| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.238625 | 1.8637 | 0.033588 |
| 2 | -0.002404 | -0.0188 | 0.492541 |
| 3 | 0.145518 | 1.1365 | 0.130089 |
| 4 | 0.063649 | 0.4971 | 0.310447 |
| 5 | 0.293829 | 2.2949 | 0.012597 |
| 6 | 0.319421 | 2.4948 | 0.007664 |
| 7 | 0.172537 | 1.3476 | 0.091392 |
| 8 | -0.011901 | -0.0929 | 0.463125 |
| 9 | -0.083319 | -0.6507 | 0.258827 |
| 10 | -0.299732 | -2.341 | 0.011259 |
| 11 | 0.028098 | 0.2195 | 0.413514 |
| 12 | 0.436984 | 3.413 | 0.000573 |
| 13 | -0.064647 | -0.5049 | 0.307722 |
| 14 | -0.261564 | -2.0429 | 0.022696 |
| 15 | -0.215592 | -1.6838 | 0.048663 |
| 16 | -0.131107 | -1.024 | 0.154944 |
| 17 | 0.048799 | 0.3811 | 0.352214 |
| 18 | 0.013301 | 0.1039 | 0.458802 |
| 19 | -0.011201 | -0.0875 | 0.465286 |
| 20 | -0.143218 | -1.1186 | 0.133855 |
| 21 | -0.219005 | -1.7105 | 0.046129 |
| 22 | -0.270758 | -2.1147 | 0.019275 |
| 23 | -0.045471 | -0.3551 | 0.361854 |
| 24 | 0.240276 | 1.8766 | 0.032678 |
| 25 | -0.070174 | -0.5481 | 0.29282 |
| 26 | -0.288428 | -2.2527 | 0.013943 |
| 27 | -0.203906 | -1.5926 | 0.058214 |
| 28 | -0.102871 | -0.8034 | 0.212418 |
| 29 | -0.022921 | -0.179 | 0.429259 |
| 30 | -0.00415 | -0.0324 | 0.487126 |
| 31 | -0.032307 | -0.2523 | 0.400818 |
| 32 | -0.149095 | -1.1645 | 0.124383 |
| 33 | -0.166352 | -1.2992 | 0.099374 |
| 34 | -0.148851 | -1.1626 | 0.124768 |
| 35 | -0.063641 | -0.4971 | 0.310469 |
| 36 | 0.182688 | 1.4268 | 0.079363 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.238625 | 1.8637 | 0.033588 |
| 2 | -0.062929 | -0.4915 | 0.31242 |
| 3 | 0.171554 | 1.3399 | 0.092628 |
| 4 | -0.017576 | -0.1373 | 0.445632 |
| 5 | 0.326077 | 2.5467 | 0.006706 |
| 6 | 0.172942 | 1.3507 | 0.090887 |
| 7 | 0.134175 | 1.0479 | 0.1494 |
| 8 | -0.140976 | -1.1011 | 0.137599 |
| 9 | -0.125367 | -0.9791 | 0.165688 |
| 10 | -0.527801 | -4.1223 | 5.8e-05 |
| 11 | 0.011045 | 0.0863 | 0.465769 |
| 12 | 0.401021 | 3.1321 | 0.001333 |
| 13 | -0.028094 | -0.2194 | 0.413526 |
| 14 | -0.179366 | -1.4009 | 0.083156 |
| 15 | -0.094644 | -0.7392 | 0.231313 |
| 16 | 0.162584 | 1.2698 | 0.104486 |
| 17 | 0.003209 | 0.0251 | 0.490043 |
| 18 | -0.210957 | -1.6476 | 0.052286 |
| 19 | -0.035368 | -0.2762 | 0.391653 |
| 20 | -0.067627 | -0.5282 | 0.299644 |
| 21 | 0.015807 | 0.1235 | 0.451076 |
| 22 | 0.071472 | 0.5582 | 0.28937 |
| 23 | -0.081495 | -0.6365 | 0.263417 |
| 24 | -0.057425 | -0.4485 | 0.327691 |
| 25 | -0.028164 | -0.22 | 0.413315 |
| 26 | -0.008798 | -0.0687 | 0.472722 |
| 27 | 0.01961 | 0.1532 | 0.439389 |
| 28 | -0.155186 | -1.212 | 0.115085 |
| 29 | -0.144705 | -1.1302 | 0.131411 |
| 30 | 0.000384 | 0.003 | 0.498807 |
| 31 | 0.040074 | 0.313 | 0.37768 |
| 32 | -0.031071 | -0.2427 | 0.404535 |
| 33 | -0.049937 | -0.39 | 0.348939 |
| 34 | 0.120444 | 0.9407 | 0.175285 |
| 35 | -0.096892 | -0.7568 | 0.226056 |
| 36 | -0.068595 | -0.5357 | 0.297041 |
