| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.225606 | 1.7182 | 0.045551 |
| 2 | -0.232035 | -1.7671 | 0.041234 |
| 3 | -0.483187 | -3.6798 | 0.000257 |
| 4 | -0.419269 | -3.1931 | 0.001138 |
| 5 | -5.8e-05 | -4e-04 | 0.499826 |
| 6 | 0.230266 | 1.7537 | 0.042387 |
| 7 | 0.224003 | 1.706 | 0.046683 |
| 8 | 0.139172 | 1.0599 | 0.146791 |
| 9 | -0.020888 | -0.1591 | 0.437081 |
| 10 | -0.054379 | -0.4141 | 0.340151 |
| 11 | -0.054434 | -0.4146 | 0.339997 |
| 12 | -0.177611 | -1.3526 | 0.09071 |
| 13 | -0.033524 | -0.2553 | 0.399692 |
| 14 | 0.094506 | 0.7197 | 0.237288 |
| 15 | 0.080133 | 0.6103 | 0.272032 |
| 16 | 0.103912 | 0.7914 | 0.215975 |
| 17 | -0.05463 | -0.4161 | 0.339454 |
| 18 | -0.078466 | -0.5976 | 0.276224 |
| 19 | -0.116785 | -0.8894 | 0.18873 |
| 20 | 0.075248 | 0.5731 | 0.284406 |
| 21 | 0.184105 | 1.4021 | 0.083107 |
| 22 | -0.011211 | -0.0854 | 0.466127 |
| 23 | -0.060785 | -0.4629 | 0.322575 |
| 24 | -0.203217 | -1.5477 | 0.063573 |
| 25 | -0.012812 | -0.0976 | 0.461303 |
| 26 | 0.129619 | 0.9871 | 0.163835 |
| 27 | 0.166364 | 1.267 | 0.105111 |
| 28 | -0.009586 | -0.073 | 0.471027 |
| 29 | -0.148818 | -1.1334 | 0.130862 |
| 30 | -0.192047 | -1.4626 | 0.074489 |
| 31 | 0.062415 | 0.4753 | 0.318167 |
| 32 | 0.207963 | 1.5838 | 0.059339 |
| 33 | 0.147188 | 1.121 | 0.133464 |
| 34 | 0.039985 | 0.3045 | 0.380912 |
| 35 | -0.152048 | -1.158 | 0.125812 |
| 36 | -0.273625 | -2.0839 | 0.020794 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.225606 | 1.7182 | 0.045551 |
| 2 | -0.298106 | -2.2703 | 0.01346 |
| 3 | -0.4024 | -3.0646 | 0.001653 |
| 4 | -0.395687 | -3.0135 | 0.001913 |
| 5 | -0.170324 | -1.2972 | 0.099858 |
| 6 | -0.225766 | -1.7194 | 0.045439 |
| 7 | -0.290406 | -2.2117 | 0.015472 |
| 8 | -0.211713 | -1.6124 | 0.056156 |
| 9 | -0.200946 | -1.5304 | 0.065682 |
| 10 | -0.109766 | -0.836 | 0.203305 |
| 11 | -0.064035 | -0.4877 | 0.313809 |
| 12 | -0.274729 | -2.0923 | 0.0204 |
| 13 | -0.116954 | -0.8907 | 0.188387 |
| 14 | -0.018468 | -0.1406 | 0.444318 |
| 15 | -0.124048 | -0.9447 | 0.17436 |
| 16 | -0.04867 | -0.3707 | 0.356122 |
| 17 | -0.116228 | -0.8852 | 0.189862 |
| 18 | -0.045182 | -0.3441 | 0.366009 |
| 19 | -0.246221 | -1.8752 | 0.032904 |
| 20 | -0.0112 | -0.0853 | 0.466161 |
| 21 | 0.107215 | 0.8165 | 0.20877 |
| 22 | -0.090694 | -0.6907 | 0.246252 |
| 23 | 0.092482 | 0.7043 | 0.242024 |
| 24 | -0.137599 | -1.0479 | 0.149511 |
| 25 | 0.114797 | 0.8743 | 0.192789 |
| 26 | 0.096358 | 0.7338 | 0.233001 |
| 27 | 0.168205 | 1.281 | 0.102644 |
| 28 | 0.028104 | 0.214 | 0.415637 |
| 29 | -0.021207 | -0.1615 | 0.436128 |
| 30 | -0.157946 | -1.2029 | 0.116955 |
| 31 | -0.129172 | -0.9837 | 0.164664 |
| 32 | -0.073883 | -0.5627 | 0.287913 |
| 33 | -0.040217 | -0.3063 | 0.380243 |
| 34 | -0.008693 | -0.0662 | 0.473722 |
| 35 | 0.127122 | 0.9681 | 0.168499 |
| 36 | -0.14259 | -1.0859 | 0.141001 |
