| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.33347 | 2.6045 | 0.005771 |
| 2 | 0.303902 | 2.3735 | 0.010391 |
| 3 | 0.446432 | 3.4867 | 0.000456 |
| 4 | 0.327687 | 2.5593 | 0.006492 |
| 5 | 0.228118 | 1.7817 | 0.039891 |
| 6 | 0.20194 | 1.5772 | 0.059961 |
| 7 | 0.214438 | 1.6748 | 0.049545 |
| 8 | 0.166889 | 1.3034 | 0.098661 |
| 9 | 0.182994 | 1.4292 | 0.07902 |
| 10 | 0.173083 | 1.3518 | 0.090712 |
| 11 | 0.001041 | 0.0081 | 0.49677 |
| 12 | 0.207832 | 1.6232 | 0.05485 |
| 13 | 0.023147 | 0.1808 | 0.42857 |
| 14 | -0.017909 | -0.1399 | 0.444611 |
| 15 | -0.015387 | -0.1202 | 0.45237 |
| 16 | -0.064171 | -0.5012 | 0.309021 |
| 17 | -0.059628 | -0.4657 | 0.321542 |
| 18 | -0.042612 | -0.3328 | 0.370208 |
| 19 | -0.097423 | -0.7609 | 0.224824 |
| 20 | -0.126566 | -0.9885 | 0.163403 |
| 21 | 0.007358 | 0.0575 | 0.477182 |
| 22 | -0.075177 | -0.5871 | 0.279636 |
| 23 | -0.143617 | -1.1217 | 0.133196 |
| 24 | -0.034037 | -0.2658 | 0.395629 |
| 25 | -0.068965 | -0.5386 | 0.29605 |
| 26 | -0.101629 | -0.7937 | 0.21521 |
| 27 | -0.114499 | -0.8943 | 0.187347 |
| 28 | -0.124269 | -0.9706 | 0.167798 |
| 29 | -0.132344 | -1.0336 | 0.152692 |
| 30 | -0.123522 | -0.9647 | 0.169242 |
| 31 | -0.230443 | -1.7998 | 0.038418 |
| 32 | -0.216308 | -1.6894 | 0.048122 |
| 33 | -0.113325 | -0.8851 | 0.189791 |
| 34 | -0.208678 | -1.6298 | 0.054146 |
| 35 | -0.235521 | -1.8395 | 0.035356 |
| 36 | -0.127741 | -0.9977 | 0.161185 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.33347 | 2.6045 | 0.005771 |
| 2 | 0.216809 | 1.6933 | 0.047746 |
| 3 | 0.348 | 2.718 | 0.00427 |
| 4 | 0.121514 | 0.9491 | 0.173168 |
| 5 | -0.010483 | -0.0819 | 0.467507 |
| 6 | -0.065626 | -0.5126 | 0.305057 |
| 7 | 0.010109 | 0.079 | 0.468665 |
| 8 | 0.011655 | 0.091 | 0.463885 |
| 9 | 0.082261 | 0.6425 | 0.261486 |
| 10 | 0.047404 | 0.3702 | 0.356245 |
| 11 | -0.187522 | -1.4646 | 0.074083 |
| 12 | 0.147082 | 1.1487 | 0.127572 |
| 13 | -0.153017 | -1.1951 | 0.118336 |
| 14 | -0.024991 | -0.1952 | 0.42295 |
| 15 | -0.11166 | -0.8721 | 0.193288 |
| 16 | -0.072661 | -0.5675 | 0.28623 |
| 17 | -0.003977 | -0.0311 | 0.48766 |
| 18 | 0.07045 | 0.5502 | 0.292084 |
| 19 | -0.045017 | -0.3516 | 0.363176 |
| 20 | -0.059733 | -0.4665 | 0.321249 |
| 21 | 0.126468 | 0.9877 | 0.16359 |
| 22 | -0.075969 | -0.5933 | 0.277575 |
| 23 | 0.034233 | 0.2674 | 0.395044 |
| 24 | -0.03464 | -0.2705 | 0.393826 |
| 25 | 0.02487 | 0.1942 | 0.423315 |
| 26 | -0.01942 | -0.1517 | 0.439973 |
| 27 | -0.047476 | -0.3708 | 0.356035 |
| 28 | -0.0758 | -0.592 | 0.278014 |
| 29 | -0.045339 | -0.3541 | 0.362239 |
| 30 | -0.034321 | -0.2681 | 0.394781 |
| 31 | -0.204016 | -1.5934 | 0.058118 |
| 32 | -0.004529 | -0.0354 | 0.48595 |
| 33 | -0.020811 | -0.1625 | 0.43571 |
| 34 | -0.015466 | -0.1208 | 0.452127 |
| 35 | -0.053926 | -0.4212 | 0.337552 |
| 36 | 0.043924 | 0.3431 | 0.366369 |
