| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.525114 | 4.1013 | 6.2e-05 |
| 2 | 0.342907 | 2.6782 | 0.004749 |
| 3 | 0.495252 | 3.868 | 0.000135 |
| 4 | 0.438701 | 3.4264 | 0.00055 |
| 5 | 0.256162 | 2.0007 | 0.024941 |
| 6 | 0.265528 | 2.0738 | 0.021161 |
| 7 | 0.100074 | 0.7816 | 0.218735 |
| 8 | 0.084559 | 0.6604 | 0.255734 |
| 9 | -0.069013 | -0.539 | 0.295923 |
| 10 | -0.241717 | -1.8879 | 0.031901 |
| 11 | -0.158025 | -1.2342 | 0.110929 |
| 12 | 0.04073 | 0.3181 | 0.375744 |
| 13 | -0.259647 | -2.0279 | 0.023472 |
| 14 | -0.388976 | -3.038 | 0.001751 |
| 15 | -0.285973 | -2.2335 | 0.014596 |
| 16 | -0.243141 | -1.899 | 0.031149 |
| 17 | -0.292386 | -2.2836 | 0.012945 |
| 18 | -0.25967 | -2.0281 | 0.023462 |
| 19 | -0.258126 | -2.016 | 0.024104 |
| 20 | -0.176317 | -1.3771 | 0.08676 |
| 21 | -0.247993 | -1.9369 | 0.028697 |
| 22 | -0.279167 | -2.1804 | 0.016549 |
| 23 | -0.101728 | -0.7945 | 0.214985 |
| 24 | 0.051902 | 0.4054 | 0.343312 |
| 25 | -0.069291 | -0.5412 | 0.295177 |
| 26 | -0.147336 | -1.1507 | 0.127167 |
| 27 | -0.053323 | -0.4165 | 0.339265 |
| 28 | 0.030673 | 0.2396 | 0.405735 |
| 29 | -0.013504 | -0.1055 | 0.458176 |
| 30 | -0.001643 | -0.0128 | 0.494903 |
| 31 | -0.008147 | -0.0636 | 0.474738 |
| 32 | 0.019121 | 0.1493 | 0.440889 |
| 33 | -0.033484 | -0.2615 | 0.397286 |
| 34 | -0.047446 | -0.3706 | 0.356122 |
| 35 | 0.017219 | 0.1345 | 0.446732 |
| 36 | 0.133387 | 1.0418 | 0.150812 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.525114 | 4.1013 | 6.2e-05 |
| 2 | 0.092732 | 0.7243 | 0.235837 |
| 3 | 0.394399 | 3.0804 | 0.00155 |
| 4 | 0.076517 | 0.5976 | 0.276153 |
| 5 | -0.072855 | -0.569 | 0.285717 |
| 6 | 0.020817 | 0.1626 | 0.435692 |
| 7 | -0.304924 | -2.3815 | 0.010188 |
| 8 | 0.062989 | 0.492 | 0.312257 |
| 9 | -0.352717 | -2.7548 | 0.003865 |
| 10 | -0.208125 | -1.6255 | 0.054605 |
| 11 | 0.084924 | 0.6633 | 0.254826 |
| 12 | 0.368136 | 2.8752 | 0.002776 |
| 13 | -0.125152 | -0.9775 | 0.166099 |
| 14 | -0.197456 | -1.5422 | 0.064101 |
| 15 | -0.208286 | -1.6268 | 0.054471 |
| 16 | -0.040676 | -0.3177 | 0.375902 |
| 17 | 0.08344 | 0.6517 | 0.258526 |
| 18 | -0.039869 | -0.3114 | 0.378283 |
| 19 | 0.038199 | 0.2983 | 0.383228 |
| 20 | 0.015483 | 0.1209 | 0.452075 |
| 21 | -0.006207 | -0.0485 | 0.480747 |
| 22 | -0.031402 | -0.2453 | 0.403539 |
| 23 | -0.021181 | -0.1654 | 0.434576 |
| 24 | -0.040025 | -0.3126 | 0.377824 |
| 25 | 0.017459 | 0.1364 | 0.445992 |
| 26 | -0.13574 | -1.0602 | 0.146626 |
| 27 | -0.042626 | -0.3329 | 0.370167 |
| 28 | -0.049723 | -0.3883 | 0.349555 |
| 29 | -0.060658 | -0.4738 | 0.318683 |
| 30 | 0.042899 | 0.3351 | 0.369367 |
| 31 | -0.150617 | -1.1764 | 0.122012 |
| 32 | 0.018704 | 0.1461 | 0.442169 |
| 33 | 0.013038 | 0.1018 | 0.459612 |
| 34 | 0.129476 | 1.0112 | 0.157948 |
| 35 | -0.087887 | -0.6864 | 0.247525 |
| 36 | 0.010462 | 0.0817 | 0.467571 |
