| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.425535 | 3.2962 | 0.000825 |
| 2 | 0.036814 | 0.2852 | 0.38825 |
| 3 | -0.094739 | -0.7338 | 0.232951 |
| 4 | -0.13341 | -1.0334 | 0.152784 |
| 5 | -0.083095 | -0.6437 | 0.261126 |
| 6 | 0.066483 | 0.515 | 0.304231 |
| 7 | -0.133851 | -1.0368 | 0.151993 |
| 8 | -0.183366 | -1.4203 | 0.080342 |
| 9 | -0.180374 | -1.3972 | 0.083755 |
| 10 | -0.09418 | -0.7295 | 0.234262 |
| 11 | 0.288647 | 2.2359 | 0.014547 |
| 12 | 0.74855 | 5.7982 | 0 |
| 13 | 0.327681 | 2.5382 | 0.006878 |
| 14 | 0.002226 | 0.0172 | 0.493152 |
| 15 | -0.088165 | -0.6829 | 0.248643 |
| 16 | -0.134906 | -1.045 | 0.150113 |
| 17 | -0.075145 | -0.5821 | 0.281351 |
| 18 | 0.01662 | 0.1287 | 0.448998 |
| 19 | -0.143521 | -1.1117 | 0.135348 |
| 20 | -0.176753 | -1.3691 | 0.088032 |
| 21 | -0.157279 | -1.2183 | 0.113944 |
| 22 | -0.11425 | -0.885 | 0.189852 |
| 23 | 0.203014 | 1.5725 | 0.060542 |
| 24 | 0.532004 | 4.1209 | 5.9e-05 |
| 25 | 0.214259 | 1.6596 | 0.051103 |
| 26 | -0.013537 | -0.1049 | 0.458419 |
| 27 | -0.087592 | -0.6785 | 0.250036 |
| 28 | -0.116883 | -0.9054 | 0.184446 |
| 29 | -0.081022 | -0.6276 | 0.266326 |
| 30 | -0.02236 | -0.1732 | 0.431539 |
| 31 | -0.15326 | -1.1871 | 0.119924 |
| 32 | -0.172402 | -1.3354 | 0.093392 |
| 33 | -0.167296 | -1.2959 | 0.099992 |
| 34 | -0.124501 | -0.9644 | 0.169362 |
| 35 | 0.100136 | 0.7756 | 0.220502 |
| 36 | 0.356247 | 2.7595 | 0.003833 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.425535 | 3.2962 | 0.000825 |
| 2 | -0.176166 | -1.3646 | 0.088741 |
| 3 | -0.048141 | -0.3729 | 0.35527 |
| 4 | -0.07669 | -0.594 | 0.27736 |
| 5 | -0.000562 | -0.0044 | 0.498271 |
| 6 | 0.110889 | 0.8589 | 0.196896 |
| 7 | -0.297373 | -2.3034 | 0.012368 |
| 8 | -0.007032 | -0.0545 | 0.47837 |
| 9 | -0.122361 | -0.9478 | 0.173515 |
| 10 | 0.016849 | 0.1305 | 0.448299 |
| 11 | 0.402857 | 3.1205 | 0.001388 |
| 12 | 0.615119 | 4.7647 | 6e-06 |
| 13 | -0.31725 | -2.4574 | 0.008451 |
| 14 | -0.143083 | -1.1083 | 0.136074 |
| 15 | 0.052622 | 0.4076 | 0.342505 |
| 16 | -0.055709 | -0.4315 | 0.333819 |
| 17 | -0.069178 | -0.5359 | 0.297021 |
| 18 | -0.083526 | -0.647 | 0.260054 |
| 19 | 0.117164 | 0.9075 | 0.183874 |
| 20 | 0.051005 | 0.3951 | 0.347092 |
| 21 | 0.094341 | 0.7308 | 0.233884 |
| 22 | 0.004751 | 0.0368 | 0.485382 |
| 23 | -0.102008 | -0.7901 | 0.216276 |
| 24 | -0.114898 | -0.89 | 0.188511 |
| 25 | -0.064885 | -0.5026 | 0.308543 |
| 26 | 0.085803 | 0.6646 | 0.254418 |
| 27 | -0.077192 | -0.5979 | 0.276069 |
| 28 | 0.046317 | 0.3588 | 0.360514 |
| 29 | -0.02522 | -0.1954 | 0.422888 |
| 30 | 0.040508 | 0.3138 | 0.377391 |
| 31 | -0.011799 | -0.0914 | 0.463742 |
| 32 | -0.096255 | -0.7456 | 0.229414 |
| 33 | -0.101416 | -0.7856 | 0.217608 |
| 34 | -0.020085 | -0.1556 | 0.438444 |
| 35 | -0.081724 | -0.633 | 0.26456 |
| 36 | 0.028001 | 0.2169 | 0.414513 |
