| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.291144 | 2.2552 | 0.013891 |
| 2 | 0.129237 | 1.0011 | 0.160408 |
| 3 | -0.121214 | -0.9389 | 0.175768 |
| 4 | 0.08332 | 0.6454 | 0.260567 |
| 5 | -0.094051 | -0.7285 | 0.234565 |
| 6 | -0.227485 | -1.7621 | 0.041574 |
| 7 | -0.056555 | -0.4381 | 0.331454 |
| 8 | 0.030293 | 0.2346 | 0.407641 |
| 9 | -0.01943 | -0.1505 | 0.440437 |
| 10 | -0.109298 | -0.8466 | 0.200286 |
| 11 | 0.248607 | 1.9257 | 0.029442 |
| 12 | 0.358427 | 2.7764 | 0.003661 |
| 13 | 0.190646 | 1.4767 | 0.072488 |
| 14 | -0.110582 | -0.8566 | 0.197548 |
| 15 | -0.083804 | -0.6491 | 0.259361 |
| 16 | -0.046396 | -0.3594 | 0.360287 |
| 17 | -0.09991 | -0.7739 | 0.221015 |
| 18 | -0.149632 | -1.159 | 0.125515 |
| 19 | 0.007916 | 0.0613 | 0.475654 |
| 20 | 0.025103 | 0.1945 | 0.42324 |
| 21 | -0.111081 | -0.8604 | 0.196489 |
| 22 | -0.122368 | -0.9479 | 0.173503 |
| 23 | -0.049943 | -0.3869 | 0.350115 |
| 24 | 0.197115 | 1.5268 | 0.066027 |
| 25 | -0.127828 | -0.9902 | 0.163038 |
| 26 | -0.085959 | -0.6658 | 0.254034 |
| 27 | -0.174489 | -1.3516 | 0.090791 |
| 28 | 0.009452 | 0.0732 | 0.470941 |
| 29 | -0.179591 | -1.3911 | 0.084665 |
| 30 | -0.095495 | -0.7397 | 0.231183 |
| 31 | -0.078308 | -0.6066 | 0.273213 |
| 32 | 0.004748 | 0.0368 | 0.485392 |
| 33 | -0.15478 | -1.1989 | 0.117636 |
| 34 | -0.154098 | -1.1936 | 0.11866 |
| 35 | 0.030512 | 0.2363 | 0.406985 |
| 36 | 0.111486 | 0.8636 | 0.195632 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.291144 | 2.2552 | 0.013891 |
| 2 | 0.048591 | 0.3764 | 0.35398 |
| 3 | -0.187454 | -1.452 | 0.075854 |
| 4 | 0.181144 | 1.4031 | 0.082866 |
| 5 | -0.155568 | -1.205 | 0.116462 |
| 6 | -0.253161 | -1.961 | 0.027264 |
| 7 | 0.204178 | 1.5816 | 0.059504 |
| 8 | -0.011142 | -0.0863 | 0.465756 |
| 9 | -0.168472 | -1.305 | 0.098442 |
| 10 | 0.047003 | 0.3641 | 0.358537 |
| 11 | 0.374944 | 2.9043 | 0.002573 |
| 12 | 0.115518 | 0.8948 | 0.187235 |
| 13 | -0.110776 | -0.8581 | 0.197135 |
| 14 | -0.062898 | -0.4872 | 0.313945 |
| 15 | -0.039692 | -0.3075 | 0.379781 |
| 16 | -0.094304 | -0.7305 | 0.233971 |
| 17 | 0.054703 | 0.4237 | 0.336639 |
| 18 | 0.044725 | 0.3464 | 0.365114 |
| 19 | 0.000362 | 0.0028 | 0.498886 |
| 20 | -0.092687 | -0.718 | 0.237786 |
| 21 | -0.087661 | -0.679 | 0.249868 |
| 22 | -0.010272 | -0.0796 | 0.468425 |
| 23 | -0.213767 | -1.6558 | 0.051489 |
| 24 | 0.140057 | 1.0849 | 0.141158 |
| 25 | -0.208419 | -1.6144 | 0.055843 |
| 26 | -0.030086 | -0.233 | 0.40826 |
| 27 | 0.028554 | 0.2212 | 0.412851 |
| 28 | -0.044349 | -0.3435 | 0.366203 |
| 29 | -0.179571 | -1.391 | 0.084688 |
| 30 | 0.027919 | 0.2163 | 0.41476 |
| 31 | -0.14992 | -1.1613 | 0.125064 |
| 32 | -0.072805 | -0.5639 | 0.287447 |
| 33 | -0.061904 | -0.4795 | 0.316661 |
| 34 | 0.040458 | 0.3134 | 0.377537 |
| 35 | -0.025102 | -0.1944 | 0.423244 |
| 36 | 0.063469 | 0.4916 | 0.312388 |
