| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.545154 | 4.2578 | 3.6e-05 |
| 2 | 0.389335 | 3.0408 | 0.001737 |
| 3 | 0.496235 | 3.8757 | 0.000131 |
| 4 | 0.451583 | 3.527 | 0.000402 |
| 5 | 0.326388 | 2.5492 | 0.006664 |
| 6 | 0.311861 | 2.4357 | 0.0089 |
| 7 | 0.133592 | 1.0434 | 0.150443 |
| 8 | 0.159375 | 1.2448 | 0.108991 |
| 9 | -0.006271 | -0.049 | 0.48055 |
| 10 | -0.178376 | -1.3932 | 0.084314 |
| 11 | -0.058628 | -0.4579 | 0.324325 |
| 12 | 0.144987 | 1.1324 | 0.130951 |
| 13 | -0.157168 | -1.2275 | 0.112172 |
| 14 | -0.27827 | -2.1734 | 0.016823 |
| 15 | -0.187966 | -1.4681 | 0.073613 |
| 16 | -0.117102 | -0.9146 | 0.182002 |
| 17 | -0.171916 | -1.3427 | 0.092172 |
| 18 | -0.167742 | -1.3101 | 0.097536 |
| 19 | -0.159963 | -1.2493 | 0.108155 |
| 20 | -0.153783 | -1.2011 | 0.117181 |
| 21 | -0.259931 | -2.0301 | 0.023355 |
| 22 | -0.250473 | -1.9563 | 0.027509 |
| 23 | -0.151324 | -1.1819 | 0.120921 |
| 24 | -0.044057 | -0.3441 | 0.365978 |
| 25 | -0.14005 | -1.0938 | 0.139167 |
| 26 | -0.288076 | -2.2499 | 0.014035 |
| 27 | -0.173927 | -1.3584 | 0.089667 |
| 28 | -0.059679 | -0.4661 | 0.3214 |
| 29 | -0.171749 | -1.3414 | 0.092381 |
| 30 | -0.128032 | -1 | 0.160639 |
| 31 | -0.092127 | -0.7195 | 0.23728 |
| 32 | -0.17223 | -1.3452 | 0.091777 |
| 33 | -0.206095 | -1.6097 | 0.056319 |
| 34 | -0.160537 | -1.2538 | 0.107343 |
| 35 | -0.154027 | -1.203 | 0.116815 |
| 36 | -0.052949 | -0.4135 | 0.340328 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.545154 | 4.2578 | 3.6e-05 |
| 2 | 0.131106 | 1.024 | 0.154946 |
| 3 | 0.347954 | 2.7176 | 0.004274 |
| 4 | 0.103115 | 0.8054 | 0.211871 |
| 5 | -0.016998 | -0.1328 | 0.447411 |
| 6 | 0.017692 | 0.1382 | 0.445276 |
| 7 | -0.283351 | -2.213 | 0.015323 |
| 8 | 0.074315 | 0.5804 | 0.281886 |
| 9 | -0.343195 | -2.6804 | 0.004721 |
| 10 | -0.206787 | -1.6151 | 0.055729 |
| 11 | 0.144943 | 1.132 | 0.131024 |
| 12 | 0.447733 | 3.4969 | 0.000442 |
| 13 | -0.133348 | -1.0415 | 0.150881 |
| 14 | -0.250712 | -1.9581 | 0.027397 |
| 15 | -0.136751 | -1.0681 | 0.144851 |
| 16 | 0.057846 | 0.4518 | 0.326511 |
| 17 | -0.00743 | -0.058 | 0.476958 |
| 18 | -0.044481 | -0.3474 | 0.364739 |
| 19 | 0.104224 | 0.814 | 0.209402 |
| 20 | -0.170871 | -1.3345 | 0.093492 |
| 21 | -0.076638 | -0.5986 | 0.275841 |
| 22 | 0.117175 | 0.9152 | 0.181854 |
| 23 | -0.040107 | -0.3132 | 0.37758 |
| 24 | -0.143997 | -1.1247 | 0.132572 |
| 25 | 0.084093 | 0.6568 | 0.256894 |
| 26 | -0.066505 | -0.5194 | 0.302673 |
| 27 | 0.024124 | 0.1884 | 0.42559 |
| 28 | -0.037287 | -0.2912 | 0.385936 |
| 29 | -0.117443 | -0.9173 | 0.181309 |
| 30 | -0.03221 | -0.2516 | 0.401109 |
| 31 | -0.149484 | -1.1675 | 0.123775 |
| 32 | 0.008418 | 0.0657 | 0.473898 |
| 33 | -0.036039 | -0.2815 | 0.38965 |
| 34 | 0.033105 | 0.2586 | 0.398422 |
| 35 | -0.122073 | -0.9534 | 0.172069 |
| 36 | 0.025104 | 0.1961 | 0.422605 |
