| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.287027 | 2.2047 | 0.015694 |
| 2 | 0.211808 | 1.6269 | 0.054541 |
| 3 | 0.207128 | 1.591 | 0.058479 |
| 4 | 0.350046 | 2.6888 | 0.004654 |
| 5 | -0.017538 | -0.1347 | 0.446651 |
| 6 | 0.074285 | 0.5706 | 0.28522 |
| 7 | 0.112567 | 0.8646 | 0.195368 |
| 8 | -0.016403 | -0.126 | 0.450083 |
| 9 | -0.190501 | -1.4633 | 0.074351 |
| 10 | -0.145086 | -1.1144 | 0.134808 |
| 11 | 0.00297 | 0.0228 | 0.490937 |
| 12 | -0.415377 | -3.1906 | 0.001138 |
| 13 | -0.251563 | -1.9323 | 0.029064 |
| 14 | -0.108019 | -0.8297 | 0.205024 |
| 15 | 0.007156 | 0.055 | 0.478176 |
| 16 | -0.209744 | -1.6111 | 0.056251 |
| 17 | -0.023136 | -0.1777 | 0.42978 |
| 18 | -0.061321 | -0.471 | 0.319684 |
| 19 | -0.024216 | -0.186 | 0.42654 |
| 20 | -0.184304 | -1.4157 | 0.081065 |
| 21 | -0.031996 | -0.2458 | 0.403357 |
| 22 | 0.04489 | 0.3448 | 0.365733 |
| 23 | -0.064546 | -0.4958 | 0.310944 |
| 24 | -0.116016 | -0.8911 | 0.188238 |
| 25 | 0.041533 | 0.319 | 0.375418 |
| 26 | -0.019017 | -0.1461 | 0.44218 |
| 27 | -0.084572 | -0.6496 | 0.259234 |
| 28 | 0.002575 | 0.0198 | 0.492142 |
| 29 | 0.024734 | 0.19 | 0.424986 |
| 30 | 0.020421 | 0.1569 | 0.437948 |
| 31 | -0.029876 | -0.2295 | 0.409644 |
| 32 | 0.138695 | 1.0653 | 0.145532 |
| 33 | 0.11784 | 0.9051 | 0.184534 |
| 34 | 0.037006 | 0.2843 | 0.388606 |
| 35 | -0.029143 | -0.2239 | 0.411823 |
| 36 | 0.113109 | 0.8688 | 0.194238 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.287027 | 2.2047 | 0.015694 |
| 2 | 0.141043 | 1.0834 | 0.141525 |
| 3 | 0.12723 | 0.9773 | 0.166213 |
| 4 | 0.274579 | 2.1091 | 0.019596 |
| 5 | -0.23747 | -1.824 | 0.036606 |
| 6 | 0.037066 | 0.2847 | 0.388433 |
| 7 | 0.054564 | 0.4191 | 0.338329 |
| 8 | -0.169299 | -1.3004 | 0.099259 |
| 9 | -0.118632 | -0.9112 | 0.182942 |
| 10 | -0.136568 | -1.049 | 0.149229 |
| 11 | 0.107397 | 0.8249 | 0.206366 |
| 12 | -0.419203 | -3.22 | 0.001043 |
| 13 | 0.055385 | 0.4254 | 0.336038 |
| 14 | 0.105144 | 0.8076 | 0.211274 |
| 15 | 0.073083 | 0.5614 | 0.288338 |
| 16 | 0.123711 | 0.9502 | 0.172933 |
| 17 | -0.054474 | -0.4184 | 0.338579 |
| 18 | -0.066943 | -0.5142 | 0.304516 |
| 19 | 0.017451 | 0.134 | 0.446913 |
| 20 | -0.206838 | -1.5888 | 0.058731 |
| 21 | -0.107061 | -0.8224 | 0.207094 |
| 22 | 0.014036 | 0.1078 | 0.457255 |
| 23 | -0.020765 | -0.1595 | 0.436911 |
| 24 | -0.195774 | -1.5038 | 0.068988 |
| 25 | 0.080584 | 0.619 | 0.269157 |
| 26 | -0.041603 | -0.3196 | 0.375217 |
| 27 | 0.112012 | 0.8604 | 0.196532 |
| 28 | 0.106017 | 0.8143 | 0.209365 |
| 29 | -0.050891 | -0.3909 | 0.348638 |
| 30 | 0.009556 | 0.0734 | 0.470869 |
| 31 | -0.007907 | -0.0607 | 0.475887 |
| 32 | 0.040753 | 0.313 | 0.377682 |
| 33 | -0.091275 | -0.7011 | 0.243 |
| 34 | -0.028292 | -0.2173 | 0.414355 |
| 35 | -0.058403 | -0.4486 | 0.327681 |
| 36 | -0.158515 | -1.2176 | 0.114116 |
