| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.527787 | 3.6183 | 0.000361 |
| 2 | 0.309267 | 2.1202 | 0.019647 |
| 3 | 0.159581 | 1.094 | 0.139759 |
| 4 | 0.116624 | 0.7995 | 0.214002 |
| 5 | -0.089158 | -0.6112 | 0.271994 |
| 6 | -0.090406 | -0.6198 | 0.269195 |
| 7 | 0.000589 | 0.004 | 0.498398 |
| 8 | -0.115964 | -0.795 | 0.215301 |
| 9 | -0.29521 | -2.0239 | 0.024345 |
| 10 | -0.342261 | -2.3464 | 0.011611 |
| 11 | -0.27791 | -1.9053 | 0.031438 |
| 12 | -0.356259 | -2.4424 | 0.009203 |
| 13 | -0.271977 | -1.8646 | 0.034246 |
| 14 | -0.078821 | -0.5404 | 0.295746 |
| 15 | 0.050672 | 0.3474 | 0.364925 |
| 16 | -0.055721 | -0.382 | 0.352089 |
| 17 | -0.011503 | -0.0789 | 0.468739 |
| 18 | 0.014368 | 0.0985 | 0.460975 |
| 19 | 0.054771 | 0.3755 | 0.354492 |
| 20 | -0.049588 | -0.34 | 0.367702 |
| 21 | 0.075396 | 0.5169 | 0.30383 |
| 22 | 0.096185 | 0.6594 | 0.256425 |
| 23 | 0.103097 | 0.7068 | 0.24159 |
| 24 | 0.042544 | 0.2917 | 0.385912 |
| 25 | 0.100125 | 0.6864 | 0.24791 |
| 26 | 0.107089 | 0.7342 | 0.233247 |
| 27 | 0.007595 | 0.0521 | 0.479347 |
| 28 | -0.01219 | -0.0836 | 0.466876 |
| 29 | -0.009179 | -0.0629 | 0.475044 |
| 30 | 0.015186 | 0.1041 | 0.458763 |
| 31 | -0.071704 | -0.4916 | 0.312654 |
| 32 | -0.02493 | -0.1709 | 0.432513 |
| 33 | -0.015013 | -0.1029 | 0.45923 |
| 34 | -0.054694 | -0.375 | 0.354688 |
| 35 | -0.073006 | -0.5005 | 0.309529 |
| 36 | -0.067852 | -0.4652 | 0.321979 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.527787 | 3.6183 | 0.000361 |
| 2 | 0.042565 | 0.2918 | 0.385858 |
| 3 | -0.026612 | -0.1824 | 0.42801 |
| 4 | 0.045199 | 0.3099 | 0.379016 |
| 5 | -0.230373 | -1.5794 | 0.060481 |
| 6 | 0.041543 | 0.2848 | 0.388521 |
| 7 | 0.126649 | 0.8683 | 0.194831 |
| 8 | -0.228343 | -1.5654 | 0.062095 |
| 9 | -0.230868 | -1.5828 | 0.060092 |
| 10 | -0.121101 | -0.8302 | 0.205303 |
| 11 | -0.030436 | -0.2087 | 0.417808 |
| 12 | -0.161152 | -1.1048 | 0.137435 |
| 13 | 0.017825 | 0.1222 | 0.451631 |
| 14 | 0.086311 | 0.5917 | 0.278437 |
| 15 | 0.031605 | 0.2167 | 0.414699 |
| 16 | -0.144488 | -0.9906 | 0.163487 |
| 17 | 0.001517 | 0.0104 | 0.495874 |
| 18 | -0.092327 | -0.633 | 0.264912 |
| 19 | 0.033555 | 0.23 | 0.409528 |
| 20 | -0.159072 | -1.0905 | 0.140517 |
| 21 | -0.003069 | -0.021 | 0.491652 |
| 22 | -0.091651 | -0.6283 | 0.266416 |
| 23 | 0.053863 | 0.3693 | 0.356794 |
| 24 | -0.015602 | -0.107 | 0.457637 |
| 25 | 0.027994 | 0.1919 | 0.424317 |
| 26 | 0.037639 | 0.258 | 0.398751 |
| 27 | -0.053731 | -0.3684 | 0.357128 |
| 28 | -0.076674 | -0.5256 | 0.300802 |
| 29 | -0.064347 | -0.4411 | 0.330566 |
| 30 | -0.004386 | -0.0301 | 0.488068 |
| 31 | -0.050894 | -0.3489 | 0.364358 |
| 32 | -0.027446 | -0.1882 | 0.42578 |
| 33 | -0.010424 | -0.0715 | 0.471666 |
| 34 | -0.076519 | -0.5246 | 0.301167 |
| 35 | 0.085139 | 0.5837 | 0.281111 |
| 36 | -0.098223 | -0.6734 | 0.252002 |
