| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.014364 | 0.1167 | 0.453728 |
| 2 | -0.164783 | -1.3387 | 0.09263 |
| 3 | -0.458185 | -3.7223 | 0.000205 |
| 4 | -0.292589 | -2.377 | 0.010181 |
| 5 | 0.109616 | 0.8905 | 0.188209 |
| 6 | 0.38807 | 3.1527 | 0.001217 |
| 7 | 0.185204 | 1.5046 | 0.068599 |
| 8 | -0.094796 | -0.7701 | 0.221985 |
| 9 | -0.212091 | -1.723 | 0.044782 |
| 10 | -0.16186 | -1.315 | 0.096538 |
| 11 | -0.086704 | -0.7044 | 0.241835 |
| 12 | 0.412498 | 3.3512 | 0.000667 |
| 13 | -0.088588 | -0.7197 | 0.237126 |
| 14 | 0.020892 | 0.1697 | 0.432872 |
| 15 | 0.002233 | 0.0181 | 0.492791 |
| 16 | -0.105083 | -0.8537 | 0.198181 |
| 17 | -0.006015 | -0.0489 | 0.480586 |
| 18 | 0.030718 | 0.2496 | 0.401854 |
| 19 | 0.01365 | 0.1109 | 0.45602 |
| 20 | -0.021352 | -0.1735 | 0.431408 |
| 21 | 0.112426 | 0.9134 | 0.182191 |
| 22 | -0.0296 | -0.2405 | 0.405354 |
| 23 | -0.11122 | -0.9036 | 0.184758 |
| 24 | 0.050953 | 0.4139 | 0.34013 |
| 25 | -0.199592 | -1.6215 | 0.05484 |
| 26 | 0.108317 | 0.88 | 0.191034 |
| 27 | 0.120801 | 0.9814 | 0.164992 |
| 28 | 0.045207 | 0.3673 | 0.357299 |
| 29 | 0.01787 | 0.1452 | 0.442506 |
| 30 | -0.041526 | -0.3374 | 0.36846 |
| 31 | -0.037189 | -0.3021 | 0.381754 |
| 32 | -0.107142 | -0.8704 | 0.19361 |
| 33 | 0.041291 | 0.3354 | 0.369175 |
| 34 | -0.011789 | -0.0958 | 0.461994 |
| 35 | 0.015832 | 0.1286 | 0.449024 |
| 36 | 0.172895 | 1.4046 | 0.082414 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.014364 | 0.1167 | 0.453728 |
| 2 | -0.165023 | -1.3407 | 0.092314 |
| 3 | -0.465837 | -3.7845 | 0.000167 |
| 4 | -0.445639 | -3.6204 | 0.000286 |
| 5 | -0.24192 | -1.9654 | 0.026791 |
| 6 | -0.006412 | -0.0521 | 0.479305 |
| 7 | -0.115614 | -0.9392 | 0.175514 |
| 8 | -0.206241 | -1.6755 | 0.049283 |
| 9 | -0.092291 | -0.7498 | 0.228028 |
| 10 | -0.048887 | -0.3972 | 0.346266 |
| 11 | -0.316019 | -2.5673 | 0.006261 |
| 12 | 0.181737 | 1.4764 | 0.072291 |
| 13 | -0.338161 | -2.7472 | 0.00387 |
| 14 | -0.239363 | -1.9446 | 0.028044 |
| 15 | 0.153353 | 1.2458 | 0.108613 |
| 16 | -0.058778 | -0.4775 | 0.317287 |
| 17 | -0.124066 | -1.0079 | 0.158587 |
| 18 | -0.045554 | -0.3701 | 0.356253 |
| 19 | 0.082581 | 0.6709 | 0.252316 |
| 20 | -0.046669 | -0.3791 | 0.3529 |
| 21 | 0.114997 | 0.9342 | 0.176792 |
| 22 | 0.110299 | 0.8961 | 0.186735 |
| 23 | 0.008114 | 0.0659 | 0.47382 |
| 24 | 0.00934 | 0.0759 | 0.469872 |
| 25 | -0.04988 | -0.4052 | 0.343311 |
| 26 | 0.005632 | 0.0458 | 0.481823 |
| 27 | -0.223704 | -1.8174 | 0.036849 |
| 28 | -0.088684 | -0.7205 | 0.236889 |
| 29 | -0.007798 | -0.0634 | 0.474839 |
| 30 | -0.066951 | -0.5439 | 0.294167 |
| 31 | 0.104618 | 0.8499 | 0.19922 |
| 32 | 0.013371 | 0.1086 | 0.456914 |
| 33 | -0.123448 | -1.0029 | 0.159786 |
| 34 | -0.052626 | -0.4275 | 0.33519 |
| 35 | -0.047869 | -0.3889 | 0.349306 |
| 36 | -0.026061 | -0.2117 | 0.41649 |
