| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.537962 | 3.7271 | 0.000255 |
| 2 | -0.085563 | -0.5928 | 0.27805 |
| 3 | -0.485708 | -3.3651 | 0.000756 |
| 4 | -0.50955 | -3.5303 | 0.000464 |
| 5 | -0.153206 | -1.0614 | 0.146901 |
| 6 | 0.222651 | 1.5426 | 0.064751 |
| 7 | 0.407002 | 2.8198 | 0.003482 |
| 8 | 0.281623 | 1.9511 | 0.028445 |
| 9 | -0.032083 | -0.2223 | 0.41252 |
| 10 | -0.18651 | -1.2922 | 0.10124 |
| 11 | -0.244434 | -1.6935 | 0.048422 |
| 12 | -0.24585 | -1.7033 | 0.04749 |
| 13 | -0.070417 | -0.4879 | 0.313934 |
| 14 | 0.111903 | 0.7753 | 0.220986 |
| 15 | 0.139094 | 0.9637 | 0.170021 |
| 16 | 0.041085 | 0.2846 | 0.388569 |
| 17 | -0.044297 | -0.3069 | 0.380124 |
| 18 | -0.083414 | -0.5779 | 0.283013 |
| 19 | -0.094984 | -0.6581 | 0.256818 |
| 20 | 0.018115 | 0.1255 | 0.450325 |
| 21 | 0.111701 | 0.7739 | 0.221396 |
| 22 | 0.003098 | 0.0215 | 0.491484 |
| 23 | -0.127491 | -0.8833 | 0.190744 |
| 24 | -0.154777 | -1.0723 | 0.144468 |
| 25 | -0.05916 | -0.4099 | 0.341863 |
| 26 | 0.053939 | 0.3737 | 0.355136 |
| 27 | 0.072477 | 0.5021 | 0.308934 |
| 28 | 0.013494 | 0.0935 | 0.462952 |
| 29 | -0.091666 | -0.6351 | 0.264196 |
| 30 | -0.151973 | -1.0529 | 0.148829 |
| 31 | -0.013093 | -0.0907 | 0.46405 |
| 32 | 0.094355 | 0.6537 | 0.258209 |
| 33 | 0.104417 | 0.7234 | 0.236466 |
| 34 | 0.055323 | 0.3833 | 0.3516 |
| 35 | -0.008163 | -0.0566 | 0.477566 |
| 36 | -0.019204 | -0.133 | 0.447356 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.537962 | 3.7271 | 0.000255 |
| 2 | -0.527677 | -3.6559 | 0.000317 |
| 3 | -0.256504 | -1.7771 | 0.040943 |
| 4 | -0.136209 | -0.9437 | 0.175029 |
| 5 | 0.134531 | 0.9321 | 0.177985 |
| 6 | 0.01262 | 0.0874 | 0.465345 |
| 7 | 0.100896 | 0.699 | 0.243954 |
| 8 | -0.029849 | -0.2068 | 0.418522 |
| 9 | -0.037833 | -0.2621 | 0.397177 |
| 10 | 0.164118 | 1.137 | 0.130583 |
| 11 | -0.148237 | -1.027 | 0.15478 |
| 12 | -0.236182 | -1.6363 | 0.054157 |
| 13 | 0.0683 | 0.4732 | 0.319108 |
| 14 | 0.010283 | 0.0712 | 0.471751 |
| 15 | -0.188462 | -1.3057 | 0.098939 |
| 16 | -0.10169 | -0.7045 | 0.242255 |
| 17 | 0.088833 | 0.6155 | 0.270581 |
| 18 | -0.021907 | -0.1518 | 0.439999 |
| 19 | -0.035876 | -0.2486 | 0.402381 |
| 20 | 0.1536 | 1.0642 | 0.146288 |
| 21 | -0.045239 | -0.3134 | 0.377657 |
| 22 | -0.220207 | -1.5256 | 0.066831 |
| 23 | 0.004526 | 0.0314 | 0.487557 |
| 24 | -0.064911 | -0.4497 | 0.327469 |
| 25 | -0.093859 | -0.6503 | 0.259309 |
| 26 | -0.030372 | -0.2104 | 0.417113 |
| 27 | -0.149661 | -1.0369 | 0.152493 |
| 28 | -0.204262 | -1.4152 | 0.081738 |
| 29 | 0.046108 | 0.3194 | 0.375388 |
| 30 | -0.019449 | -0.1347 | 0.446687 |
| 31 | -0.015971 | -0.1107 | 0.456176 |
| 32 | -0.052032 | -0.3605 | 0.360032 |
| 33 | 0.070041 | 0.4853 | 0.31485 |
| 34 | -0.094484 | -0.6546 | 0.257925 |
| 35 | -0.012003 | -0.0832 | 0.467036 |
| 36 | 0.076036 | 0.5268 | 0.300383 |
