| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.441379 | 3.6397 | 0.000264 |
| 2 | -0.147727 | -1.2182 | 0.113681 |
| 3 | -0.545574 | -4.4989 | 1.4e-05 |
| 4 | -0.422258 | -3.482 | 0.000437 |
| 5 | 0.027372 | 0.2257 | 0.41105 |
| 6 | 0.368668 | 3.0401 | 0.001678 |
| 7 | 0.261644 | 2.1576 | 0.017248 |
| 8 | -0.060217 | -0.4966 | 0.310551 |
| 9 | -0.27402 | -2.2596 | 0.013526 |
| 10 | -0.237703 | -1.9601 | 0.027039 |
| 11 | -0.011093 | -0.0915 | 0.463692 |
| 12 | 0.298994 | 2.4656 | 0.008104 |
| 13 | 0.140669 | 1.16 | 0.125056 |
| 14 | 0.06199 | 0.5112 | 0.305441 |
| 15 | -0.016932 | -0.1396 | 0.444686 |
| 16 | -0.08629 | -0.7116 | 0.239584 |
| 17 | -0.055531 | -0.4579 | 0.324236 |
| 18 | 0.003123 | 0.0258 | 0.489764 |
| 19 | 0.007956 | 0.0656 | 0.473943 |
| 20 | -0.002644 | -0.0218 | 0.491334 |
| 21 | 0.01365 | 0.1126 | 0.455356 |
| 22 | -0.087401 | -0.7207 | 0.236775 |
| 23 | -0.155516 | -1.2824 | 0.102025 |
| 24 | -0.098036 | -0.8084 | 0.210833 |
| 25 | -0.102697 | -0.8469 | 0.20002 |
| 26 | 0.102749 | 0.8473 | 0.199902 |
| 27 | 0.20946 | 1.7272 | 0.044332 |
| 28 | 0.162749 | 1.3421 | 0.09202 |
| 29 | 0.053861 | 0.4442 | 0.329172 |
| 30 | -0.059894 | -0.4939 | 0.311485 |
| 31 | -0.131323 | -1.0829 | 0.141335 |
| 32 | -0.155974 | -1.2862 | 0.101369 |
| 33 | -0.05748 | -0.474 | 0.318511 |
| 34 | -0.007077 | -0.0584 | 0.476816 |
| 35 | 0.05389 | 0.4444 | 0.329087 |
| 36 | 0.100737 | 0.8307 | 0.204526 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.441379 | 3.6397 | 0.000264 |
| 2 | -0.42542 | -3.5081 | 0.000402 |
| 3 | -0.401631 | -3.3119 | 0.000743 |
| 4 | -0.037018 | -0.3053 | 0.380551 |
| 5 | 0.138315 | 1.1406 | 0.129024 |
| 6 | 0.057762 | 0.4763 | 0.317687 |
| 7 | -0.183808 | -1.5157 | 0.067112 |
| 8 | -0.087585 | -0.7222 | 0.236309 |
| 9 | 0.040835 | 0.3367 | 0.368679 |
| 10 | -0.036486 | -0.3009 | 0.382215 |
| 11 | -0.071649 | -0.5908 | 0.278295 |
| 12 | 0.208345 | 1.7181 | 0.045168 |
| 13 | -0.27354 | -2.2557 | 0.013656 |
| 14 | 0.256104 | 2.1119 | 0.019187 |
| 15 | 0.215444 | 1.7766 | 0.040054 |
| 16 | -0.185698 | -1.5313 | 0.065167 |
| 17 | -0.018722 | -0.1544 | 0.438882 |
| 18 | 0.111624 | 0.9205 | 0.18029 |
| 19 | 0.038127 | 0.3144 | 0.377088 |
| 20 | -0.107078 | -0.883 | 0.190178 |
| 21 | 0.000829 | 0.0068 | 0.497283 |
| 22 | -0.139828 | -1.1531 | 0.126463 |
| 23 | -0.145093 | -1.1965 | 0.117835 |
| 24 | -0.06157 | -0.5077 | 0.306648 |
| 25 | -0.08525 | -0.703 | 0.242231 |
| 26 | -0.012483 | -0.1029 | 0.459158 |
| 27 | -0.04849 | -0.3999 | 0.345256 |
| 28 | 0.146563 | 1.2086 | 0.115503 |
| 29 | 0.081585 | 0.6728 | 0.251689 |
| 30 | -0.037878 | -0.3123 | 0.377867 |
| 31 | 0.023441 | 0.1933 | 0.423651 |
| 32 | -0.140069 | -1.155 | 0.126059 |
| 33 | -0.086125 | -0.7102 | 0.240004 |
| 34 | 0.054913 | 0.4528 | 0.326058 |
| 35 | -0.006105 | -0.0503 | 0.479998 |
| 36 | -0.020857 | -0.172 | 0.431977 |
