| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.116358 | 0.8551 | 0.198151 |
| 2 | 0.323036 | 2.3738 | 0.010596 |
| 3 | 0.324402 | 2.3839 | 0.010338 |
| 4 | 0.241471 | 1.7744 | 0.040813 |
| 5 | 0.076195 | 0.5599 | 0.288925 |
| 6 | 0.186196 | 1.3683 | 0.08845 |
| 7 | 0.073496 | 0.5401 | 0.295681 |
| 8 | 0.139249 | 1.0233 | 0.155371 |
| 9 | 0.086935 | 0.6388 | 0.262814 |
| 10 | -0.085995 | -0.6319 | 0.26505 |
| 11 | 0.348428 | 2.5604 | 0.006642 |
| 12 | -0.142306 | -1.0457 | 0.150171 |
| 13 | 0.03133 | 0.2302 | 0.409392 |
| 14 | 0.083673 | 0.6149 | 0.270611 |
| 15 | 0.098797 | 0.726 | 0.235484 |
| 16 | -0.046036 | -0.3383 | 0.368228 |
| 17 | 0.09901 | 0.7276 | 0.235008 |
| 18 | -0.11947 | -0.8779 | 0.191937 |
| 19 | -0.009094 | -0.0668 | 0.473484 |
| 20 | -0.111173 | -0.817 | 0.208773 |
| 21 | -0.172599 | -1.2683 | 0.105059 |
| 22 | -0.049894 | -0.3666 | 0.357659 |
| 23 | -0.188254 | -1.3834 | 0.086121 |
| 24 | -0.156902 | -1.153 | 0.126996 |
| 25 | -0.137389 | -1.0096 | 0.158594 |
| 26 | -0.088174 | -0.6479 | 0.259884 |
| 27 | -0.20961 | -1.5403 | 0.064662 |
| 28 | -0.159375 | -1.1712 | 0.123338 |
| 29 | -0.159591 | -1.1728 | 0.123022 |
| 30 | -0.08752 | -0.6431 | 0.261429 |
| 31 | -0.077232 | -0.5675 | 0.286352 |
| 32 | -0.091493 | -0.6723 | 0.252118 |
| 33 | -0.002037 | -0.015 | 0.494055 |
| 34 | -0.069651 | -0.5118 | 0.305429 |
| 35 | -0.001795 | -0.0132 | 0.494763 |
| 36 | -0.058568 | -0.4304 | 0.334315 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.116358 | 0.8551 | 0.198151 |
| 2 | 0.313745 | 2.3055 | 0.012502 |
| 3 | 0.294707 | 2.1656 | 0.017387 |
| 4 | 0.144711 | 1.0634 | 0.146165 |
| 5 | -0.130311 | -0.9576 | 0.171269 |
| 6 | -0.020784 | -0.1527 | 0.439589 |
| 7 | -0.030907 | -0.2271 | 0.410594 |
| 8 | 0.097664 | 0.7177 | 0.238024 |
| 9 | 0.059276 | 0.4356 | 0.332436 |
| 10 | -0.222692 | -1.6364 | 0.053781 |
| 11 | 0.340388 | 2.5013 | 0.007718 |
| 12 | -0.201016 | -1.4772 | 0.07272 |
| 13 | -0.065358 | -0.4803 | 0.316484 |
| 14 | 0.039491 | 0.2902 | 0.386389 |
| 15 | 0.095666 | 0.703 | 0.242537 |
| 16 | 0.073747 | 0.5419 | 0.29505 |
| 17 | -0.091876 | -0.6751 | 0.251232 |
| 18 | -0.207854 | -1.5274 | 0.066248 |
| 19 | -0.091036 | -0.669 | 0.25318 |
| 20 | -0.073751 | -0.542 | 0.295038 |
| 21 | 0.03694 | 0.2715 | 0.39354 |
| 22 | -0.125327 | -0.921 | 0.180582 |
| 23 | 0.014019 | 0.103 | 0.459166 |
| 24 | -0.017408 | -0.1279 | 0.449342 |
| 25 | -0.093425 | -0.6865 | 0.247659 |
| 26 | 0.017439 | 0.1282 | 0.449253 |
| 27 | -0.05565 | -0.4089 | 0.342099 |
| 28 | -0.145379 | -1.0683 | 0.145067 |
| 29 | 0.094672 | 0.6957 | 0.244801 |
| 30 | -0.005267 | -0.0387 | 0.484634 |
| 31 | 0.154695 | 1.1368 | 0.130327 |
| 32 | -0.017188 | -0.1263 | 0.449979 |
| 33 | 0.046854 | 0.3443 | 0.365976 |
| 34 | -0.02813 | -0.2067 | 0.418505 |
| 35 | 0.064326 | 0.4727 | 0.319166 |
| 36 | 0.016787 | 0.1234 | 0.451142 |
