| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.247937 | 1.6816 | 0.049713 |
| 2 | -0.299417 | -2.0307 | 0.024042 |
| 3 | -0.459946 | -3.1195 | 0.001562 |
| 4 | -0.418016 | -2.8351 | 0.003392 |
| 5 | 0.090454 | 0.6135 | 0.271288 |
| 6 | 0.308705 | 2.0937 | 0.020912 |
| 7 | 0.186209 | 1.2629 | 0.10649 |
| 8 | 0.054717 | 0.3711 | 0.356131 |
| 9 | -0.232505 | -1.5769 | 0.060833 |
| 10 | -0.098966 | -0.6712 | 0.252718 |
| 11 | 0.080452 | 0.5457 | 0.293971 |
| 12 | 0.034621 | 0.2348 | 0.407698 |
| 13 | 0.073603 | 0.4992 | 0.310009 |
| 14 | 0.016028 | 0.1087 | 0.456955 |
| 15 | -0.089776 | -0.6089 | 0.272796 |
| 16 | 0.011477 | 0.0778 | 0.469145 |
| 17 | 0.016374 | 0.1111 | 0.456028 |
| 18 | -0.013813 | -0.0937 | 0.462882 |
| 19 | -0.057545 | -0.3903 | 0.349063 |
| 20 | 0.025317 | 0.1717 | 0.43221 |
| 21 | 0.131018 | 0.8886 | 0.189418 |
| 22 | -0.018366 | -0.1246 | 0.450707 |
| 23 | -0.068994 | -0.4679 | 0.321019 |
| 24 | -0.115024 | -0.7801 | 0.219654 |
| 25 | -0.036811 | -0.2497 | 0.40198 |
| 26 | 0.153952 | 1.0442 | 0.150935 |
| 27 | 0.13566 | 0.9201 | 0.181163 |
| 28 | -0.043711 | -0.2965 | 0.384106 |
| 29 | -0.163558 | -1.1093 | 0.136533 |
| 30 | -0.167857 | -1.1385 | 0.130411 |
| 31 | 0.05754 | 0.3903 | 0.349074 |
| 32 | 0.23451 | 1.5905 | 0.059284 |
| 33 | 0.199924 | 1.356 | 0.090867 |
| 34 | 0.045792 | 0.3106 | 0.378762 |
| 35 | -0.23913 | -1.6219 | 0.055834 |
| 36 | -0.328691 | -2.2293 | 0.015359 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.247937 | 1.6816 | 0.049713 |
| 2 | -0.384528 | -2.608 | 0.00612 |
| 3 | -0.327381 | -2.2204 | 0.015679 |
| 4 | -0.445837 | -3.0238 | 0.002037 |
| 5 | -0.033439 | -0.2268 | 0.410794 |
| 6 | -0.17612 | -1.1945 | 0.119202 |
| 7 | -0.190822 | -1.2942 | 0.101025 |
| 8 | -0.107719 | -0.7306 | 0.234368 |
| 9 | -0.294126 | -1.9949 | 0.026001 |
| 10 | -0.011978 | -0.0812 | 0.467802 |
| 11 | -0.092718 | -0.6288 | 0.266282 |
| 12 | -0.159707 | -1.0832 | 0.142186 |
| 13 | -0.095316 | -0.6465 | 0.260596 |
| 14 | -0.004317 | -0.0293 | 0.488385 |
| 15 | -0.082069 | -0.5566 | 0.290242 |
| 16 | 0.020827 | 0.1413 | 0.444141 |
| 17 | 0.038433 | 0.2607 | 0.397757 |
| 18 | -0.022096 | -0.1499 | 0.440765 |
| 19 | -0.092527 | -0.6275 | 0.266701 |
| 20 | 0.15689 | 1.0641 | 0.146423 |
| 21 | 0.167112 | 1.1334 | 0.131458 |
| 22 | -0.05751 | -0.3901 | 0.349149 |
| 23 | 0.095436 | 0.6473 | 0.260334 |
| 24 | -0.068075 | -0.4617 | 0.323235 |
| 25 | 0.083649 | 0.5673 | 0.286624 |
| 26 | 0.107762 | 0.7309 | 0.234281 |
| 27 | 0.071066 | 0.482 | 0.316048 |
| 28 | -0.135628 | -0.9199 | 0.181219 |
| 29 | -0.07772 | -0.5271 | 0.300321 |
| 30 | -0.096354 | -0.6535 | 0.258342 |
| 31 | -0.142125 | -0.9639 | 0.170058 |
| 32 | -0.01786 | -0.1211 | 0.452056 |
| 33 | 0.020177 | 0.1368 | 0.445875 |
| 34 | 0.071497 | 0.4849 | 0.31502 |
| 35 | 0.006652 | 0.0451 | 0.482104 |
| 36 | -0.015789 | -0.1071 | 0.457594 |
