| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.278552 | 2.1396 | 0.018267 |
| 2 | -0.210316 | -1.6155 | 0.055773 |
| 3 | -0.465593 | -3.5763 | 0.000352 |
| 4 | -0.447296 | -3.4357 | 0.000544 |
| 5 | -0.051765 | -0.3976 | 0.346174 |
| 6 | 0.188151 | 1.4452 | 0.076844 |
| 7 | 0.304139 | 2.3361 | 0.011451 |
| 8 | 0.211579 | 1.6252 | 0.054729 |
| 9 | -0.130828 | -1.0049 | 0.159523 |
| 10 | -0.096428 | -0.7407 | 0.230913 |
| 11 | -0.043966 | -0.3377 | 0.368391 |
| 12 | -0.132791 | -1.02 | 0.15595 |
| 13 | 0.013904 | 0.1068 | 0.457656 |
| 14 | 0.098083 | 0.7534 | 0.227106 |
| 15 | 0.074559 | 0.5727 | 0.284512 |
| 16 | -0.000948 | -0.0073 | 0.497107 |
| 17 | -0.06075 | -0.4666 | 0.321242 |
| 18 | 0.018408 | 0.1414 | 0.444019 |
| 19 | -0.117931 | -0.9058 | 0.184352 |
| 20 | -0.002922 | -0.0224 | 0.491083 |
| 21 | 0.145303 | 1.1161 | 0.134454 |
| 22 | 0.03618 | 0.2779 | 0.391028 |
| 23 | -0.042786 | -0.3286 | 0.371792 |
| 24 | -0.129958 | -0.9982 | 0.161123 |
| 25 | -0.02245 | -0.1724 | 0.431839 |
| 26 | 0.137439 | 1.0557 | 0.147707 |
| 27 | 0.065973 | 0.5067 | 0.307111 |
| 28 | -0.002708 | -0.0208 | 0.491739 |
| 29 | -0.095696 | -0.7351 | 0.232609 |
| 30 | -0.204818 | -1.5732 | 0.060506 |
| 31 | 0.058028 | 0.4457 | 0.328714 |
| 32 | 0.150106 | 1.153 | 0.126783 |
| 33 | 0.149084 | 1.1451 | 0.128388 |
| 34 | 0.079578 | 0.6112 | 0.271692 |
| 35 | -0.177781 | -1.3656 | 0.08863 |
| 36 | -0.207152 | -1.5912 | 0.058458 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.278552 | 2.1396 | 0.018267 |
| 2 | -0.312125 | -2.3975 | 0.009846 |
| 3 | -0.362479 | -2.7843 | 0.0036 |
| 4 | -0.368679 | -2.8319 | 0.00316 |
| 5 | -0.107399 | -0.8249 | 0.206362 |
| 6 | -0.183532 | -1.4097 | 0.081934 |
| 7 | -0.065135 | -0.5003 | 0.309359 |
| 8 | -0.037661 | -0.2893 | 0.386689 |
| 9 | -0.227022 | -1.7438 | 0.043202 |
| 10 | 0.103751 | 0.7969 | 0.214345 |
| 11 | 0.083314 | 0.6399 | 0.262342 |
| 12 | -0.193442 | -1.4859 | 0.071321 |
| 13 | 0.015291 | 0.1175 | 0.45345 |
| 14 | 0.112355 | 0.863 | 0.195812 |
| 15 | -0.040437 | -0.3106 | 0.3786 |
| 16 | -0.078729 | -0.6047 | 0.27384 |
| 17 | 0.026505 | 0.2036 | 0.419688 |
| 18 | 0.045324 | 0.3481 | 0.364487 |
| 19 | -0.226279 | -1.7381 | 0.043707 |
| 20 | 0.109082 | 0.8379 | 0.202741 |
| 21 | 0.073191 | 0.5622 | 0.288058 |
| 22 | -0.14231 | -1.0931 | 0.139396 |
| 23 | -0.010597 | -0.0814 | 0.4677 |
| 24 | -0.070308 | -0.54 | 0.295598 |
| 25 | -0.021958 | -0.1687 | 0.433318 |
| 26 | 0.161725 | 1.2422 | 0.109532 |
| 27 | 0.030238 | 0.2323 | 0.408568 |
| 28 | -0.207273 | -1.5921 | 0.058354 |
| 29 | 0.011667 | 0.0896 | 0.464448 |
| 30 | -0.005916 | -0.0454 | 0.481955 |
| 31 | -0.01273 | -0.0978 | 0.461218 |
| 32 | -0.036541 | -0.2807 | 0.389971 |
| 33 | 0.097638 | 0.75 | 0.228125 |
| 34 | 0.034936 | 0.2684 | 0.394683 |
| 35 | -0.12582 | -0.9664 | 0.168884 |
| 36 | -0.071036 | -0.5456 | 0.293686 |
