| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.131606 | 1.0109 | 0.158099 |
| 2 | -0.145613 | -1.1185 | 0.133948 |
| 3 | -0.023035 | -0.1769 | 0.430082 |
| 4 | -0.117769 | -0.9046 | 0.184677 |
| 5 | 0.0375 | 0.288 | 0.387163 |
| 6 | 0.437356 | 3.3594 | 0.000687 |
| 7 | 0.067918 | 0.5217 | 0.30192 |
| 8 | -0.259815 | -1.9957 | 0.025296 |
| 9 | -0.099824 | -0.7668 | 0.223141 |
| 10 | -0.307159 | -2.3593 | 0.010818 |
| 11 | 0.139164 | 1.0689 | 0.144726 |
| 12 | 0.469752 | 3.6082 | 0.000318 |
| 13 | 0.012471 | 0.0958 | 0.462005 |
| 14 | -0.25858 | -1.9862 | 0.025832 |
| 15 | -0.004127 | -0.0317 | 0.487408 |
| 16 | -0.188971 | -1.4515 | 0.075967 |
| 17 | 0.05392 | 0.4142 | 0.340126 |
| 18 | 0.309328 | 2.376 | 0.010384 |
| 19 | -0.041274 | -0.317 | 0.376169 |
| 20 | -0.267269 | -2.0529 | 0.022261 |
| 21 | -0.146279 | -1.1236 | 0.132869 |
| 22 | -0.180649 | -1.3876 | 0.08524 |
| 23 | 0.006543 | 0.0503 | 0.480043 |
| 24 | 0.312589 | 2.401 | 0.00976 |
| 25 | -0.173521 | -1.3328 | 0.093854 |
| 26 | -0.229111 | -1.7598 | 0.04181 |
| 27 | -0.130493 | -1.0023 | 0.160138 |
| 28 | -0.151759 | -1.1657 | 0.124217 |
| 29 | -0.044009 | -0.338 | 0.368267 |
| 30 | 0.209506 | 1.6092 | 0.056451 |
| 31 | -0.04807 | -0.3692 | 0.356638 |
| 32 | -0.173841 | -1.3353 | 0.093454 |
| 33 | -0.037641 | -0.2891 | 0.38675 |
| 34 | -0.032456 | -0.2493 | 0.401996 |
| 35 | 0.150962 | 1.1596 | 0.125449 |
| 36 | 0.214667 | 1.6489 | 0.052243 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.131606 | 1.0109 | 0.158099 |
| 2 | -0.165805 | -1.2736 | 0.103904 |
| 3 | 0.022107 | 0.1698 | 0.432871 |
| 4 | -0.148344 | -1.1394 | 0.12956 |
| 5 | 0.083545 | 0.6417 | 0.261769 |
| 6 | 0.403621 | 3.1003 | 0.001481 |
| 7 | -0.047102 | -0.3618 | 0.359398 |
| 8 | -0.203034 | -1.5595 | 0.062109 |
| 9 | -0.046218 | -0.355 | 0.361924 |
| 10 | -0.331553 | -2.5467 | 0.006752 |
| 11 | 0.296179 | 2.275 | 0.013278 |
| 12 | 0.262822 | 2.0188 | 0.024032 |
| 13 | -0.103755 | -0.797 | 0.214337 |
| 14 | -0.116366 | -0.8938 | 0.187524 |
| 15 | 0.091748 | 0.7047 | 0.241875 |
| 16 | -0.063423 | -0.4872 | 0.313974 |
| 17 | 0.029127 | 0.2237 | 0.411871 |
| 18 | -0.171392 | -1.3165 | 0.09655 |
| 19 | -0.053467 | -0.4107 | 0.341394 |
| 20 | -0.07291 | -0.56 | 0.288789 |
| 21 | -0.008862 | -0.0681 | 0.472978 |
| 22 | 0.012251 | 0.0941 | 0.462675 |
| 23 | -0.148665 | -1.1419 | 0.129051 |
| 24 | 0.030425 | 0.2337 | 0.408012 |
| 25 | -0.135225 | -1.0387 | 0.151596 |
| 26 | -0.041281 | -0.3171 | 0.376149 |
| 27 | -0.119518 | -0.918 | 0.181169 |
| 28 | -0.101346 | -0.7785 | 0.219707 |
| 29 | -0.141792 | -1.0891 | 0.140264 |
| 30 | -0.073736 | -0.5664 | 0.286642 |
| 31 | 0.06502 | 0.4994 | 0.309668 |
| 32 | 0.082162 | 0.6311 | 0.265206 |
| 33 | -0.028401 | -0.2182 | 0.414031 |
| 34 | 0.138108 | 1.0608 | 0.146545 |
| 35 | 0.048465 | 0.3723 | 0.355514 |
| 36 | 0.000473 | 0.0036 | 0.498558 |
