| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.365231 | 2.5826 | 0.00639 |
| 2 | 0.132042 | 0.9337 | 0.177479 |
| 3 | -0.069899 | -0.4943 | 0.311643 |
| 4 | -0.204883 | -1.4487 | 0.076826 |
| 5 | -0.228199 | -1.6136 | 0.056453 |
| 6 | -0.40702 | -2.8781 | 0.002936 |
| 7 | -0.242258 | -1.713 | 0.046452 |
| 8 | -0.207109 | -1.4645 | 0.074661 |
| 9 | -0.103161 | -0.7295 | 0.234563 |
| 10 | -0.005178 | -0.0366 | 0.48547 |
| 11 | 0.181782 | 1.2854 | 0.102288 |
| 12 | 0.651173 | 4.6045 | 1.4e-05 |
| 13 | 0.260061 | 1.8389 | 0.035935 |
| 14 | 0.113942 | 0.8057 | 0.212118 |
| 15 | -0.039416 | -0.2787 | 0.390806 |
| 16 | -0.153832 | -1.0878 | 0.140959 |
| 17 | -0.164404 | -1.1625 | 0.125274 |
| 18 | -0.305984 | -2.1636 | 0.017648 |
| 19 | -0.156843 | -1.109 | 0.136358 |
| 20 | -0.156802 | -1.1088 | 0.13642 |
| 21 | -0.094159 | -0.6658 | 0.254298 |
| 22 | 0.028186 | 0.1993 | 0.421415 |
| 23 | 0.157476 | 1.1135 | 0.135404 |
| 24 | 0.474589 | 3.3558 | 0.000759 |
| 25 | 0.189883 | 1.3427 | 0.09272 |
| 26 | 0.054908 | 0.3883 | 0.349735 |
| 27 | -0.005878 | -0.0416 | 0.483507 |
| 28 | -0.071468 | -0.5054 | 0.307765 |
| 29 | -0.103189 | -0.7297 | 0.234503 |
| 30 | -0.208994 | -1.4778 | 0.072865 |
| 31 | -0.108685 | -0.7685 | 0.222896 |
| 32 | -0.13159 | -0.9305 | 0.178297 |
| 33 | -0.126068 | -0.8914 | 0.188483 |
| 34 | -0.027476 | -0.1943 | 0.423371 |
| 35 | 0.043401 | 0.3069 | 0.380101 |
| 36 | 0.279586 | 1.977 | 0.026786 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.365231 | 2.5826 | 0.00639 |
| 2 | -0.00156 | -0.011 | 0.495623 |
| 3 | -0.135737 | -0.9598 | 0.170885 |
| 4 | -0.160002 | -1.1314 | 0.131645 |
| 5 | -0.102803 | -0.7269 | 0.23533 |
| 6 | -0.333486 | -2.3581 | 0.01116 |
| 7 | -0.03799 | -0.2686 | 0.394661 |
| 8 | -0.17218 | -1.2175 | 0.114564 |
| 9 | -0.129477 | -0.9155 | 0.182152 |
| 10 | -0.124159 | -0.8779 | 0.192089 |
| 11 | 0.085127 | 0.6019 | 0.274967 |
| 12 | 0.545494 | 3.8572 | 0.000164 |
| 13 | -0.28637 | -2.0249 | 0.024115 |
| 14 | -0.095463 | -0.675 | 0.251384 |
| 15 | 0.01661 | 0.1175 | 0.453486 |
| 16 | -0.049132 | -0.3474 | 0.364869 |
| 17 | -0.034082 | -0.241 | 0.405272 |
| 18 | 0.032658 | 0.2309 | 0.409157 |
| 19 | 0.021968 | 0.1553 | 0.438591 |
| 20 | -0.091028 | -0.6437 | 0.261368 |
| 21 | -0.045556 | -0.3221 | 0.374349 |
| 22 | 0.183049 | 1.2944 | 0.100745 |
| 23 | 0.012484 | 0.0883 | 0.465006 |
| 24 | -0.053551 | -0.3787 | 0.353271 |
| 25 | -0.024494 | -0.1732 | 0.431596 |
| 26 | -0.074568 | -0.5273 | 0.300167 |
| 27 | 0.081148 | 0.5738 | 0.284338 |
| 28 | 0.111847 | 0.7909 | 0.216375 |
| 29 | -0.020559 | -0.1454 | 0.4425 |
| 30 | 0.006286 | 0.0444 | 0.482362 |
| 31 | -0.03857 | -0.2727 | 0.393093 |
| 32 | 0.00186 | 0.0132 | 0.49478 |
| 33 | -0.030067 | -0.2126 | 0.41625 |
| 34 | -0.028662 | -0.2027 | 0.420107 |
| 35 | -0.097965 | -0.6927 | 0.245846 |
| 36 | -0.093853 | -0.6636 | 0.254984 |
