| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.210899 | 1.6199 | 0.055289 |
| 2 | 0.126734 | 0.9735 | 0.167149 |
| 3 | 0.060576 | 0.4653 | 0.321717 |
| 4 | -0.195778 | -1.5038 | 0.068984 |
| 5 | -0.435197 | -3.3428 | 0.000722 |
| 6 | -0.39303 | -3.0189 | 0.001872 |
| 7 | -0.377181 | -2.8972 | 0.002638 |
| 8 | -0.214386 | -1.6467 | 0.052465 |
| 9 | 0.063097 | 0.4847 | 0.314858 |
| 10 | 0.085927 | 0.66 | 0.255905 |
| 11 | 0.240297 | 1.8458 | 0.034974 |
| 12 | 0.666569 | 5.12 | 2e-06 |
| 13 | 0.211657 | 1.6258 | 0.054664 |
| 14 | 0.15392 | 1.1823 | 0.120918 |
| 15 | -0.034505 | -0.265 | 0.395952 |
| 16 | -0.097609 | -0.7497 | 0.228193 |
| 17 | -0.336299 | -2.5832 | 0.006144 |
| 18 | -0.332456 | -2.5536 | 0.006632 |
| 19 | -0.266746 | -2.0489 | 0.022463 |
| 20 | -0.155016 | -1.1907 | 0.119271 |
| 21 | 0.016869 | 0.1296 | 0.448672 |
| 22 | 0.048884 | 0.3755 | 0.354322 |
| 23 | 0.264113 | 2.0287 | 0.023505 |
| 24 | 0.3908 | 3.0018 | 0.001965 |
| 25 | 0.239566 | 1.8401 | 0.035389 |
| 26 | 0.08795 | 0.6756 | 0.250981 |
| 27 | -0.038431 | -0.2952 | 0.384441 |
| 28 | -0.027409 | -0.2105 | 0.416989 |
| 29 | -0.274419 | -2.1079 | 0.019651 |
| 30 | -0.244562 | -1.8785 | 0.032627 |
| 31 | -0.157571 | -1.2103 | 0.115491 |
| 32 | -0.142803 | -1.0969 | 0.138573 |
| 33 | 0.013411 | 0.103 | 0.459152 |
| 34 | 0.039048 | 0.2999 | 0.382642 |
| 35 | 0.163067 | 1.2525 | 0.107658 |
| 36 | 0.258635 | 1.9866 | 0.025808 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.210899 | 1.6199 | 0.055289 |
| 2 | 0.086084 | 0.6612 | 0.25552 |
| 3 | 0.018972 | 0.1457 | 0.442316 |
| 4 | -0.233944 | -1.797 | 0.038731 |
| 5 | -0.403707 | -3.1009 | 0.001478 |
| 6 | -0.3008 | -2.3105 | 0.012188 |
| 7 | -0.301229 | -2.3138 | 0.012091 |
| 8 | -0.186845 | -1.4352 | 0.078258 |
| 9 | 0.005452 | 0.0419 | 0.483368 |
| 10 | -0.176225 | -1.3536 | 0.090512 |
| 11 | -0.173411 | -1.332 | 0.093992 |
| 12 | 0.425512 | 3.2684 | 0.000903 |
| 13 | -0.050269 | -0.3861 | 0.350397 |
| 14 | -0.003544 | -0.0272 | 0.489186 |
| 15 | -0.249232 | -1.9144 | 0.030212 |
| 16 | 0.061243 | 0.4704 | 0.319895 |
| 17 | 0.083595 | 0.6421 | 0.261646 |
| 18 | 0.015173 | 0.1165 | 0.453808 |
| 19 | 0.060137 | 0.4619 | 0.322918 |
| 20 | -0.023365 | -0.1795 | 0.429093 |
| 21 | -0.051956 | -0.3991 | 0.345637 |
| 22 | -0.052675 | -0.4046 | 0.343615 |
| 23 | 0.080383 | 0.6174 | 0.269662 |
| 24 | -0.040498 | -0.3111 | 0.378423 |
| 25 | 0.084248 | 0.6471 | 0.260031 |
| 26 | -0.136441 | -1.048 | 0.149451 |
| 27 | 0.01745 | 0.134 | 0.446915 |
| 28 | 0.045559 | 0.3499 | 0.363814 |
| 29 | -0.01385 | -0.1064 | 0.45782 |
| 30 | 0.03607 | 0.2771 | 0.391352 |
| 31 | 0.062315 | 0.4787 | 0.316977 |
| 32 | -0.078596 | -0.6037 | 0.274176 |
| 33 | 0.068813 | 0.5286 | 0.299545 |
| 34 | -0.01882 | -0.1446 | 0.442775 |
| 35 | -0.076164 | -0.585 | 0.280379 |
| 36 | 0.060674 | 0.466 | 0.32145 |
