| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.126583 | 0.9805 | 0.165386 |
| 2 | -0.163188 | -1.2641 | 0.10555 |
| 3 | -0.136333 | -1.056 | 0.147594 |
| 4 | -0.128844 | -0.998 | 0.161139 |
| 5 | 0.133234 | 1.032 | 0.1531 |
| 6 | 0.244281 | 1.8922 | 0.031647 |
| 7 | 0.131355 | 1.0175 | 0.156507 |
| 8 | -0.180806 | -1.4005 | 0.083255 |
| 9 | -0.194032 | -1.503 | 0.069047 |
| 10 | -0.216421 | -1.6764 | 0.049433 |
| 11 | 0.131793 | 1.0209 | 0.155709 |
| 12 | 0.652731 | 5.056 | 2e-06 |
| 13 | -0.014802 | -0.1147 | 0.454549 |
| 14 | -0.177994 | -1.3787 | 0.086547 |
| 15 | -0.166937 | -1.2931 | 0.100469 |
| 16 | -0.163152 | -1.2638 | 0.105601 |
| 17 | 0.080087 | 0.6203 | 0.268689 |
| 18 | 0.137622 | 1.066 | 0.145343 |
| 19 | 0.042225 | 0.3271 | 0.372377 |
| 20 | -0.232306 | -1.7994 | 0.038489 |
| 21 | -0.229578 | -1.7783 | 0.04021 |
| 22 | -0.190477 | -1.4754 | 0.072663 |
| 23 | 0.091221 | 0.7066 | 0.241277 |
| 24 | 0.444359 | 3.442 | 0.000529 |
| 25 | -0.066586 | -0.5158 | 0.303955 |
| 26 | -0.163177 | -1.264 | 0.105565 |
| 27 | -0.121694 | -0.9426 | 0.174823 |
| 28 | -0.093319 | -0.7228 | 0.236292 |
| 29 | 0.063787 | 0.4941 | 0.311522 |
| 30 | 0.095913 | 0.7429 | 0.230209 |
| 31 | 0.039219 | 0.3038 | 0.381171 |
| 32 | -0.181245 | -1.4039 | 0.082749 |
| 33 | -0.156895 | -1.2153 | 0.114505 |
| 34 | -0.083221 | -0.6446 | 0.260813 |
| 35 | 0.097307 | 0.7537 | 0.226978 |
| 36 | 0.252535 | 1.9561 | 0.027555 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.126583 | 0.9805 | 0.165386 |
| 2 | -0.18213 | -1.4108 | 0.081738 |
| 3 | -0.093405 | -0.7235 | 0.236089 |
| 4 | -0.134013 | -1.0381 | 0.151703 |
| 5 | 0.137495 | 1.065 | 0.145564 |
| 6 | 0.16937 | 1.3119 | 0.09727 |
| 7 | 0.112573 | 0.872 | 0.193346 |
| 8 | -0.154351 | -1.1956 | 0.118279 |
| 9 | -0.071271 | -0.5521 | 0.291478 |
| 10 | -0.222835 | -1.7261 | 0.044741 |
| 11 | 0.122327 | 0.9475 | 0.173582 |
| 12 | 0.576827 | 4.4681 | 1.8e-05 |
| 13 | -0.205699 | -1.5933 | 0.05817 |
| 14 | -0.043872 | -0.3398 | 0.367586 |
| 15 | -0.062966 | -0.4877 | 0.313758 |
| 16 | -0.086571 | -0.6706 | 0.252532 |
| 17 | -0.054147 | -0.4194 | 0.338202 |
| 18 | -0.170779 | -1.3228 | 0.095453 |
| 19 | -0.072286 | -0.5599 | 0.288809 |
| 20 | -0.057046 | -0.4419 | 0.330084 |
| 21 | -0.034778 | -0.2694 | 0.394276 |
| 22 | 0.030454 | 0.2359 | 0.407158 |
| 23 | -0.101535 | -0.7865 | 0.217339 |
| 24 | 0.053311 | 0.4129 | 0.340561 |
| 25 | -0.013922 | -0.1078 | 0.457242 |
| 26 | -0.041715 | -0.3231 | 0.373862 |
| 27 | 0.056972 | 0.4413 | 0.330289 |
| 28 | 0.019894 | 0.1541 | 0.439025 |
| 29 | -0.065527 | -0.5076 | 0.306807 |
| 30 | -0.041749 | -0.3234 | 0.373764 |
| 31 | -0.010745 | -0.0832 | 0.466972 |
| 32 | 0.040129 | 0.3108 | 0.378502 |
| 33 | 0.006257 | 0.0485 | 0.480754 |
| 34 | 0.040924 | 0.317 | 0.376173 |
| 35 | -0.038183 | -0.2958 | 0.384217 |
| 36 | -0.167351 | -1.2963 | 0.099918 |
