| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.16291 | 1.2931 | 0.100357 |
| 2 | 0.026007 | 0.2064 | 0.418563 |
| 3 | -0.202227 | -1.6051 | 0.056733 |
| 4 | -0.416331 | -3.3045 | 0.000786 |
| 5 | -0.241683 | -1.9183 | 0.029804 |
| 6 | -0.225991 | -1.7937 | 0.038827 |
| 7 | 0.128353 | 1.0188 | 0.156104 |
| 8 | 0.193354 | 1.5347 | 0.064932 |
| 9 | 0.196151 | 1.5569 | 0.062252 |
| 10 | 0.16572 | 1.3154 | 0.096578 |
| 11 | 0.051838 | 0.4115 | 0.341068 |
| 12 | -0.077258 | -0.6132 | 0.270969 |
| 13 | -0.114478 | -0.9086 | 0.183501 |
| 14 | -0.164295 | -1.3041 | 0.09848 |
| 15 | -0.152615 | -1.2113 | 0.115144 |
| 16 | -0.065003 | -0.5159 | 0.303849 |
| 17 | -0.024997 | -0.1984 | 0.421683 |
| 18 | 0.224187 | 1.7794 | 0.039997 |
| 19 | 0.201622 | 1.6003 | 0.057265 |
| 20 | 0.138609 | 1.1002 | 0.137721 |
| 21 | -0.086105 | -0.6834 | 0.248419 |
| 22 | -0.102518 | -0.8137 | 0.209437 |
| 23 | -0.06468 | -0.5134 | 0.30474 |
| 24 | -0.172625 | -1.3702 | 0.087748 |
| 25 | 0.012165 | 0.0966 | 0.461692 |
| 26 | -0.034765 | -0.2759 | 0.391748 |
| 27 | 0.136378 | 1.0825 | 0.141585 |
| 28 | 0.152905 | 1.2136 | 0.114707 |
| 29 | 0.07345 | 0.583 | 0.28099 |
| 30 | 0.032649 | 0.2591 | 0.398185 |
| 31 | -0.099602 | -0.7906 | 0.216081 |
| 32 | -0.150436 | -1.194 | 0.118468 |
| 33 | -0.084984 | -0.6745 | 0.251217 |
| 34 | -0.106418 | -0.8447 | 0.200748 |
| 35 | 0.043857 | 0.3481 | 0.364461 |
| 36 | 0.007084 | 0.0562 | 0.477669 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.16291 | 1.2931 | 0.100357 |
| 2 | -0.000547 | -0.0043 | 0.498274 |
| 3 | -0.212004 | -1.6827 | 0.048689 |
| 4 | -0.376181 | -2.9858 | 0.002012 |
| 5 | -0.16589 | -1.3167 | 0.096352 |
| 6 | -0.263301 | -2.0899 | 0.020335 |
| 7 | 0.007091 | 0.0563 | 0.477647 |
| 8 | -0.052552 | -0.4171 | 0.339004 |
| 9 | -0.051865 | -0.4117 | 0.340992 |
| 10 | -0.034062 | -0.2704 | 0.393883 |
| 11 | 0.057815 | 0.4589 | 0.323945 |
| 12 | -0.028413 | -0.2255 | 0.411153 |
| 13 | 0.04558 | 0.3618 | 0.359365 |
| 14 | -0.051089 | -0.4055 | 0.34324 |
| 15 | -0.099314 | -0.7883 | 0.216745 |
| 16 | -0.096419 | -0.7653 | 0.223476 |
| 17 | -0.12821 | -1.0176 | 0.156372 |
| 18 | 0.085815 | 0.6811 | 0.249141 |
| 19 | 0.055531 | 0.4408 | 0.330447 |
| 20 | 0.002643 | 0.021 | 0.491664 |
| 21 | -0.197922 | -1.571 | 0.060601 |
| 22 | 0.018088 | 0.1436 | 0.44315 |
| 23 | 0.112133 | 0.89 | 0.188419 |
| 24 | -0.025244 | -0.2004 | 0.420919 |
| 25 | 0.005437 | 0.0432 | 0.482857 |
| 26 | -0.126282 | -1.0023 | 0.160008 |
| 27 | 0.047332 | 0.3757 | 0.354207 |
| 28 | 0.119762 | 0.9506 | 0.172725 |
| 29 | 0.067857 | 0.5386 | 0.29603 |
| 30 | -0.044148 | -0.3504 | 0.363598 |
| 31 | -0.043027 | -0.3415 | 0.366926 |
| 32 | -0.105727 | -0.8392 | 0.20227 |
| 33 | 0.068571 | 0.5443 | 0.29409 |
| 34 | -0.043318 | -0.3438 | 0.366061 |
| 35 | 0.030037 | 0.2384 | 0.406168 |
| 36 | -0.223465 | -1.7737 | 0.040473 |
