| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.365169 | 2.8521 | 0.002961 |
| 2 | -0.250641 | -1.9576 | 0.02743 |
| 3 | -0.587989 | -4.5923 | 1.1e-05 |
| 4 | -0.39757 | -3.1051 | 0.001442 |
| 5 | 0.033188 | 0.2592 | 0.398175 |
| 6 | 0.324986 | 2.5382 | 0.006855 |
| 7 | 0.258619 | 2.0199 | 0.023897 |
| 8 | -0.011934 | -0.0932 | 0.463023 |
| 9 | -0.200893 | -1.569 | 0.060908 |
| 10 | -0.172375 | -1.3463 | 0.091595 |
| 11 | 0.014325 | 0.1119 | 0.455643 |
| 12 | 0.301257 | 2.3529 | 0.010934 |
| 13 | 0.028251 | 0.2206 | 0.413051 |
| 14 | -0.078571 | -0.6137 | 0.270862 |
| 15 | -0.131084 | -1.0238 | 0.154987 |
| 16 | -0.050489 | -0.3943 | 0.347356 |
| 17 | 0.041406 | 0.3234 | 0.373752 |
| 18 | 0.134528 | 1.0507 | 0.148772 |
| 19 | 0.08109 | 0.6333 | 0.264442 |
| 20 | -0.056979 | -0.445 | 0.328941 |
| 21 | -0.100604 | -0.7857 | 0.217529 |
| 22 | -0.08592 | -0.6711 | 0.252359 |
| 23 | -0.012704 | -0.0992 | 0.460643 |
| 24 | 0.143292 | 1.1191 | 0.133733 |
| 25 | -0.019005 | -0.1484 | 0.441244 |
| 26 | -0.045761 | -0.3574 | 0.36101 |
| 27 | -0.070366 | -0.5496 | 0.292308 |
| 28 | -0.01768 | -0.1381 | 0.445315 |
| 29 | 0.048157 | 0.3761 | 0.354067 |
| 30 | 0.104181 | 0.8137 | 0.209496 |
| 31 | 0.063008 | 0.4921 | 0.312204 |
| 32 | -0.068626 | -0.536 | 0.296959 |
| 33 | -0.11563 | -0.9031 | 0.185014 |
| 34 | -0.062943 | -0.4916 | 0.312383 |
| 35 | 0.046144 | 0.3604 | 0.359899 |
| 36 | 0.171477 | 1.3393 | 0.092725 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.365169 | 2.8521 | 0.002961 |
| 2 | -0.443072 | -3.4605 | 0.000495 |
| 3 | -0.422264 | -3.298 | 0.000814 |
| 4 | -0.17265 | -1.3484 | 0.091252 |
| 5 | -0.073533 | -0.5743 | 0.283935 |
| 6 | -0.060431 | -0.472 | 0.319312 |
| 7 | -0.12126 | -0.9471 | 0.17367 |
| 8 | -0.125782 | -0.9824 | 0.164895 |
| 9 | -0.082609 | -0.6452 | 0.260609 |
| 10 | -0.064641 | -0.5049 | 0.307738 |
| 11 | -0.026286 | -0.2053 | 0.41901 |
| 12 | 0.256787 | 2.0056 | 0.024672 |
| 13 | -0.365286 | -2.853 | 0.002953 |
| 14 | 0.174805 | 1.3653 | 0.088591 |
| 15 | 0.071873 | 0.5613 | 0.288309 |
| 16 | -0.049602 | -0.3874 | 0.349904 |
| 17 | -0.01541 | -0.1204 | 0.452297 |
| 18 | 0.128758 | 1.0056 | 0.159283 |
| 19 | 0.034342 | 0.2682 | 0.394718 |
| 20 | -0.038845 | -0.3034 | 0.381313 |
| 21 | 0.074236 | 0.5798 | 0.282092 |
| 22 | 0.005763 | 0.045 | 0.482124 |
| 23 | -0.041568 | -0.3247 | 0.373275 |
| 24 | 0.026675 | 0.2083 | 0.417831 |
| 25 | -0.069531 | -0.5431 | 0.294537 |
| 26 | -0.089153 | -0.6963 | 0.244439 |
| 27 | -0.075014 | -0.5859 | 0.280059 |
| 28 | -0.054982 | -0.4294 | 0.334564 |
| 29 | -0.013773 | -0.1076 | 0.457345 |
| 30 | -0.090499 | -0.7068 | 0.241186 |
| 31 | 0.020587 | 0.1608 | 0.436396 |
| 32 | -0.057476 | -0.4489 | 0.327547 |
| 33 | -0.105417 | -0.8233 | 0.206763 |
| 34 | 0.054458 | 0.4253 | 0.336045 |
| 35 | 0.036041 | 0.2815 | 0.389644 |
| 36 | -0.001207 | -0.0094 | 0.496253 |
