| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.089756 | 0.6596 | 0.256167 |
| 2 | -0.101254 | -0.7441 | 0.230033 |
| 3 | -0.506254 | -3.7202 | 0.000238 |
| 4 | -0.344592 | -2.5322 | 0.007138 |
| 5 | 0.026264 | 0.193 | 0.42384 |
| 6 | 0.277685 | 2.0406 | 0.023098 |
| 7 | 0.232274 | 1.7069 | 0.046797 |
| 8 | 0.017835 | 0.1311 | 0.448109 |
| 9 | -0.15538 | -1.1418 | 0.129287 |
| 10 | -0.209828 | -1.5419 | 0.064468 |
| 11 | 0.141448 | 1.0394 | 0.15162 |
| 12 | -0.024068 | -0.1769 | 0.430139 |
| 13 | 0.169113 | 1.2427 | 0.10967 |
| 14 | 0.000194 | 0.0014 | 0.499433 |
| 15 | -0.004438 | -0.0326 | 0.487052 |
| 16 | -0.123652 | -0.9087 | 0.183785 |
| 17 | -0.123208 | -0.9054 | 0.18464 |
| 18 | 0.001692 | 0.0124 | 0.495062 |
| 19 | 0.009109 | 0.0669 | 0.473438 |
| 20 | 0.191301 | 1.4058 | 0.08276 |
| 21 | 0.160952 | 1.1827 | 0.121045 |
| 22 | 0.076659 | 0.5633 | 0.287773 |
| 23 | -0.212532 | -1.5618 | 0.06209 |
| 24 | -0.290522 | -2.1349 | 0.018662 |
| 25 | -0.09444 | -0.694 | 0.245333 |
| 26 | 0.144597 | 1.0626 | 0.146355 |
| 27 | 0.236416 | 1.7373 | 0.044018 |
| 28 | 0.109838 | 0.8071 | 0.211562 |
| 29 | -0.005081 | -0.0373 | 0.485178 |
| 30 | -0.257844 | -1.8948 | 0.031742 |
| 31 | -0.04062 | -0.2985 | 0.383237 |
| 32 | -0.012004 | -0.0882 | 0.465017 |
| 33 | 0.212472 | 1.5613 | 0.062142 |
| 34 | 0.002886 | 0.0212 | 0.491578 |
| 35 | -0.031814 | -0.2338 | 0.408019 |
| 36 | -0.162966 | -1.1976 | 0.118161 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.089756 | 0.6596 | 0.256167 |
| 2 | -0.110198 | -0.8098 | 0.210809 |
| 3 | -0.496249 | -3.6467 | 0.000299 |
| 4 | -0.38376 | -2.82 | 0.003351 |
| 5 | -0.127781 | -0.939 | 0.175958 |
| 6 | -0.071773 | -0.5274 | 0.300031 |
| 7 | -0.169293 | -1.244 | 0.109428 |
| 8 | -0.194589 | -1.4299 | 0.079248 |
| 9 | -0.149465 | -1.0983 | 0.138465 |
| 10 | -0.222412 | -1.6344 | 0.053998 |
| 11 | 0.112624 | 0.8276 | 0.205766 |
| 12 | -0.243415 | -1.7887 | 0.039634 |
| 13 | -0.086013 | -0.6321 | 0.265006 |
| 14 | 0.049354 | 0.3627 | 0.359132 |
| 15 | 0.096866 | 0.7118 | 0.23982 |
| 16 | -0.071589 | -0.5261 | 0.300496 |
| 17 | -0.151903 | -1.1163 | 0.134628 |
| 18 | 0.005482 | 0.0403 | 0.484006 |
| 19 | -0.149929 | -1.1018 | 0.137728 |
| 20 | 0.012622 | 0.0927 | 0.463223 |
| 21 | 0.159817 | 1.1744 | 0.122692 |
| 22 | 0.104156 | 0.7654 | 0.223687 |
| 23 | 0.040311 | 0.2962 | 0.384099 |
| 24 | -0.136201 | -1.0009 | 0.160677 |
| 25 | 0.076955 | 0.5655 | 0.287039 |
| 26 | 0.044129 | 0.3243 | 0.373488 |
| 27 | -0.018976 | -0.1394 | 0.444808 |
| 28 | -0.12123 | -0.8909 | 0.188479 |
| 29 | 0.026102 | 0.1918 | 0.424306 |
| 30 | -0.030714 | -0.2257 | 0.411144 |
| 31 | 0.024009 | 0.1764 | 0.430308 |
| 32 | -0.086922 | -0.6387 | 0.262846 |
| 33 | 0.030333 | 0.2229 | 0.412227 |
| 34 | -0.085046 | -0.625 | 0.267315 |
| 35 | 0.005485 | 0.0403 | 0.483999 |
| 36 | -0.185656 | -1.3643 | 0.089068 |
