| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.076818 | 0.595 | 0.277031 |
| 2 | -0.207379 | -1.6064 | 0.056724 |
| 3 | 0.058645 | 0.4543 | 0.32564 |
| 4 | -0.008756 | -0.0678 | 0.473076 |
| 5 | 0.24181 | 1.873 | 0.032968 |
| 6 | 0.32302 | 2.5021 | 0.007545 |
| 7 | 0.188087 | 1.4569 | 0.075176 |
| 8 | -0.050881 | -0.3941 | 0.347445 |
| 9 | -0.045053 | -0.349 | 0.364162 |
| 10 | -0.208203 | -1.6127 | 0.056025 |
| 11 | 0.082281 | 0.6373 | 0.263163 |
| 12 | 0.66467 | 5.1485 | 2e-06 |
| 13 | -0.013131 | -0.1017 | 0.459663 |
| 14 | -0.226541 | -1.7548 | 0.042201 |
| 15 | -0.02089 | -0.1618 | 0.435997 |
| 16 | -0.084286 | -0.6529 | 0.258164 |
| 17 | 0.14612 | 1.1318 | 0.131103 |
| 18 | 0.172254 | 1.3343 | 0.093578 |
| 19 | 0.062001 | 0.4803 | 0.316395 |
| 20 | -0.13448 | -1.0417 | 0.150871 |
| 21 | -0.136071 | -1.054 | 0.148054 |
| 22 | -0.241317 | -1.8692 | 0.033237 |
| 23 | 0.019959 | 0.1546 | 0.438827 |
| 24 | 0.356357 | 2.7603 | 0.003824 |
| 25 | -0.084569 | -0.6551 | 0.257463 |
| 26 | -0.2458 | -1.904 | 0.030857 |
| 27 | -0.153622 | -1.19 | 0.119376 |
| 28 | -0.07915 | -0.6131 | 0.271065 |
| 29 | 0.051405 | 0.3982 | 0.345954 |
| 30 | 0.022546 | 0.1746 | 0.430975 |
| 31 | 0.001061 | 0.0082 | 0.496734 |
| 32 | -0.168031 | -1.3016 | 0.09902 |
| 33 | -0.187117 | -1.4494 | 0.076216 |
| 34 | -0.140416 | -1.0877 | 0.140548 |
| 35 | -0.054875 | -0.4251 | 0.336156 |
| 36 | 0.171617 | 1.3293 | 0.094385 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.076818 | 0.595 | 0.277031 |
| 2 | -0.214546 | -1.6619 | 0.050878 |
| 3 | 0.099621 | 0.7717 | 0.221673 |
| 4 | -0.074078 | -0.5738 | 0.284123 |
| 5 | 0.305308 | 2.3649 | 0.010643 |
| 6 | 0.269807 | 2.0899 | 0.020436 |
| 7 | 0.337126 | 2.6114 | 0.005688 |
| 8 | 0.045363 | 0.3514 | 0.363266 |
| 9 | 0.070409 | 0.5454 | 0.293755 |
| 10 | -0.456076 | -3.5327 | 0.000399 |
| 11 | -0.15128 | -1.1718 | 0.122952 |
| 12 | 0.447502 | 3.4663 | 0.000491 |
| 13 | -0.033608 | -0.2603 | 0.397752 |
| 14 | 0.038348 | 0.297 | 0.383731 |
| 15 | -0.034689 | -0.2687 | 0.394542 |
| 16 | -0.046676 | -0.3616 | 0.359478 |
| 17 | -0.087121 | -0.6748 | 0.251187 |
| 18 | -0.202428 | -1.568 | 0.06107 |
| 19 | -0.115624 | -0.8956 | 0.187017 |
| 20 | -0.145525 | -1.1272 | 0.132065 |
| 21 | 0.005684 | 0.044 | 0.482515 |
| 22 | -0.05272 | -0.4084 | 0.342228 |
| 23 | 0.047871 | 0.3708 | 0.356042 |
| 24 | -0.091026 | -0.7051 | 0.241743 |
| 25 | 0.099141 | 0.7679 | 0.222767 |
| 26 | -0.038145 | -0.2955 | 0.384326 |
| 27 | -0.081534 | -0.6316 | 0.265036 |
| 28 | 0.068269 | 0.5288 | 0.299444 |
| 29 | -0.055295 | -0.4283 | 0.334978 |
| 30 | -0.079857 | -0.6186 | 0.269269 |
| 31 | -0.029347 | -0.2273 | 0.410474 |
| 32 | -0.060043 | -0.4651 | 0.321775 |
| 33 | -0.041435 | -0.321 | 0.37468 |
| 34 | 0.165723 | 1.2837 | 0.102093 |
| 35 | -0.095644 | -0.7409 | 0.230835 |
| 36 | 0.040391 | 0.3129 | 0.377734 |
