| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.49297 | 3.8185 | 0.00016 |
| 2 | -0.00067 | -0.0052 | 0.49794 |
| 3 | -0.399258 | -3.0926 | 0.001505 |
| 4 | -0.427885 | -3.3144 | 0.000781 |
| 5 | -0.115564 | -0.8952 | 0.187141 |
| 6 | 0.141355 | 1.0949 | 0.138962 |
| 7 | 0.104588 | 0.8101 | 0.210531 |
| 8 | -0.08657 | -0.6706 | 0.252536 |
| 9 | -0.211954 | -1.6418 | 0.052933 |
| 10 | -0.177038 | -1.3713 | 0.087689 |
| 11 | 0.08802 | 0.6818 | 0.248994 |
| 12 | 0.305291 | 2.3648 | 0.010647 |
| 13 | 0.270756 | 2.0973 | 0.020096 |
| 14 | 0.168347 | 1.304 | 0.098605 |
| 15 | 0.03036 | 0.2352 | 0.407441 |
| 16 | -0.126664 | -0.9811 | 0.165233 |
| 17 | -0.221196 | -1.7134 | 0.045903 |
| 18 | -0.171445 | -1.328 | 0.094602 |
| 19 | -0.135086 | -1.0464 | 0.149793 |
| 20 | -0.011947 | -0.0925 | 0.463288 |
| 21 | 0.022049 | 0.1708 | 0.43248 |
| 22 | 0.037534 | 0.2907 | 0.386126 |
| 23 | -0.007634 | -0.0591 | 0.476521 |
| 24 | 0.044873 | 0.3476 | 0.364683 |
| 25 | 0.007976 | 0.0618 | 0.475472 |
| 26 | 0.112997 | 0.8753 | 0.192458 |
| 27 | 0.113253 | 0.8773 | 0.191923 |
| 28 | 0.036839 | 0.2854 | 0.388179 |
| 29 | -0.070953 | -0.5496 | 0.292317 |
| 30 | -0.160365 | -1.2422 | 0.109501 |
| 31 | -0.18676 | -1.4466 | 0.076602 |
| 32 | -0.200026 | -1.5494 | 0.063273 |
| 33 | -0.082139 | -0.6362 | 0.263519 |
| 34 | 0.0389 | 0.3013 | 0.382107 |
| 35 | 0.15705 | 1.2165 | 0.114278 |
| 36 | 0.175292 | 1.3578 | 0.089805 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.49297 | 3.8185 | 0.00016 |
| 2 | -0.321922 | -2.4936 | 0.00771 |
| 3 | -0.353888 | -2.7412 | 0.004027 |
| 4 | -0.065355 | -0.5062 | 0.307272 |
| 5 | 0.165477 | 1.2818 | 0.102426 |
| 6 | -0.033901 | -0.2626 | 0.396882 |
| 7 | -0.268143 | -2.077 | 0.021044 |
| 8 | -0.155352 | -1.2034 | 0.116783 |
| 9 | 0.022387 | 0.1734 | 0.431456 |
| 10 | -0.041938 | -0.3249 | 0.373212 |
| 11 | 0.074354 | 0.5759 | 0.283404 |
| 12 | 0.089897 | 0.6963 | 0.244452 |
| 13 | -0.032468 | -0.2515 | 0.401145 |
| 14 | 0.168415 | 1.3045 | 0.098517 |
| 15 | 0.19294 | 1.4945 | 0.070143 |
| 16 | -0.107951 | -0.8362 | 0.203185 |
| 17 | -0.241262 | -1.8688 | 0.033267 |
| 18 | 0.089087 | 0.6901 | 0.246408 |
| 19 | 0.019401 | 0.1503 | 0.440523 |
| 20 | -0.051374 | -0.3979 | 0.346043 |
| 21 | -0.147678 | -1.1439 | 0.128602 |
| 22 | 0.055457 | 0.4296 | 0.334524 |
| 23 | -0.054168 | -0.4196 | 0.338145 |
| 24 | 0.100382 | 0.7776 | 0.219943 |
| 25 | -0.159898 | -1.2386 | 0.110165 |
| 26 | 0.027356 | 0.2119 | 0.416452 |
| 27 | -0.038669 | -0.2995 | 0.382786 |
| 28 | 0.072085 | 0.5584 | 0.289335 |
| 29 | -0.056503 | -0.4377 | 0.331599 |
| 30 | -0.103065 | -0.7983 | 0.213912 |
| 31 | -0.067247 | -0.5209 | 0.30218 |
| 32 | -0.151971 | -1.1772 | 0.12189 |
| 33 | 0.026352 | 0.2041 | 0.419476 |
| 34 | 0.031348 | 0.2428 | 0.404487 |
| 35 | -0.005087 | -0.0394 | 0.484349 |
| 36 | -0.083548 | -0.6472 | 0.259998 |
