| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.582876 | 4.0383 | 9.7e-05 |
| 2 | 0.673924 | 4.6691 | 1.2e-05 |
| 3 | 0.733005 | 5.0784 | 3e-06 |
| 4 | 0.481318 | 3.3347 | 0.000826 |
| 5 | 0.535886 | 3.7127 | 0.000267 |
| 6 | 0.449819 | 3.1164 | 0.001544 |
| 7 | 0.285845 | 1.9804 | 0.026703 |
| 8 | 0.338439 | 2.3448 | 0.011611 |
| 9 | 0.165381 | 1.1458 | 0.128781 |
| 10 | 0.140777 | 0.9753 | 0.167144 |
| 11 | 0.13685 | 0.9481 | 0.173908 |
| 12 | -0.015479 | -0.1072 | 0.457521 |
| 13 | 0.035468 | 0.2457 | 0.40347 |
| 14 | -0.002498 | -0.0173 | 0.493132 |
| 15 | -0.049609 | -0.3437 | 0.366287 |
| 16 | -0.066864 | -0.4632 | 0.32264 |
| 17 | -0.047031 | -0.3258 | 0.37298 |
| 18 | -0.085413 | -0.5918 | 0.278395 |
| 19 | -0.11287 | -0.782 | 0.219031 |
| 20 | -0.097856 | -0.678 | 0.250523 |
| 21 | -0.117768 | -0.8159 | 0.209288 |
| 22 | -0.203541 | -1.4102 | 0.082468 |
| 23 | -0.070807 | -0.4906 | 0.312985 |
| 24 | -0.223499 | -1.5484 | 0.064042 |
| 25 | -0.174377 | -1.2081 | 0.11646 |
| 26 | -0.179291 | -1.2422 | 0.110105 |
| 27 | -0.263529 | -1.8258 | 0.037054 |
| 28 | -0.197 | -1.3649 | 0.089331 |
| 29 | -0.234534 | -1.6249 | 0.055367 |
| 30 | -0.272272 | -1.8864 | 0.032652 |
| 31 | -0.228158 | -1.5807 | 0.060254 |
| 32 | -0.292128 | -2.0239 | 0.024282 |
| 33 | -0.274408 | -1.9012 | 0.031647 |
| 34 | -0.240263 | -1.6646 | 0.051255 |
| 35 | -0.297848 | -2.0636 | 0.022245 |
| 36 | -0.222397 | -1.5408 | 0.064965 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.582876 | 4.0383 | 9.7e-05 |
| 2 | 0.506137 | 3.5066 | 0.000498 |
| 3 | 0.496815 | 3.442 | 0.000603 |
| 4 | -0.215374 | -1.4922 | 0.071101 |
| 5 | -0.201845 | -1.3984 | 0.084207 |
| 6 | -0.168767 | -1.1693 | 0.124037 |
| 7 | -0.18109 | -1.2546 | 0.107844 |
| 8 | 0.045885 | 0.3179 | 0.37597 |
| 9 | -0.073948 | -0.5123 | 0.305387 |
| 10 | 0.055816 | 0.3867 | 0.350341 |
| 11 | 0.086747 | 0.601 | 0.275334 |
| 12 | -0.043942 | -0.3044 | 0.381056 |
| 13 | 0.007118 | 0.0493 | 0.480437 |
| 14 | 0.041256 | 0.2858 | 0.38812 |
| 15 | 0.11997 | 0.8312 | 0.204996 |
| 16 | -0.175169 | -1.2136 | 0.115417 |
| 17 | -0.013141 | -0.091 | 0.463919 |
| 18 | -0.020421 | -0.1415 | 0.44404 |
| 19 | -0.100436 | -0.6958 | 0.244942 |
| 20 | -0.062439 | -0.4326 | 0.333625 |
| 21 | -0.006467 | -0.0448 | 0.482224 |
| 22 | -0.166705 | -1.155 | 0.12691 |
| 23 | 0.229687 | 1.5913 | 0.059052 |
| 24 | -0.072418 | -0.5017 | 0.309076 |
| 25 | 0.026359 | 0.1826 | 0.427933 |
| 26 | -0.166219 | -1.1516 | 0.127595 |
| 27 | -0.040717 | -0.2821 | 0.389542 |
| 28 | -0.041433 | -0.2871 | 0.387653 |
| 29 | 0.050225 | 0.348 | 0.364692 |
| 30 | 0.057031 | 0.3951 | 0.347252 |
| 31 | -0.141836 | -0.9827 | 0.165348 |
| 32 | -0.109358 | -0.7577 | 0.226181 |
| 33 | -0.050217 | -0.3479 | 0.364713 |
| 34 | 0.032318 | 0.2239 | 0.41189 |
| 35 | 0.11829 | 0.8195 | 0.208266 |
| 36 | 0.081844 | 0.567 | 0.286668 |
