| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.314748 | 2.1578 | 0.018043 |
| 2 | 0.093329 | 0.6398 | 0.262695 |
| 3 | -0.257607 | -1.7661 | 0.04194 |
| 4 | -0.239008 | -1.6386 | 0.053992 |
| 5 | -0.166732 | -1.1431 | 0.129402 |
| 6 | -0.172813 | -1.1847 | 0.121037 |
| 7 | -0.108032 | -0.7406 | 0.231302 |
| 8 | -0.081022 | -0.5555 | 0.290608 |
| 9 | 0.080044 | 0.5488 | 0.292885 |
| 10 | -0.02305 | -0.158 | 0.437557 |
| 11 | 0.04085 | 0.2801 | 0.390333 |
| 12 | -0.129157 | -0.8855 | 0.190209 |
| 13 | 0.149274 | 1.0234 | 0.155686 |
| 14 | 0.019848 | 0.1361 | 0.446174 |
| 15 | 0.099889 | 0.6848 | 0.248416 |
| 16 | 0.028852 | 0.1978 | 0.422029 |
| 17 | -0.015592 | -0.1069 | 0.457665 |
| 18 | 0.178843 | 1.2261 | 0.113137 |
| 19 | 0.068553 | 0.47 | 0.320273 |
| 20 | 0.058593 | 0.4017 | 0.344866 |
| 21 | -0.18985 | -1.3015 | 0.099707 |
| 22 | -0.202511 | -1.3883 | 0.085789 |
| 23 | -0.263176 | -1.8042 | 0.038802 |
| 24 | -0.017624 | -0.1208 | 0.452172 |
| 25 | 0.016188 | 0.111 | 0.456053 |
| 26 | 0.088639 | 0.6077 | 0.273163 |
| 27 | 0.033737 | 0.2313 | 0.409048 |
| 28 | 0.049512 | 0.3394 | 0.367896 |
| 29 | 0.061491 | 0.4216 | 0.337633 |
| 30 | -0.077332 | -0.5302 | 0.299248 |
| 31 | -0.006226 | -0.0427 | 0.483068 |
| 32 | 0.003144 | 0.0216 | 0.491446 |
| 33 | 0.109454 | 0.7504 | 0.228383 |
| 34 | 0.067027 | 0.4595 | 0.323993 |
| 35 | 0.056009 | 0.384 | 0.351362 |
| 36 | -0.082758 | -0.5674 | 0.286586 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.314748 | 2.1578 | 0.018043 |
| 2 | -0.006368 | -0.0437 | 0.48268 |
| 3 | -0.316534 | -2.17 | 0.017545 |
| 4 | -0.082731 | -0.5672 | 0.286648 |
| 5 | -0.022887 | -0.1569 | 0.437996 |
| 6 | -0.201618 | -1.3822 | 0.086718 |
| 7 | -0.107836 | -0.7393 | 0.231704 |
| 8 | -0.07688 | -0.5271 | 0.300314 |
| 9 | 0.032515 | 0.2229 | 0.412286 |
| 10 | -0.199517 | -1.3678 | 0.088937 |
| 11 | -0.037422 | -0.2566 | 0.399322 |
| 12 | -0.198397 | -1.3601 | 0.090137 |
| 13 | 0.190873 | 1.3086 | 0.098523 |
| 14 | -0.166528 | -1.1417 | 0.129689 |
| 15 | -0.007156 | -0.0491 | 0.48054 |
| 16 | 0.016383 | 0.1123 | 0.455526 |
| 17 | -0.031783 | -0.2179 | 0.414228 |
| 18 | 0.210528 | 1.4433 | 0.077783 |
| 19 | 0.01515 | 0.1039 | 0.458861 |
| 20 | 0.007653 | 0.0525 | 0.479191 |
| 21 | -0.074379 | -0.5099 | 0.306249 |
| 22 | -0.107756 | -0.7387 | 0.231871 |
| 23 | -0.100831 | -0.6913 | 0.2464 |
| 24 | 0.064315 | 0.4409 | 0.330645 |
| 25 | 0.023074 | 0.1582 | 0.437493 |
| 26 | -0.116784 | -0.8006 | 0.213687 |
| 27 | -0.073749 | -0.5056 | 0.307751 |
| 28 | -0.003107 | -0.0213 | 0.491548 |
| 29 | -0.078473 | -0.538 | 0.296563 |
| 30 | -0.100001 | -0.6856 | 0.248176 |
| 31 | -0.096591 | -0.6622 | 0.255541 |
| 32 | 0.094276 | 0.6463 | 0.260606 |
| 33 | -0.087146 | -0.5974 | 0.276541 |
| 34 | -0.030146 | -0.2067 | 0.418579 |
| 35 | 0.041637 | 0.2855 | 0.388276 |
| 36 | -0.07018 | -0.4811 | 0.316328 |
