| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.305819 | 2.6485 | 0.004926 |
| 2 | 0.399873 | 3.463 | 0.000443 |
| 3 | 0.376736 | 3.2626 | 0.000832 |
| 4 | 0.122726 | 1.0628 | 0.145632 |
| 5 | 0.211704 | 1.8334 | 0.035354 |
| 6 | 0.151412 | 1.3113 | 0.096884 |
| 7 | 0.13703 | 1.1867 | 0.119543 |
| 8 | 0.039429 | 0.3415 | 0.366853 |
| 9 | 0.292297 | 2.5314 | 0.006728 |
| 10 | 0.162233 | 1.405 | 0.082079 |
| 11 | 0.162612 | 1.4083 | 0.081593 |
| 12 | 0.578733 | 5.012 | 2e-06 |
| 13 | 0.12317 | 1.0667 | 0.144768 |
| 14 | 0.273848 | 2.3716 | 0.010139 |
| 15 | 0.185348 | 1.6052 | 0.05633 |
| 16 | -0.025095 | -0.2173 | 0.41427 |
| 17 | 0.056483 | 0.4892 | 0.313079 |
| 18 | 0.043505 | 0.3768 | 0.353705 |
| 19 | -0.063741 | -0.552 | 0.291291 |
| 20 | -0.046049 | -0.3988 | 0.345587 |
| 21 | 0.082011 | 0.7102 | 0.239881 |
| 22 | -0.015473 | -0.134 | 0.446881 |
| 23 | 0.066606 | 0.5768 | 0.282894 |
| 24 | 0.276687 | 2.3962 | 0.00953 |
| 25 | -0.029152 | -0.2525 | 0.400688 |
| 26 | 0.061438 | 0.5321 | 0.298127 |
| 27 | 0.027163 | 0.2352 | 0.407333 |
| 28 | -0.196832 | -1.7046 | 0.046203 |
| 29 | -0.137983 | -1.195 | 0.117933 |
| 30 | -0.168347 | -1.4579 | 0.074517 |
| 31 | -0.227048 | -1.9663 | 0.026483 |
| 32 | -0.126148 | -1.0925 | 0.139061 |
| 33 | -0.10766 | -0.9324 | 0.177071 |
| 34 | -0.144445 | -1.2509 | 0.107424 |
| 35 | -0.117272 | -1.0156 | 0.156542 |
| 36 | 0.067929 | 0.5883 | 0.279056 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.305819 | 2.6485 | 0.004926 |
| 2 | 0.337955 | 2.9268 | 0.002265 |
| 3 | 0.239646 | 2.0754 | 0.020689 |
| 4 | -0.14807 | -1.2823 | 0.10184 |
| 5 | 0.012857 | 0.1113 | 0.45582 |
| 6 | 0.051396 | 0.4451 | 0.328763 |
| 7 | 0.078059 | 0.676 | 0.250558 |
| 8 | -0.12924 | -1.1193 | 0.133301 |
| 9 | 0.295804 | 2.5617 | 0.006211 |
| 10 | 0.086951 | 0.753 | 0.226898 |
| 11 | -0.023225 | -0.2011 | 0.420569 |
| 12 | 0.488393 | 4.2296 | 3.3e-05 |
| 13 | -0.178637 | -1.547 | 0.063031 |
| 14 | -0.147488 | -1.2773 | 0.102721 |
| 15 | -0.127635 | -1.1054 | 0.13627 |
| 16 | -0.121525 | -1.0524 | 0.14799 |
| 17 | -0.05138 | -0.445 | 0.328814 |
| 18 | 0.075129 | 0.6506 | 0.258634 |
| 19 | -0.109425 | -0.9476 | 0.173177 |
| 20 | 0.07998 | 0.6926 | 0.245335 |
| 21 | -0.090367 | -0.7826 | 0.218162 |
| 22 | 0.055202 | 0.4781 | 0.316997 |
| 23 | 0.044059 | 0.3816 | 0.351933 |
| 24 | -0.013866 | -0.1201 | 0.452369 |
| 25 | -0.092922 | -0.8047 | 0.211759 |
| 26 | -0.170586 | -1.4773 | 0.071888 |
| 27 | -0.005909 | -0.0512 | 0.47966 |
| 28 | -0.046714 | -0.4046 | 0.343479 |
| 29 | -0.145898 | -1.2635 | 0.105159 |
| 30 | -0.081434 | -0.7052 | 0.241423 |
| 31 | 0.124141 | 1.0751 | 0.142889 |
| 32 | 0.075988 | 0.6581 | 0.256253 |
| 33 | -0.035834 | -0.3103 | 0.378585 |
| 34 | -0.038361 | -0.3322 | 0.370327 |
| 35 | -0.146895 | -1.2722 | 0.103625 |
| 36 | 6e-04 | 0.0052 | 0.497934 |
