| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.414377 | 3.1829 | 0.001164 |
| 2 | -0.249016 | -1.9127 | 0.03032 |
| 3 | -0.510345 | -3.92 | 0.000117 |
| 4 | -0.344392 | -2.6453 | 0.005222 |
| 5 | 0.092968 | 0.7141 | 0.23899 |
| 6 | 0.388229 | 2.982 | 0.002079 |
| 7 | 0.246584 | 1.894 | 0.031562 |
| 8 | -0.125756 | -0.966 | 0.169005 |
| 9 | -0.336133 | -2.5819 | 0.006165 |
| 10 | -0.249552 | -1.9168 | 0.030052 |
| 11 | 0.058101 | 0.4463 | 0.328514 |
| 12 | 0.376795 | 2.8942 | 0.00266 |
| 13 | 0.104458 | 0.8024 | 0.212784 |
| 14 | -0.109888 | -0.8441 | 0.201021 |
| 15 | -0.102212 | -0.7851 | 0.217766 |
| 16 | -0.060246 | -0.4628 | 0.322621 |
| 17 | 0.056907 | 0.4371 | 0.331813 |
| 18 | 0.093003 | 0.7144 | 0.238908 |
| 19 | 0.0112 | 0.086 | 0.465868 |
| 20 | -0.14207 | -1.0913 | 0.139797 |
| 21 | -0.191835 | -1.4735 | 0.072965 |
| 22 | -0.088925 | -0.683 | 0.248625 |
| 23 | 0.108083 | 0.8302 | 0.204885 |
| 24 | 0.234309 | 1.7998 | 0.038506 |
| 25 | 0.012991 | 0.0998 | 0.460425 |
| 26 | -0.159559 | -1.2256 | 0.112611 |
| 27 | -0.100647 | -0.7731 | 0.221279 |
| 28 | -0.036632 | -0.2814 | 0.389705 |
| 29 | 0.097616 | 0.7498 | 0.228176 |
| 30 | 0.157479 | 1.2096 | 0.115625 |
| 31 | 0.08705 | 0.6686 | 0.253165 |
| 32 | -0.155949 | -1.1979 | 0.117879 |
| 33 | -0.242673 | -1.864 | 0.033649 |
| 34 | -0.066879 | -0.5137 | 0.304688 |
| 35 | 0.16839 | 1.2934 | 0.100453 |
| 36 | 0.292647 | 2.2479 | 0.014168 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.414377 | 3.1829 | 0.001164 |
| 2 | -0.507943 | -3.9016 | 0.000124 |
| 3 | -0.234736 | -1.803 | 0.038245 |
| 4 | -0.136108 | -1.0455 | 0.150037 |
| 5 | 0.108282 | 0.8317 | 0.204457 |
| 6 | 0.096096 | 0.7381 | 0.23168 |
| 7 | -0.07692 | -0.5908 | 0.278444 |
| 8 | -0.114486 | -0.8794 | 0.19138 |
| 9 | -0.058426 | -0.4488 | 0.327619 |
| 10 | -0.057642 | -0.4428 | 0.32978 |
| 11 | 0.028024 | 0.2153 | 0.415154 |
| 12 | 0.182302 | 1.4003 | 0.083332 |
| 13 | -0.397019 | -3.0496 | 0.001715 |
| 14 | 0.269919 | 2.0733 | 0.021261 |
| 15 | 0.102017 | 0.7836 | 0.218203 |
| 16 | -0.07569 | -0.5814 | 0.281599 |
| 17 | 0.019435 | 0.1493 | 0.440919 |
| 18 | -0.0981 | -0.7535 | 0.227066 |
| 19 | 0.066819 | 0.5132 | 0.304848 |
| 20 | -0.145226 | -1.1155 | 0.13458 |
| 21 | -0.145012 | -1.1139 | 0.134928 |
| 22 | -0.034675 | -0.2663 | 0.395451 |
| 23 | 0.088188 | 0.6774 | 0.250405 |
| 24 | -0.06941 | -0.5331 | 0.297967 |
| 25 | -0.024856 | -0.1909 | 0.424621 |
| 26 | -0.11087 | -0.8516 | 0.198937 |
| 27 | 0.072162 | 0.5543 | 0.290739 |
| 28 | -0.017887 | -0.1374 | 0.445595 |
| 29 | -0.045945 | -0.3529 | 0.362708 |
| 30 | 0.032551 | 0.25 | 0.401718 |
| 31 | -0.015547 | -0.1194 | 0.452674 |
| 32 | -0.175763 | -1.3501 | 0.091077 |
| 33 | 0.040803 | 0.3134 | 0.377536 |
| 34 | 0.069521 | 0.534 | 0.297675 |
| 35 | -0.012847 | -0.0987 | 0.460863 |
| 36 | 0.132229 | 1.0157 | 0.156967 |
