| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.320184 | 2.4594 | 0.008434 |
| 2 | -0.069311 | -0.5324 | 0.298229 |
| 3 | -0.628913 | -4.8308 | 5e-06 |
| 4 | -0.244498 | -1.878 | 0.032661 |
| 5 | -0.010641 | -0.0817 | 0.467567 |
| 6 | 0.357308 | 2.7445 | 0.004008 |
| 7 | 0.129484 | 0.9946 | 0.162 |
| 8 | -0.072081 | -0.5537 | 0.29095 |
| 9 | -0.420161 | -3.2273 | 0.001021 |
| 10 | -0.094117 | -0.7229 | 0.23629 |
| 11 | 0.062945 | 0.4835 | 0.315269 |
| 12 | 0.421303 | 3.2361 | 0.000994 |
| 13 | 0.037436 | 0.2876 | 0.387348 |
| 14 | -0.041019 | -0.3151 | 0.37691 |
| 15 | -0.381994 | -2.9341 | 0.002379 |
| 16 | -0.108582 | -0.834 | 0.203812 |
| 17 | 0.005779 | 0.0444 | 0.482371 |
| 18 | 0.294159 | 2.2595 | 0.013781 |
| 19 | 0.105579 | 0.811 | 0.210322 |
| 20 | -0.002285 | -0.0175 | 0.493029 |
| 21 | -0.246073 | -1.8901 | 0.031828 |
| 22 | -0.035939 | -0.2761 | 0.391736 |
| 23 | 0.015338 | 0.1178 | 0.453308 |
| 24 | 0.268548 | 2.0628 | 0.021773 |
| 25 | 0.051834 | 0.3981 | 0.34598 |
| 26 | -0.027265 | -0.2094 | 0.417419 |
| 27 | -0.286986 | -2.2044 | 0.015705 |
| 28 | -0.120881 | -0.9285 | 0.178464 |
| 29 | 0.015763 | 0.1211 | 0.452019 |
| 30 | 0.276797 | 2.1261 | 0.018844 |
| 31 | 0.188247 | 1.446 | 0.07674 |
| 32 | 0.043609 | 0.335 | 0.369418 |
| 33 | -0.257528 | -1.9781 | 0.026296 |
| 34 | -0.175774 | -1.3501 | 0.091064 |
| 35 | -0.049762 | -0.3822 | 0.351832 |
| 36 | 0.254845 | 1.9575 | 0.027512 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.320184 | 2.4594 | 0.008434 |
| 2 | -0.191456 | -1.4706 | 0.073356 |
| 3 | -0.625932 | -4.8079 | 5e-06 |
| 4 | 0.235331 | 1.8076 | 0.037883 |
| 5 | -0.021933 | -0.1685 | 0.433396 |
| 6 | -0.082682 | -0.6351 | 0.263912 |
| 7 | -0.034692 | -0.2665 | 0.3954 |
| 8 | -0.160341 | -1.2316 | 0.111492 |
| 9 | -0.294395 | -2.2613 | 0.013721 |
| 10 | 0.282714 | 2.1716 | 0.01696 |
| 11 | -0.133438 | -1.025 | 0.154784 |
| 12 | 0.028087 | 0.2157 | 0.414968 |
| 13 | -0.141172 | -1.0844 | 0.141308 |
| 14 | 0.017218 | 0.1323 | 0.447618 |
| 15 | -0.114024 | -0.8758 | 0.192336 |
| 16 | -0.101559 | -0.7801 | 0.219228 |
| 17 | 0.035824 | 0.2752 | 0.392075 |
| 18 | -0.092754 | -0.7125 | 0.239495 |
| 19 | -0.053986 | -0.4147 | 0.339943 |
| 20 | 0.026316 | 0.2021 | 0.420252 |
| 21 | -0.083287 | -0.6397 | 0.26241 |
| 22 | -0.000844 | -0.0065 | 0.497423 |
| 23 | 0.0289 | 0.222 | 0.412546 |
| 24 | -0.02189 | -0.1681 | 0.433525 |
| 25 | 0.029785 | 0.2288 | 0.409913 |
| 26 | -0.143974 | -1.1059 | 0.136632 |
| 27 | -0.006703 | -0.0515 | 0.479555 |
| 28 | -0.071362 | -0.5481 | 0.29283 |
| 29 | 0.017075 | 0.1312 | 0.448048 |
| 30 | 0.079758 | 0.6126 | 0.271237 |
| 31 | 0.036353 | 0.2792 | 0.390523 |
| 32 | -0.062109 | -0.4771 | 0.317538 |
| 33 | -0.063455 | -0.4874 | 0.313888 |
| 34 | 0.033269 | 0.2555 | 0.399597 |
| 35 | 0.060677 | 0.4661 | 0.321441 |
| 36 | -0.008014 | -0.0616 | 0.475562 |
