| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.304363 | 2.3576 | 0.010836 |
| 2 | 0.253848 | 1.9663 | 0.026948 |
| 3 | 0.202975 | 1.5722 | 0.060577 |
| 4 | 0.136467 | 1.0571 | 0.147359 |
| 5 | 0.225095 | 1.7436 | 0.043177 |
| 6 | -0.028459 | -0.2204 | 0.413138 |
| 7 | 0.167809 | 1.2998 | 0.099313 |
| 8 | -0.170324 | -1.3193 | 0.096036 |
| 9 | -0.041322 | -0.3201 | 0.375009 |
| 10 | -0.174545 | -1.352 | 0.090722 |
| 11 | -0.199356 | -1.5442 | 0.063898 |
| 12 | 0.018087 | 0.1401 | 0.444524 |
| 13 | -0.298439 | -2.3117 | 0.012122 |
| 14 | -0.13318 | -1.0316 | 0.153199 |
| 15 | -0.301019 | -2.3317 | 0.011546 |
| 16 | -0.108763 | -0.8425 | 0.201435 |
| 17 | -0.002856 | -0.0221 | 0.491211 |
| 18 | -0.186713 | -1.4463 | 0.076653 |
| 19 | 0.015003 | 0.1162 | 0.453936 |
| 20 | -0.03376 | -0.2615 | 0.397301 |
| 21 | 0.100675 | 0.7798 | 0.21928 |
| 22 | -0.053236 | -0.4124 | 0.340772 |
| 23 | 0.117006 | 0.9063 | 0.184195 |
| 24 | 0.263135 | 2.0382 | 0.022971 |
| 25 | 0.078676 | 0.6094 | 0.272274 |
| 26 | 0.191046 | 1.4798 | 0.072075 |
| 27 | 0.048878 | 0.3786 | 0.353158 |
| 28 | 0.126221 | 0.9777 | 0.166073 |
| 29 | 0.055317 | 0.4285 | 0.334915 |
| 30 | 0.062435 | 0.4836 | 0.315208 |
| 31 | 0.185843 | 1.4395 | 0.077598 |
| 32 | 0.054709 | 0.4238 | 0.336624 |
| 33 | -0.014527 | -0.1125 | 0.455391 |
| 34 | -0.168808 | -1.3076 | 0.098002 |
| 35 | -0.143289 | -1.1099 | 0.135733 |
| 36 | -0.12216 | -0.9462 | 0.173909 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.304363 | 2.3576 | 0.010836 |
| 2 | 0.177669 | 1.3762 | 0.086934 |
| 3 | 0.097147 | 0.7525 | 0.227348 |
| 4 | 0.023748 | 0.184 | 0.427335 |
| 5 | 0.152583 | 1.1819 | 0.120954 |
| 6 | -0.183117 | -1.4184 | 0.080621 |
| 7 | 0.167571 | 1.298 | 0.099627 |
| 8 | -0.327899 | -2.5399 | 0.006848 |
| 9 | 0.08662 | 0.671 | 0.252413 |
| 10 | -0.267861 | -2.0748 | 0.021149 |
| 11 | 0.053695 | 0.4159 | 0.339477 |
| 12 | 0.040284 | 0.312 | 0.378046 |
| 13 | -0.16195 | -1.2545 | 0.10727 |
| 14 | -0.061217 | -0.4742 | 0.318546 |
| 15 | -0.104179 | -0.807 | 0.211435 |
| 16 | 0.050211 | 0.3889 | 0.349352 |
| 17 | 0.147415 | 1.1419 | 0.129022 |
| 18 | -0.179173 | -1.3879 | 0.085154 |
| 19 | 0.08538 | 0.6613 | 0.25546 |
| 20 | 0.123647 | 0.9578 | 0.171012 |
| 21 | -0.05928 | -0.4592 | 0.323882 |
| 22 | -0.028939 | -0.2242 | 0.411698 |
| 23 | 0.09931 | 0.7693 | 0.222381 |
| 24 | 0.106039 | 0.8214 | 0.207343 |
| 25 | 0.023379 | 0.1811 | 0.428452 |
| 26 | -0.066024 | -0.5114 | 0.305466 |
| 27 | 0.047222 | 0.3658 | 0.357907 |
| 28 | -0.102848 | -0.7967 | 0.214395 |
| 29 | -0.065547 | -0.5077 | 0.306753 |
| 30 | 0.101691 | 0.7877 | 0.216988 |
| 31 | 0.133952 | 1.0376 | 0.151813 |
| 32 | 0.02327 | 0.1802 | 0.428783 |
| 33 | -0.227032 | -1.7586 | 0.041874 |
| 34 | -0.04368 | -0.3383 | 0.368143 |
| 35 | -0.096421 | -0.7469 | 0.229029 |
| 36 | -0.06109 | -0.4732 | 0.318893 |
