| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.543907 | 3.7288 | 0.000258 |
| 2 | 0.144496 | 0.9906 | 0.163473 |
| 3 | 0.04708 | 0.3228 | 0.374154 |
| 4 | -0.22122 | -1.5166 | 0.068031 |
| 5 | -0.598246 | -4.1014 | 8.1e-05 |
| 6 | -0.655405 | -4.4932 | 2.3e-05 |
| 7 | -0.473557 | -3.2465 | 0.001079 |
| 8 | -0.181829 | -1.2466 | 0.109369 |
| 9 | 0.048754 | 0.3342 | 0.369842 |
| 10 | 0.177363 | 1.2159 | 0.11504 |
| 11 | 0.462566 | 3.1712 | 0.001337 |
| 12 | 0.668285 | 4.5815 | 1.7e-05 |
| 13 | 0.345788 | 2.3706 | 0.010956 |
| 14 | 0.10709 | 0.7342 | 0.233245 |
| 15 | 0.067688 | 0.464 | 0.322378 |
| 16 | -0.157113 | -1.0771 | 0.143464 |
| 17 | -0.455096 | -3.12 | 0.001544 |
| 18 | -0.457125 | -3.1339 | 0.001485 |
| 19 | -0.29137 | -1.9975 | 0.025787 |
| 20 | -0.109417 | -0.7501 | 0.228459 |
| 21 | -0.008195 | -0.0562 | 0.477717 |
| 22 | 0.085661 | 0.5873 | 0.279918 |
| 23 | 0.316269 | 2.1682 | 0.017619 |
| 24 | 0.404485 | 2.773 | 0.003969 |
| 25 | 0.194874 | 1.336 | 0.093993 |
| 26 | 0.080161 | 0.5496 | 0.292613 |
| 27 | 0.064261 | 0.4406 | 0.330779 |
| 28 | -0.116692 | -0.8 | 0.213868 |
| 29 | -0.29336 | -2.0112 | 0.025031 |
| 30 | -0.233943 | -1.6038 | 0.057725 |
| 31 | -0.17104 | -1.1726 | 0.123435 |
| 32 | -0.097266 | -0.6668 | 0.254072 |
| 33 | -0.011757 | -0.0806 | 0.468049 |
| 34 | 0.061967 | 0.4248 | 0.336452 |
| 35 | 0.166129 | 1.1389 | 0.130254 |
| 36 | 0.190972 | 1.3092 | 0.09841 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.543907 | 3.7288 | 0.000258 |
| 2 | -0.214918 | -1.4734 | 0.073654 |
| 3 | 0.101977 | 0.6991 | 0.243962 |
| 4 | -0.403271 | -2.7647 | 0.004057 |
| 5 | -0.457526 | -3.1366 | 0.001473 |
| 6 | -0.300321 | -2.0589 | 0.022535 |
| 7 | -0.219306 | -1.5035 | 0.069702 |
| 8 | 0.147843 | 1.0136 | 0.157991 |
| 9 | 0.010527 | 0.0722 | 0.471388 |
| 10 | -0.222253 | -1.5237 | 0.067144 |
| 11 | 0.11771 | 0.807 | 0.211871 |
| 12 | 0.219602 | 1.5055 | 0.069441 |
| 13 | -0.222008 | -1.522 | 0.067353 |
| 14 | 0.13991 | 0.9592 | 0.171189 |
| 15 | 0.027817 | 0.1907 | 0.424789 |
| 16 | 0.076504 | 0.5245 | 0.301204 |
| 17 | 0.039519 | 0.2709 | 0.393815 |
| 18 | -0.019777 | -0.1356 | 0.446365 |
| 19 | 0.077539 | 0.5316 | 0.29876 |
| 20 | 0.108531 | 0.7441 | 0.230274 |
| 21 | -0.080239 | -0.5501 | 0.29243 |
| 22 | -0.056662 | -0.3885 | 0.349716 |
| 23 | -0.01263 | -0.0866 | 0.465683 |
| 24 | -0.054379 | -0.3728 | 0.355486 |
| 25 | 0.074616 | 0.5115 | 0.305685 |
| 26 | -0.036534 | -0.2505 | 0.401661 |
| 27 | -0.089998 | -0.617 | 0.270107 |
| 28 | -0.059136 | -0.4054 | 0.343505 |
| 29 | -0.012296 | -0.0843 | 0.466588 |
| 30 | 0.111337 | 0.7633 | 0.224553 |
| 31 | -0.100792 | -0.691 | 0.246484 |
| 32 | -0.019873 | -0.1362 | 0.446105 |
| 33 | 0.031148 | 0.2135 | 0.415914 |
| 34 | -0.044021 | -0.3018 | 0.38207 |
| 35 | -0.062193 | -0.4264 | 0.335892 |
| 36 | -0.04235 | -0.2903 | 0.386418 |
