| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.49028 | 3.3612 | 0.000775 |
| 2 | 0.073179 | 0.5017 | 0.309114 |
| 3 | -0.304336 | -2.0864 | 0.021196 |
| 4 | -0.212053 | -1.4538 | 0.076329 |
| 5 | -0.094428 | -0.6474 | 0.260273 |
| 6 | 0.105471 | 0.7231 | 0.23661 |
| 7 | 0.229867 | 1.5759 | 0.06088 |
| 8 | 0.080479 | 0.5517 | 0.291872 |
| 9 | -0.070868 | -0.4858 | 0.314666 |
| 10 | -0.268878 | -1.8433 | 0.035795 |
| 11 | -0.237755 | -1.63 | 0.054897 |
| 12 | -0.279008 | -1.9128 | 0.03094 |
| 13 | -0.074327 | -0.5096 | 0.306373 |
| 14 | 0.037048 | 0.254 | 0.400307 |
| 15 | 0.099843 | 0.6845 | 0.248514 |
| 16 | -0.036187 | -0.2481 | 0.402574 |
| 17 | -0.177753 | -1.2186 | 0.114536 |
| 18 | -0.255901 | -1.7544 | 0.042942 |
| 19 | -0.192361 | -1.3188 | 0.096819 |
| 20 | 0.013411 | 0.0919 | 0.463569 |
| 21 | 0.234266 | 1.606 | 0.057482 |
| 22 | 0.23949 | 1.6419 | 0.053647 |
| 23 | 0.050349 | 0.3452 | 0.36575 |
| 24 | -0.139653 | -0.9574 | 0.171629 |
| 25 | -0.197226 | -1.3521 | 0.091405 |
| 26 | -0.04235 | -0.2903 | 0.386419 |
| 27 | 0.107626 | 0.7378 | 0.232139 |
| 28 | 0.256369 | 1.7576 | 0.042666 |
| 29 | 0.209085 | 1.4334 | 0.07918 |
| 30 | 0.08971 | 0.615 | 0.270754 |
| 31 | -0.03638 | -0.2494 | 0.402066 |
| 32 | -0.09468 | -0.6491 | 0.259718 |
| 33 | -0.069217 | -0.4745 | 0.318661 |
| 34 | -0.036809 | -0.2523 | 0.400936 |
| 35 | 0.032883 | 0.2254 | 0.411311 |
| 36 | 0.081606 | 0.5595 | 0.289251 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.49028 | 3.3612 | 0.000775 |
| 2 | -0.220103 | -1.5089 | 0.069003 |
| 3 | -0.332306 | -2.2782 | 0.013653 |
| 4 | 0.174528 | 1.1965 | 0.11875 |
| 5 | -0.04923 | -0.3375 | 0.368619 |
| 6 | 0.05332 | 0.3655 | 0.358174 |
| 7 | 0.192698 | 1.3211 | 0.096437 |
| 8 | -0.240555 | -1.6492 | 0.052892 |
| 9 | 0.010455 | 0.0717 | 0.471581 |
| 10 | -0.120907 | -0.8289 | 0.205676 |
| 11 | -0.116447 | -0.7983 | 0.21435 |
| 12 | -0.202528 | -1.3885 | 0.085771 |
| 13 | 0.056573 | 0.3878 | 0.349942 |
| 14 | -0.036491 | -0.2502 | 0.401772 |
| 15 | -0.089313 | -0.6123 | 0.271646 |
| 16 | -0.069841 | -0.4788 | 0.317147 |
| 17 | -0.14148 | -0.9699 | 0.168522 |
| 18 | -0.156959 | -1.0761 | 0.143698 |
| 19 | 0.003586 | 0.0246 | 0.490245 |
| 20 | -0.032128 | -0.2203 | 0.413312 |
| 21 | 0.110468 | 0.7573 | 0.226317 |
| 22 | -0.137678 | -0.9439 | 0.17503 |
| 23 | -0.111368 | -0.7635 | 0.224491 |
| 24 | -0.089879 | -0.6162 | 0.270375 |
| 25 | -0.099979 | -0.6854 | 0.248223 |
| 26 | 0.069751 | 0.4782 | 0.317366 |
| 27 | -0.078926 | -0.5411 | 0.295502 |
| 28 | -0.005624 | -0.0386 | 0.484705 |
| 29 | -0.01228 | -0.0842 | 0.466633 |
| 30 | -0.103462 | -0.7093 | 0.240821 |
| 31 | 0.07279 | 0.499 | 0.310045 |
| 32 | -0.102475 | -0.7025 | 0.242906 |
| 33 | -0.001451 | -0.01 | 0.496051 |
| 34 | -0.100657 | -0.6901 | 0.246773 |
| 35 | -0.133388 | -0.9145 | 0.182571 |
| 36 | 0.048596 | 0.3332 | 0.370249 |
