| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.412166 | 3.0567 | 0.001725 |
| 2 | -0.16243 | -1.2046 | 0.116756 |
| 3 | -0.520192 | -3.8579 | 0.000151 |
| 4 | -0.417374 | -3.0953 | 0.001545 |
| 5 | 0.066924 | 0.4963 | 0.310823 |
| 6 | 0.415364 | 3.0804 | 0.001612 |
| 7 | 0.304746 | 2.2601 | 0.013899 |
| 8 | -0.071291 | -0.5287 | 0.299567 |
| 9 | -0.267366 | -1.9828 | 0.026194 |
| 10 | -0.283741 | -2.1043 | 0.019969 |
| 11 | 0.007269 | 0.0539 | 0.478602 |
| 12 | 0.308295 | 2.2864 | 0.013053 |
| 13 | 0.137728 | 1.0214 | 0.155763 |
| 14 | 0.064596 | 0.4791 | 0.316898 |
| 15 | -0.007628 | -0.0566 | 0.477547 |
| 16 | -0.098361 | -0.7295 | 0.234407 |
| 17 | -0.073384 | -0.5442 | 0.29424 |
| 18 | -0.011274 | -0.0836 | 0.466836 |
| 19 | -0.009931 | -0.0737 | 0.470777 |
| 20 | -0.009585 | -0.0711 | 0.471796 |
| 21 | 0.053668 | 0.398 | 0.34608 |
| 22 | -0.015598 | -0.1157 | 0.454165 |
| 23 | -0.059092 | -0.4382 | 0.331464 |
| 24 | -0.044688 | -0.3314 | 0.370794 |
| 25 | -0.147956 | -1.0973 | 0.138653 |
| 26 | 0.027697 | 0.2054 | 0.419006 |
| 27 | 0.125683 | 0.9321 | 0.177681 |
| 28 | 0.104388 | 0.7742 | 0.221076 |
| 29 | 0.042911 | 0.3182 | 0.375754 |
| 30 | -0.071367 | -0.5293 | 0.299373 |
| 31 | -0.148863 | -1.104 | 0.137201 |
| 32 | -0.160231 | -1.1883 | 0.11991 |
| 33 | -0.031377 | -0.2327 | 0.40843 |
| 34 | 0.024994 | 0.1854 | 0.426815 |
| 35 | 0.080193 | 0.5947 | 0.277232 |
| 36 | 0.066043 | 0.4898 | 0.313116 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.412166 | 3.0567 | 0.001725 |
| 2 | -0.400317 | -2.9688 | 0.002211 |
| 3 | -0.375055 | -2.7815 | 0.003699 |
| 4 | -0.117719 | -0.873 | 0.193221 |
| 5 | 0.19568 | 1.4512 | 0.076202 |
| 6 | 0.121421 | 0.9005 | 0.185894 |
| 7 | -0.121334 | -0.8998 | 0.186066 |
| 8 | -0.130838 | -0.9703 | 0.168068 |
| 9 | 0.125937 | 0.934 | 0.177199 |
| 10 | -0.074726 | -0.5542 | 0.290851 |
| 11 | 0.019798 | 0.1468 | 0.441902 |
| 12 | 0.137356 | 1.0187 | 0.156412 |
| 13 | -0.2465 | -1.8281 | 0.036481 |
| 14 | 0.267854 | 1.9865 | 0.025987 |
| 15 | 0.241179 | 1.7886 | 0.039591 |
| 16 | -0.158685 | -1.1768 | 0.122164 |
| 17 | -0.122793 | -0.9107 | 0.183224 |
| 18 | 0.089835 | 0.6662 | 0.254023 |
| 19 | 0.071801 | 0.5325 | 0.298266 |
| 20 | -0.129651 | -0.9615 | 0.17025 |
| 21 | -0.06074 | -0.4505 | 0.327075 |
| 22 | 0.019833 | 0.1471 | 0.441801 |
| 23 | -0.109951 | -0.8154 | 0.209175 |
| 24 | 0.021507 | 0.1595 | 0.436929 |
| 25 | -0.1069 | -0.7928 | 0.215652 |
| 26 | -0.009217 | -0.0684 | 0.472876 |
| 27 | -0.028432 | -0.2109 | 0.41689 |
| 28 | 0.083347 | 0.6181 | 0.269525 |
| 29 | 0.041705 | 0.3093 | 0.379135 |
| 30 | -0.162071 | -1.2019 | 0.117266 |
| 31 | 0.003366 | 0.025 | 0.490086 |
| 32 | -0.05919 | -0.439 | 0.331203 |
| 33 | -0.128786 | -0.9551 | 0.171853 |
| 34 | -0.008311 | -0.0616 | 0.475537 |
| 35 | -0.008821 | -0.0654 | 0.47404 |
| 36 | -0.035514 | -0.2634 | 0.396622 |
