| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.249131 | 1.9136 | 0.030263 |
| 2 | -0.002321 | -0.0178 | 0.49292 |
| 3 | 0.084606 | 0.6499 | 0.25915 |
| 4 | 0.077602 | 0.5961 | 0.276702 |
| 5 | -0.020174 | -0.155 | 0.43869 |
| 6 | -0.080916 | -0.6215 | 0.268325 |
| 7 | -0.122438 | -0.9405 | 0.175406 |
| 8 | -0.053289 | -0.4093 | 0.341894 |
| 9 | -0.080203 | -0.6161 | 0.270114 |
| 10 | -0.011694 | -0.0898 | 0.464367 |
| 11 | 0.024668 | 0.1895 | 0.425184 |
| 12 | -0.350261 | -2.6904 | 0.004634 |
| 13 | -0.223312 | -1.7153 | 0.04577 |
| 14 | 0.058631 | 0.4504 | 0.327053 |
| 15 | 0.029758 | 0.2286 | 0.409994 |
| 16 | -0.025916 | -0.1991 | 0.421449 |
| 17 | -0.050309 | -0.3864 | 0.350283 |
| 18 | 0.037258 | 0.2862 | 0.387871 |
| 19 | 0.09043 | 0.6946 | 0.245015 |
| 20 | -0.122472 | -0.9407 | 0.17534 |
| 21 | -0.091509 | -0.7029 | 0.242444 |
| 22 | -0.073322 | -0.5632 | 0.287717 |
| 23 | -0.139223 | -1.0694 | 0.144625 |
| 24 | -0.066877 | -0.5137 | 0.304692 |
| 25 | 0.076094 | 0.5845 | 0.28056 |
| 26 | -0.063785 | -0.4899 | 0.312997 |
| 27 | -0.027477 | -0.2111 | 0.416786 |
| 28 | 0.03133 | 0.2406 | 0.405331 |
| 29 | 0.016007 | 0.123 | 0.45128 |
| 30 | 0.022299 | 0.1713 | 0.432293 |
| 31 | -0.013091 | -0.1006 | 0.460123 |
| 32 | 0.126498 | 0.9716 | 0.167596 |
| 33 | 0.099286 | 0.7626 | 0.224362 |
| 34 | 0.021841 | 0.1678 | 0.433672 |
| 35 | 0.010949 | 0.0841 | 0.46663 |
| 36 | 0.044269 | 0.34 | 0.367518 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.249131 | 1.9136 | 0.030263 |
| 2 | -0.068647 | -0.5273 | 0.299985 |
| 3 | 0.109613 | 0.842 | 0.201607 |
| 4 | 0.029173 | 0.2241 | 0.411734 |
| 5 | -0.043588 | -0.3348 | 0.369479 |
| 6 | -0.07143 | -0.5487 | 0.292653 |
| 7 | -0.104634 | -0.8037 | 0.212395 |
| 8 | -0.001276 | -0.0098 | 0.496108 |
| 9 | -0.067785 | -0.5207 | 0.302273 |
| 10 | 0.05426 | 0.4168 | 0.339175 |
| 11 | 0.02419 | 0.1858 | 0.426617 |
| 12 | -0.396465 | -3.0453 | 0.001736 |
| 13 | -0.052068 | -0.3999 | 0.345321 |
| 14 | 0.088204 | 0.6775 | 0.250367 |
| 15 | 0.027268 | 0.2094 | 0.41741 |
| 16 | 0.03491 | 0.2681 | 0.394761 |
| 17 | -0.084321 | -0.6477 | 0.259851 |
| 18 | -0.002898 | -0.0223 | 0.491156 |
| 19 | -0.02547 | -0.1956 | 0.422784 |
| 20 | -0.201442 | -1.5473 | 0.063568 |
| 21 | -0.034013 | -0.2613 | 0.3974 |
| 22 | -0.09131 | -0.7014 | 0.242916 |
| 23 | -0.049978 | -0.3839 | 0.35122 |
| 24 | -0.145173 | -1.1151 | 0.134666 |
| 25 | -0.009397 | -0.0722 | 0.471351 |
| 26 | -0.08662 | -0.6653 | 0.254211 |
| 27 | 0.002865 | 0.022 | 0.491259 |
| 28 | 0.002253 | 0.0173 | 0.493125 |
| 29 | -0.136106 | -1.0455 | 0.150039 |
| 30 | -0.02151 | -0.1652 | 0.434668 |
| 31 | -0.001442 | -0.0111 | 0.495601 |
| 32 | 0.028584 | 0.2196 | 0.413487 |
| 33 | -0.080142 | -0.6156 | 0.270269 |
| 34 | -0.0689 | -0.5292 | 0.299315 |
| 35 | -0.105167 | -0.8078 | 0.211225 |
| 36 | -0.088528 | -0.68 | 0.249583 |
