| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.529416 | 5.5019 | 0 |
| 2 | 0.241611 | 2.5109 | 0.006762 |
| 3 | 0.224704 | 2.3352 | 0.010691 |
| 4 | 0.11026 | 1.1459 | 0.127193 |
| 5 | 0.046482 | 0.4831 | 0.315016 |
| 6 | 0.060303 | 0.6267 | 0.266095 |
| 7 | 0.060402 | 0.6277 | 0.265756 |
| 8 | -0.041744 | -0.4338 | 0.332644 |
| 9 | -0.032674 | -0.3396 | 0.367423 |
| 10 | 0.113217 | 1.1766 | 0.120974 |
| 11 | -0.014295 | -0.1486 | 0.441091 |
| 12 | -0.310766 | -3.2296 | 0.000821 |
| 13 | -0.162817 | -1.692 | 0.04676 |
| 14 | -0.112621 | -1.1704 | 0.122209 |
| 15 | -0.260876 | -2.7111 | 0.003902 |
| 16 | -0.135714 | -1.4104 | 0.080651 |
| 17 | -0.075518 | -0.7848 | 0.217144 |
| 18 | -0.048717 | -0.5063 | 0.306847 |
| 19 | 0.022313 | 0.2319 | 0.408535 |
| 20 | 0.168769 | 1.7539 | 0.041142 |
| 21 | 0.230129 | 2.3916 | 0.009253 |
| 22 | 0.054435 | 0.5657 | 0.286384 |
| 23 | 0.004324 | 0.0449 | 0.482119 |
| 24 | 0.035943 | 0.3735 | 0.354743 |
| 25 | -0.045157 | -0.4693 | 0.319906 |
| 26 | -0.003239 | -0.0337 | 0.486606 |
| 27 | 0.157149 | 1.6331 | 0.052675 |
| 28 | 0.077933 | 0.8099 | 0.209887 |
| 29 | 0.107585 | 1.1181 | 0.133011 |
| 30 | 0.141422 | 1.4697 | 0.072275 |
| 31 | 0.105732 | 1.0988 | 0.13715 |
| 32 | 0.03902 | 0.4055 | 0.342953 |
| 33 | -0.097664 | -1.015 | 0.156197 |
| 34 | -0.035223 | -0.366 | 0.357522 |
| 35 | -0.069616 | -0.7235 | 0.235477 |
| 36 | -0.158967 | -1.652 | 0.050716 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.529416 | 5.5019 | 0 |
| 2 | -0.05373 | -0.5584 | 0.288872 |
| 3 | 0.164934 | 1.714 | 0.044695 |
| 4 | -0.099111 | -1.03 | 0.152658 |
| 5 | 0.024936 | 0.2591 | 0.398011 |
| 6 | 0.02176 | 0.2261 | 0.41076 |
| 7 | 0.027073 | 0.2814 | 0.389489 |
| 8 | -0.122118 | -1.2691 | 0.10357 |
| 9 | 0.049068 | 0.5099 | 0.305569 |
| 10 | 0.157747 | 1.6394 | 0.052025 |
| 11 | -0.187204 | -1.9455 | 0.027158 |
| 12 | -0.357982 | -3.7203 | 0.000159 |
| 13 | 0.220112 | 2.2875 | 0.012058 |
| 14 | -0.070021 | -0.7277 | 0.234192 |
| 15 | -0.196033 | -2.0372 | 0.022036 |
| 16 | 0.11792 | 1.2255 | 0.111534 |
| 17 | -0.023499 | -0.2442 | 0.403767 |
| 18 | 0.125177 | 1.3009 | 0.098034 |
| 19 | 0.056856 | 0.5909 | 0.277921 |
| 20 | 0.089134 | 0.9263 | 0.178176 |
| 21 | 0.143896 | 1.4954 | 0.068862 |
| 22 | -0.050792 | -0.5278 | 0.299344 |
| 23 | -0.149056 | -1.549 | 0.062149 |
| 24 | -0.118569 | -1.2322 | 0.110275 |
| 25 | 0.116508 | 1.2108 | 0.11431 |
| 26 | 0.026332 | 0.2736 | 0.392439 |
| 27 | -0.012948 | -0.1346 | 0.446604 |
| 28 | -0.032679 | -0.3396 | 0.367404 |
| 29 | 0.179831 | 1.8689 | 0.032176 |
| 30 | -0.060665 | -0.6304 | 0.264866 |
| 31 | -0.02489 | -0.2587 | 0.398193 |
| 32 | 0.033768 | 0.3509 | 0.363163 |
| 33 | -0.019764 | -0.2054 | 0.418827 |
| 34 | 0.082287 | 0.8551 | 0.197181 |
| 35 | -0.136185 | -1.4153 | 0.079932 |
| 36 | -0.147686 | -1.5348 | 0.063879 |
