| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.494062 | 2.9644 | 0.002676 |
| 2 | -0.002898 | -0.0174 | 0.493111 |
| 3 | -0.355439 | -2.1326 | 0.019923 |
| 4 | -0.385634 | -2.3138 | 0.01325 |
| 5 | -0.177236 | -1.0634 | 0.147337 |
| 6 | 0.034785 | 0.2087 | 0.417926 |
| 7 | 0.094114 | 0.5647 | 0.287895 |
| 8 | 0.014764 | 0.0886 | 0.464952 |
| 9 | -0.115216 | -0.6913 | 0.246906 |
| 10 | -0.111134 | -0.6668 | 0.254574 |
| 11 | 0.018737 | 0.1124 | 0.455556 |
| 12 | -0.012644 | -0.0759 | 0.469973 |
| 13 | 0.057267 | 0.3436 | 0.366573 |
| 14 | 0.109862 | 0.6592 | 0.256989 |
| 15 | 0.017815 | 0.1069 | 0.457736 |
| 16 | -0.103252 | -0.6195 | 0.269741 |
| 17 | -0.162465 | -0.9748 | 0.168084 |
| 18 | -0.028105 | -0.1686 | 0.433517 |
| 19 | 0.10741 | 0.6445 | 0.261681 |
| 20 | 0.279062 | 1.6744 | 0.051362 |
| 21 | 0.245725 | 1.4743 | 0.07454 |
| 22 | 0.074028 | 0.4442 | 0.329789 |
| 23 | -0.245069 | -1.4704 | 0.075068 |
| 24 | -0.322912 | -1.9375 | 0.030282 |
| 25 | -0.196151 | -1.1769 | 0.123478 |
| 26 | -0.091675 | -0.55 | 0.292842 |
| 27 | -0.005635 | -0.0338 | 0.486607 |
| 28 | 0.02599 | 0.1559 | 0.438475 |
| 29 | 0.021671 | 0.13 | 0.448634 |
| 30 | 0.023284 | 0.1397 | 0.444836 |
| 31 | 0.044842 | 0.269 | 0.394714 |
| 32 | 0.067393 | 0.4044 | 0.344171 |
| 33 | 0.071827 | 0.431 | 0.334532 |
| 34 | 0.012486 | 0.0749 | 0.470349 |
| 35 | 0.000343 | 0.0021 | 0.499185 |
| 36 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.494062 | 2.9644 | 0.002676 |
| 2 | -0.326755 | -1.9605 | 0.028854 |
| 3 | -0.284513 | -1.7071 | 0.04821 |
| 4 | -0.073368 | -0.4402 | 0.33121 |
| 5 | 0.022162 | 0.133 | 0.447478 |
| 6 | -0.034643 | -0.2079 | 0.418255 |
| 7 | -0.100104 | -0.6006 | 0.275927 |
| 8 | -0.102186 | -0.6131 | 0.271827 |
| 9 | -0.117993 | -0.708 | 0.241765 |
| 10 | 0.005146 | 0.0309 | 0.487769 |
| 11 | 0.052773 | 0.3166 | 0.376674 |
| 12 | -0.25043 | -1.5026 | 0.070835 |
| 13 | 0.093063 | 0.5584 | 0.290022 |
| 14 | 0.099889 | 0.5993 | 0.276352 |
| 15 | -0.174161 | -1.045 | 0.151502 |
| 16 | -0.144169 | -0.865 | 0.196379 |
| 17 | -0.037457 | -0.2247 | 0.411727 |
| 18 | 0.140294 | 0.8418 | 0.202739 |
| 19 | -0.016593 | -0.0996 | 0.460624 |
| 20 | 0.193093 | 1.1586 | 0.127133 |
| 21 | -0.013203 | -0.0792 | 0.468649 |
| 22 | -0.011762 | -0.0706 | 0.472064 |
| 23 | -0.119504 | -0.717 | 0.238993 |
| 24 | -0.017023 | -0.1021 | 0.459606 |
| 25 | -0.034304 | -0.2058 | 0.419044 |
| 26 | -0.191698 | -1.1502 | 0.128825 |
| 27 | -0.076832 | -0.461 | 0.32379 |
| 28 | -0.054419 | -0.3265 | 0.372963 |
| 29 | -0.073156 | -0.4389 | 0.331667 |
| 30 | 0.016982 | 0.1019 | 0.459704 |
| 31 | -0.090286 | -0.5417 | 0.295675 |
| 32 | -0.049728 | -0.2984 | 0.383569 |
| 33 | -0.02537 | -0.1522 | 0.439932 |
| 34 | -0.031399 | -0.1884 | 0.425813 |
| 35 | -0.06013 | -0.3608 | 0.360187 |
| 36 | NA | NA | NA |
