| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.376947 | 2.9198 | 0.002463 |
| 2 | 0.349138 | 2.7044 | 0.004446 |
| 3 | 0.477385 | 3.6978 | 0.000237 |
| 4 | 0.346751 | 2.6859 | 0.004671 |
| 5 | 0.282894 | 2.1913 | 0.016163 |
| 6 | 0.234355 | 1.8153 | 0.037238 |
| 7 | 0.234215 | 1.8142 | 0.037322 |
| 8 | 0.20036 | 1.552 | 0.062963 |
| 9 | 0.142099 | 1.1007 | 0.137712 |
| 10 | 0.169319 | 1.3115 | 0.097336 |
| 11 | -0.02842 | -0.2201 | 0.413256 |
| 12 | 0.153111 | 1.186 | 0.12015 |
| 13 | 0.06622 | 0.5129 | 0.304939 |
| 14 | -0.007251 | -0.0562 | 0.477698 |
| 15 | -0.040635 | -0.3148 | 0.37702 |
| 16 | -0.047083 | -0.3647 | 0.358308 |
| 17 | -0.042565 | -0.3297 | 0.371384 |
| 18 | -0.064728 | -0.5014 | 0.30897 |
| 19 | -0.158395 | -1.2269 | 0.112323 |
| 20 | -0.125721 | -0.9738 | 0.167025 |
| 21 | -0.049438 | -0.3829 | 0.351555 |
| 22 | -0.099836 | -0.7733 | 0.221183 |
| 23 | -0.172039 | -1.3326 | 0.09385 |
| 24 | -0.076808 | -0.595 | 0.277056 |
| 25 | -0.08459 | -0.6552 | 0.257412 |
| 26 | -0.104681 | -0.8109 | 0.210328 |
| 27 | -0.139564 | -1.0811 | 0.141998 |
| 28 | -0.170202 | -1.3184 | 0.096194 |
| 29 | -0.130221 | -1.0087 | 0.158587 |
| 30 | -0.131944 | -1.022 | 0.155435 |
| 31 | -0.256016 | -1.9831 | 0.02597 |
| 32 | -0.210884 | -1.6335 | 0.053801 |
| 33 | -0.14895 | -1.1538 | 0.126586 |
| 34 | -0.202595 | -1.5693 | 0.060919 |
| 35 | -0.231955 | -1.7967 | 0.038707 |
| 36 | -0.160836 | -1.2458 | 0.108835 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.376947 | 2.9198 | 0.002463 |
| 2 | 0.241341 | 1.8694 | 0.033223 |
| 3 | 0.354689 | 2.7474 | 0.00396 |
| 4 | 0.097055 | 0.7518 | 0.227559 |
| 5 | 0.016312 | 0.1263 | 0.449939 |
| 6 | -0.074625 | -0.578 | 0.2827 |
| 7 | 0.005579 | 0.0432 | 0.482836 |
| 8 | 0.008971 | 0.0695 | 0.472415 |
| 9 | -0.014537 | -0.1126 | 0.455362 |
| 10 | 0.041722 | 0.3232 | 0.373842 |
| 11 | -0.234701 | -1.818 | 0.03703 |
| 12 | 0.154829 | 1.1993 | 0.117563 |
| 13 | -0.043021 | -0.3332 | 0.370058 |
| 14 | 0.025562 | 0.198 | 0.421856 |
| 15 | -0.156977 | -1.2159 | 0.114385 |
| 16 | -0.051376 | -0.398 | 0.346038 |
| 17 | -0.021918 | -0.1698 | 0.432877 |
| 18 | 0.05256 | 0.4071 | 0.342683 |
| 19 | -0.104798 | -0.8118 | 0.210069 |
| 20 | -0.06477 | -0.5017 | 0.308856 |
| 21 | 0.124337 | 0.9631 | 0.16968 |
| 22 | -0.031763 | -0.246 | 0.403248 |
| 23 | 0.015752 | 0.122 | 0.451648 |
| 24 | -0.029082 | -0.2253 | 0.411268 |
| 25 | 0.021498 | 0.1665 | 0.434153 |
| 26 | -0.029646 | -0.2296 | 0.409577 |
| 27 | -0.039805 | -0.3083 | 0.379449 |
| 28 | -0.127847 | -0.9903 | 0.163003 |
| 29 | 0.000414 | 0.0032 | 0.498727 |
| 30 | -0.034598 | -0.268 | 0.394812 |
| 31 | -0.171643 | -1.3295 | 0.094352 |
| 32 | 0.00588 | 0.0455 | 0.481913 |
| 33 | -0.001275 | -0.0099 | 0.496077 |
| 34 | -0.024765 | -0.1918 | 0.424261 |
| 35 | -0.061361 | -0.4753 | 0.318149 |
| 36 | 0.046251 | 0.3583 | 0.360703 |
