| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.499538 | 4.2387 | 3.3e-05 |
| 2 | 0.294086 | 2.4954 | 0.007437 |
| 3 | 0.186006 | 1.5783 | 0.059439 |
| 4 | -0.025916 | -0.2199 | 0.413283 |
| 5 | -0.117689 | -0.9986 | 0.16066 |
| 6 | -0.219519 | -1.8627 | 0.033294 |
| 7 | -0.186776 | -1.5848 | 0.058692 |
| 8 | -0.100033 | -0.8488 | 0.199402 |
| 9 | 0.028785 | 0.2442 | 0.403868 |
| 10 | 0.073049 | 0.6198 | 0.26866 |
| 11 | 0.234924 | 1.9934 | 0.025004 |
| 12 | 0.643267 | 5.4583 | 0 |
| 13 | 0.276641 | 2.3474 | 0.010829 |
| 14 | 0.133165 | 1.1299 | 0.131125 |
| 15 | 0.078298 | 0.6644 | 0.254283 |
| 16 | -0.092697 | -0.7866 | 0.217061 |
| 17 | -0.124197 | -1.0538 | 0.147738 |
| 18 | -0.205911 | -1.7472 | 0.042432 |
| 19 | -0.200215 | -1.6989 | 0.04683 |
| 20 | -0.093638 | -0.7945 | 0.214744 |
| 21 | -0.010596 | -0.0899 | 0.464304 |
| 22 | 0.05393 | 0.4576 | 0.324306 |
| 23 | 0.23488 | 1.993 | 0.025025 |
| 24 | 0.540306 | 4.5846 | 9e-06 |
| 25 | 0.25674 | 2.1785 | 0.016322 |
| 26 | 0.123012 | 1.0438 | 0.150037 |
| 27 | 0.021149 | 0.1795 | 0.429042 |
| 28 | -0.115572 | -0.9807 | 0.165021 |
| 29 | -0.138651 | -1.1765 | 0.121637 |
| 30 | -0.231081 | -1.9608 | 0.026887 |
| 31 | -0.210914 | -1.7897 | 0.038857 |
| 32 | -0.114261 | -0.9695 | 0.167761 |
| 33 | -0.071502 | -0.6067 | 0.272975 |
| 34 | -0.041658 | -0.3535 | 0.362382 |
| 35 | 0.074101 | 0.6288 | 0.265746 |
| 36 | 0.302874 | 2.57 | 0.00612 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.499538 | 4.2387 | 3.3e-05 |
| 2 | 0.059361 | 0.5037 | 0.308008 |
| 3 | 0.024293 | 0.2061 | 0.418634 |
| 4 | -0.186365 | -1.5814 | 0.059089 |
| 5 | -0.077256 | -0.6555 | 0.257105 |
| 6 | -0.143315 | -1.2161 | 0.113966 |
| 7 | 0.030159 | 0.2559 | 0.399376 |
| 8 | 0.056864 | 0.4825 | 0.315454 |
| 9 | 0.139127 | 1.1805 | 0.120837 |
| 10 | -0.008644 | -0.0733 | 0.470867 |
| 11 | 0.194655 | 1.6517 | 0.051475 |
| 12 | 0.596492 | 5.0614 | 2e-06 |
| 13 | -0.512861 | -4.3518 | 2.2e-05 |
| 14 | -0.129969 | -1.1028 | 0.136887 |
| 15 | 0.036015 | 0.3056 | 0.380397 |
| 16 | 0.042795 | 0.3631 | 0.358787 |
| 17 | 0.009244 | 0.0784 | 0.468848 |
| 18 | 0.051144 | 0.434 | 0.332805 |
| 19 | -0.040168 | -0.3408 | 0.36711 |
| 20 | 0.008134 | 0.069 | 0.472584 |
| 21 | 0.005467 | 0.0464 | 0.481566 |
| 22 | 0.188805 | 1.6021 | 0.05676 |
| 23 | 0.141315 | 1.1991 | 0.117211 |
| 24 | -0.110135 | -0.9345 | 0.176578 |
| 25 | -0.068624 | -0.5823 | 0.281095 |
| 26 | -0.029649 | -0.2516 | 0.40104 |
| 27 | -0.15843 | -1.3443 | 0.091532 |
| 28 | 0.123001 | 1.0437 | 0.150058 |
| 29 | 0.030432 | 0.2582 | 0.398484 |
| 30 | -0.079591 | -0.6754 | 0.250807 |
| 31 | 0.05977 | 0.5072 | 0.306794 |
| 32 | -0.044999 | -0.3818 | 0.351856 |
| 33 | -0.018395 | -0.1561 | 0.4382 |
| 34 | -0.117067 | -0.9933 | 0.161934 |
| 35 | -0.217087 | -1.842 | 0.034793 |
| 36 | 0.042814 | 0.3633 | 0.358726 |
