| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.334062 | 2.566 | 0.006424 |
| 2 | 0.20971 | 1.6108 | 0.056279 |
| 3 | 0.254109 | 1.9518 | 0.027854 |
| 4 | 0.176135 | 1.3529 | 0.090622 |
| 5 | 0.262376 | 2.0154 | 0.024215 |
| 6 | 0.134597 | 1.0339 | 0.15271 |
| 7 | 0.079584 | 0.6113 | 0.271676 |
| 8 | 0.154308 | 1.1853 | 0.120334 |
| 9 | 0.125838 | 0.9666 | 0.16885 |
| 10 | 0.064304 | 0.4939 | 0.311595 |
| 11 | 0.275238 | 2.1141 | 0.01937 |
| 12 | 0.053336 | 0.4097 | 0.341761 |
| 13 | 0.039876 | 0.3063 | 0.38023 |
| 14 | 0.190973 | 1.4669 | 0.073858 |
| 15 | 0.043356 | 0.333 | 0.370148 |
| 16 | 0.0735 | 0.5646 | 0.287256 |
| 17 | -0.055841 | -0.4289 | 0.334772 |
| 18 | -0.159063 | -1.2218 | 0.113324 |
| 19 | -0.002067 | -0.0159 | 0.493693 |
| 20 | -0.057238 | -0.4397 | 0.330897 |
| 21 | -0.077848 | -0.598 | 0.276077 |
| 22 | -0.124132 | -0.9535 | 0.17212 |
| 23 | -0.134331 | -1.0318 | 0.153186 |
| 24 | -0.119847 | -0.9206 | 0.180513 |
| 25 | 0.00311 | 0.0239 | 0.490511 |
| 26 | -0.051753 | -0.3975 | 0.346207 |
| 27 | -0.035488 | -0.2726 | 0.39306 |
| 28 | 0.026824 | 0.206 | 0.418734 |
| 29 | -0.042158 | -0.3238 | 0.373609 |
| 30 | -0.056717 | -0.4357 | 0.33234 |
| 31 | -0.087943 | -0.6755 | 0.250998 |
| 32 | -0.096919 | -0.7445 | 0.229779 |
| 33 | -0.157282 | -1.2081 | 0.115913 |
| 34 | -0.136184 | -1.0461 | 0.149902 |
| 35 | -0.158793 | -1.2197 | 0.113713 |
| 36 | -0.083806 | -0.6437 | 0.261124 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.334062 | 2.566 | 0.006424 |
| 2 | 0.110437 | 0.8483 | 0.199854 |
| 3 | 0.176507 | 1.3558 | 0.090169 |
| 4 | 0.040519 | 0.3112 | 0.378359 |
| 5 | 0.179539 | 1.3791 | 0.08654 |
| 6 | -0.044786 | -0.344 | 0.366033 |
| 7 | -0.01907 | -0.1465 | 0.442021 |
| 8 | 0.064577 | 0.496 | 0.310858 |
| 9 | 0.032912 | 0.2528 | 0.400649 |
| 10 | -0.04661 | -0.358 | 0.360802 |
| 11 | 0.264102 | 2.0286 | 0.02351 |
| 12 | -0.150753 | -1.158 | 0.125775 |
| 13 | -0.012435 | -0.0955 | 0.462115 |
| 14 | 0.123287 | 0.947 | 0.173754 |
| 15 | -0.065606 | -0.5039 | 0.308093 |
| 16 | -0.048786 | -0.3747 | 0.354603 |
| 17 | -0.115625 | -0.8881 | 0.189039 |
| 18 | -0.158044 | -1.214 | 0.1148 |
| 19 | 0.016089 | 0.1236 | 0.451033 |
| 20 | -0.036696 | -0.2819 | 0.389515 |
| 21 | 0.0259 | 0.1989 | 0.421497 |
| 22 | -0.180557 | -1.3869 | 0.085347 |
| 23 | 0.035181 | 0.2702 | 0.393962 |
| 24 | -0.059296 | -0.4555 | 0.325226 |
| 25 | 0.063208 | 0.4855 | 0.314556 |
| 26 | 0.044088 | 0.3386 | 0.368039 |
| 27 | 0.057794 | 0.4439 | 0.329361 |
| 28 | 0.076273 | 0.5859 | 0.280102 |
| 29 | 0.0641 | 0.4924 | 0.312147 |
| 30 | -0.14126 | -1.085 | 0.141158 |
| 31 | 0.022987 | 0.1766 | 0.430226 |
| 32 | -0.039434 | -0.3029 | 0.381517 |
| 33 | -0.09634 | -0.74 | 0.231117 |
| 34 | -0.04305 | -0.3307 | 0.371031 |
| 35 | -0.076937 | -0.591 | 0.2784 |
| 36 | 0.005658 | 0.0435 | 0.48274 |
