| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.336146 | 2.6254 | 0.005463 |
| 2 | 0.303183 | 2.3679 | 0.010537 |
| 3 | 0.444923 | 3.475 | 0.000473 |
| 4 | 0.33412 | 2.6096 | 0.005695 |
| 5 | 0.239909 | 1.8738 | 0.032878 |
| 6 | 0.208503 | 1.6285 | 0.054291 |
| 7 | 0.209784 | 1.6385 | 0.053236 |
| 8 | 0.177894 | 1.3894 | 0.084882 |
| 9 | 0.168306 | 1.3145 | 0.096798 |
| 10 | 0.173792 | 1.3574 | 0.089834 |
| 11 | 0.006263 | 0.0489 | 0.480573 |
| 12 | 0.192242 | 1.5015 | 0.069198 |
| 13 | 0.035408 | 0.2765 | 0.391531 |
| 14 | -0.004636 | -0.0362 | 0.485619 |
| 15 | -0.017094 | -0.1335 | 0.447116 |
| 16 | -0.051052 | -0.3987 | 0.345742 |
| 17 | -0.052055 | -0.4066 | 0.342876 |
| 18 | -0.032196 | -0.2515 | 0.401154 |
| 19 | -0.108239 | -0.8454 | 0.200604 |
| 20 | -0.114654 | -0.8955 | 0.187027 |
| 21 | 0.003842 | 0.03 | 0.48808 |
| 22 | -0.080517 | -0.6289 | 0.265894 |
| 23 | -0.14065 | -1.0985 | 0.138149 |
| 24 | -0.036639 | -0.2862 | 0.387863 |
| 25 | -0.074509 | -0.5819 | 0.281379 |
| 26 | -0.097335 | -0.7602 | 0.225028 |
| 27 | -0.116325 | -0.9085 | 0.183588 |
| 28 | -0.131609 | -1.0279 | 0.154029 |
| 29 | -0.138069 | -1.0784 | 0.142561 |
| 30 | -0.123637 | -0.9656 | 0.16902 |
| 31 | -0.235901 | -1.8424 | 0.035136 |
| 32 | -0.216739 | -1.6928 | 0.047799 |
| 33 | -0.118308 | -0.924 | 0.179559 |
| 34 | -0.208679 | -1.6298 | 0.054145 |
| 35 | -0.23875 | -1.8647 | 0.033518 |
| 36 | -0.130954 | -1.0228 | 0.155225 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.336146 | 2.6254 | 0.005463 |
| 2 | 0.214417 | 1.6746 | 0.049562 |
| 3 | 0.345991 | 2.7023 | 0.004453 |
| 4 | 0.128907 | 1.0068 | 0.159005 |
| 5 | 0.003915 | 0.0306 | 0.487855 |
| 6 | -0.061037 | -0.4767 | 0.317635 |
| 7 | -0.006719 | -0.0525 | 0.47916 |
| 8 | 0.014411 | 0.1126 | 0.455378 |
| 9 | 0.05113 | 0.3993 | 0.345518 |
| 10 | 0.057671 | 0.4504 | 0.327001 |
| 11 | -0.177428 | -1.3858 | 0.085433 |
| 12 | 0.138639 | 1.0828 | 0.141579 |
| 13 | -0.130949 | -1.0227 | 0.155234 |
| 14 | -0.014469 | -0.113 | 0.455197 |
| 15 | -0.117986 | -0.9215 | 0.18021 |
| 16 | -0.059948 | -0.4682 | 0.320652 |
| 17 | -0.017045 | -0.1331 | 0.447267 |
| 18 | 0.071669 | 0.5598 | 0.288849 |
| 19 | -0.058936 | -0.4603 | 0.323466 |
| 20 | -0.052097 | -0.4069 | 0.342757 |
| 21 | 0.124427 | 0.9718 | 0.167493 |
| 22 | -0.075871 | -0.5926 | 0.27783 |
| 23 | 0.022894 | 0.1788 | 0.429342 |
| 24 | -0.028441 | -0.2221 | 0.412478 |
| 25 | 0.01628 | 0.1272 | 0.449618 |
| 26 | -0.020913 | -0.1633 | 0.435396 |
| 27 | -0.039758 | -0.3105 | 0.378612 |
| 28 | -0.086215 | -0.6734 | 0.25163 |
| 29 | -0.042485 | -0.3318 | 0.370583 |
| 30 | -0.03229 | -0.2522 | 0.40087 |
| 31 | -0.188889 | -1.4753 | 0.072641 |
| 32 | -0.008136 | -0.0635 | 0.47477 |
| 33 | -0.008327 | -0.065 | 0.47418 |
| 34 | -0.02129 | -0.1663 | 0.434244 |
| 35 | -0.057691 | -0.4506 | 0.326944 |
| 36 | 0.047574 | 0.3716 | 0.355751 |
