| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.378944 | 2.5979 | 0.006243 |
| 2 | -0.016728 | -0.1147 | 0.454594 |
| 3 | -0.217138 | -1.4886 | 0.071633 |
| 4 | -0.1574 | -1.0791 | 0.14303 |
| 5 | -0.075375 | -0.5167 | 0.30388 |
| 6 | -0.024205 | -0.1659 | 0.434458 |
| 7 | -0.007608 | -0.0522 | 0.479313 |
| 8 | 0.061019 | 0.4183 | 0.338807 |
| 9 | 0.229631 | 1.5743 | 0.061066 |
| 10 | 0.037821 | 0.2593 | 0.398271 |
| 11 | -0.294611 | -2.0198 | 0.024565 |
| 12 | -0.481752 | -3.3027 | 0.000918 |
| 13 | -0.305566 | -2.0949 | 0.0208 |
| 14 | -0.053357 | -0.3658 | 0.358078 |
| 15 | 0.133905 | 0.918 | 0.181651 |
| 16 | 0.0508 | 0.3483 | 0.364597 |
| 17 | -0.048909 | -0.3353 | 0.369443 |
| 18 | -0.09741 | -0.6678 | 0.25376 |
| 19 | 0.025798 | 0.1769 | 0.430187 |
| 20 | 0.017885 | 0.1226 | 0.451468 |
| 21 | -0.063574 | -0.4358 | 0.332474 |
| 22 | -0.022996 | -0.1577 | 0.437704 |
| 23 | 0.199322 | 1.3665 | 0.089144 |
| 24 | 0.244415 | 1.6756 | 0.050226 |
| 25 | 0.239198 | 1.6399 | 0.053856 |
| 26 | 0.044989 | 0.3084 | 0.37956 |
| 27 | -0.156906 | -1.0757 | 0.143777 |
| 28 | -0.10063 | -0.6899 | 0.246829 |
| 29 | 0.042907 | 0.2942 | 0.384967 |
| 30 | 0.08579 | 0.5881 | 0.279625 |
| 31 | -0.00819 | -0.0562 | 0.47773 |
| 32 | 0.021346 | 0.1463 | 0.44214 |
| 33 | 0.041714 | 0.286 | 0.388077 |
| 34 | 0.038035 | 0.2608 | 0.39771 |
| 35 | -0.054233 | -0.3718 | 0.355856 |
| 36 | -0.219679 | -1.506 | 0.069374 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.378944 | 2.5979 | 0.006243 |
| 2 | -0.187209 | -1.2834 | 0.102814 |
| 3 | -0.167803 | -1.1504 | 0.127899 |
| 4 | -0.005994 | -0.0411 | 0.483697 |
| 5 | -0.043037 | -0.295 | 0.384629 |
| 6 | -0.039921 | -0.2737 | 0.392764 |
| 7 | -0.02264 | -0.1552 | 0.438658 |
| 8 | 0.062773 | 0.4304 | 0.334454 |
| 9 | 0.209493 | 1.4362 | 0.078783 |
| 10 | -0.17527 | -1.2016 | 0.117772 |
| 11 | -0.299335 | -2.0521 | 0.022875 |
| 12 | -0.261467 | -1.7925 | 0.039743 |
| 13 | -0.075549 | -0.5179 | 0.303466 |
| 14 | -0.057968 | -0.3974 | 0.346432 |
| 15 | -0.007792 | -0.0534 | 0.478811 |
| 16 | -0.157394 | -1.079 | 0.143039 |
| 17 | -0.141022 | -0.9668 | 0.169296 |
| 18 | -0.208923 | -1.4323 | 0.079337 |
| 19 | 0.036059 | 0.2472 | 0.402911 |
| 20 | 0.023268 | 0.1595 | 0.436972 |
| 21 | -0.047201 | -0.3236 | 0.37384 |
| 22 | -0.073276 | -0.5024 | 0.308882 |
| 23 | 0.056273 | 0.3858 | 0.350698 |
| 24 | -0.133353 | -0.9142 | 0.182634 |
| 25 | 0.101764 | 0.6977 | 0.244414 |
| 26 | -0.01792 | -0.1229 | 0.451372 |
| 27 | -0.130599 | -0.8953 | 0.187584 |
| 28 | -0.109553 | -0.7511 | 0.228181 |
| 29 | -0.068605 | -0.4703 | 0.320146 |
| 30 | -0.055151 | -0.3781 | 0.35353 |
| 31 | -0.067478 | -0.4626 | 0.32289 |
| 32 | -0.038549 | -0.2643 | 0.396361 |
| 33 | 0.004832 | 0.0331 | 0.486857 |
| 34 | -0.079242 | -0.5433 | 0.29476 |
| 35 | -0.028806 | -0.1975 | 0.42215 |
| 36 | -0.103813 | -0.7117 | 0.240082 |
