0.03467 |
| 26 | 0.200028 | 1.3858 | 0.086101 |
| 27 | 0.152287 | 1.0551 | 0.148336 |
| 28 | -0.017387 | -0.1205 | 0.45231 |
| 29 | 0.014122 | 0.0978 | 0.461233 |
| 30 | -0.091645 | -0.6349 | 0.264243 |
| 31 | -0.052339 | -0.3626 | 0.359242 |
| 32 | -0.099314 | -0.6881 | 0.247362 |
| 33 | -0.144055 | -0.998 | 0.161631 |
| 34 | -0.156176 | -1.082 | 0.142325 |
| 35 | -0.232259 | -1.6091 | 0.057073 |
| 36 | -0.237222 | -1.6435 | 0.053405 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.513864 | 3.5602 | 0.000424 |
| 2 | 0.408422 | 2.8296 | 0.003392 |
| 3 | -0.122411 | -0.8481 | 0.200299 |
| 4 | -0.136541 | -0.946 | 0.174447 |
| 5 | 0.008619 | 0.0597 | 0.476315 |
| 6 | 0.124145 | 0.8601 | 0.197004 |
| 7 | -0.07045 | -0.4881 | 0.313852 |
| 8 | -0.0899 | -0.6228 | 0.268167 |
| 9 | -0.155709 | -1.0788 | 0.143038 |
| 10 | -0.106914 | -0.7407 | 0.231235 |
| 11 | -0.047831 | -0.3314 | 0.370898 |
| 12 | -0.238339 | -1.6513 | 0.052607 |
| 13 | 0.040735 | 0.2822 | 0.389493 |
| 14 | 0.218179 | 1.5116 | 0.068597 |
| 15 | 0.14782 | 1.0241 | 0.155455 |
| 16 | -0.066587 | -0.4613 | 0.323324 |
| 17 | -0.069567 | -0.482 | 0.316007 |
| 18 | 0.038432 | 0.2663 | 0.395589 |
| 19 | 0.003911 | 0.0271 | 0.489248 |
| 20 | -0.011492 | -0.0796 | 0.468435 |
| 21 | 0.128822 | 0.8925 | 0.188288 |
| 22 | -0.19297 | -1.3369 | 0.093772 |
| 23 | 0.207406 | 1.437 | 0.078609 |
| 24 | 0.033061 | 0.2291 | 0.409901 |
| 25 | 0.005909 | 0.0409 | 0.483756 |
| 26 | 0.031582 | 0.2188 | 0.413865 |
| 27 | -0.022292 | -0.1544 | 0.438955 |
| 28 | -0.232758 | -1.6126 | 0.056694 |
| 29 | -0.008303 | -0.0575 | 0.477182 |
| 30 | 0.04325 | 0.2996 | 0.382871 |
| 31 | -0.098711 | -0.6839 | 0.248667 |
| 32 | -0.041571 | -0.288 | 0.387288 |
| 33 | 0.01837 | 0.1273 | 0.44963 |
| 34 | -0.040358 | -0.2796 | 0.390489 |
| 35 | -0.008918 | -0.0618 | 0.475495 |
| 36 | 0.009458 | 0.0655 | 0.474013 |
