| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.253837 | 1.7402 | 0.044183 |
| 2 | -0.002747 | -0.0188 | 0.492526 |
| 3 | 0.085656 | 0.5872 | 0.27993 |
| 4 | -0.081299 | -0.5574 | 0.289965 |
| 5 | -0.113699 | -0.7795 | 0.219802 |
| 6 | 0.014004 | 0.096 | 0.461961 |
| 7 | 0.083562 | 0.5729 | 0.284732 |
| 8 | 0.075704 | 0.519 | 0.303097 |
| 9 | -0.143121 | -0.9812 | 0.165761 |
| 10 | -0.038312 | -0.2627 | 0.396984 |
| 11 | 0.003192 | 0.0219 | 0.491317 |
| 12 | -0.231046 | -1.584 | 0.059954 |
| 13 | -0.126059 | -0.8642 | 0.195929 |
| 14 | 0.063709 | 0.4368 | 0.332141 |
| 15 | -0.038356 | -0.263 | 0.396868 |
| 16 | -0.127609 | -0.8748 | 0.193053 |
| 17 | -0.031707 | -0.2174 | 0.414429 |
| 18 | -0.073917 | -0.5068 | 0.307349 |
| 19 | -0.030025 | -0.2058 | 0.418903 |
| 20 | -0.051209 | -0.3511 | 0.363553 |
| 21 | -0.013681 | -0.0938 | 0.462836 |
| 22 | -0.060947 | -0.4178 | 0.338985 |
| 23 | -0.16309 | -1.1181 | 0.134606 |
| 24 | -0.105815 | -0.7254 | 0.235892 |
| 25 | 0.132512 | 0.9085 | 0.184136 |
| 26 | 0.031421 | 0.2154 | 0.415189 |
| 27 | 0.160436 | 1.0999 | 0.13849 |
| 28 | 0.240171 | 1.6465 | 0.053163 |
| 29 | -0.00667 | -0.0457 | 0.481862 |
| 30 | -0.066866 | -0.4584 | 0.324385 |
| 31 | -0.065528 | -0.4492 | 0.327664 |
| 32 | -0.034948 | -0.2396 | 0.405843 |
| 33 | -0.012162 | -0.0834 | 0.466954 |
| 34 | -0.008139 | -0.0558 | 0.477869 |
| 35 | 0.046101 | 0.3161 | 0.37668 |
| 36 | -0.038846 | -0.2663 | 0.395581 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.253837 | 1.7402 | 0.044183 |
| 2 | -0.071807 | -0.4923 | 0.312404 |
| 3 | 0.112417 | 0.7707 | 0.222374 |
| 4 | -0.145934 | -1.0005 | 0.161102 |
| 5 | -0.046781 | -0.3207 | 0.374923 |
| 6 | 0.04105 | 0.2814 | 0.38981 |
| 7 | 0.088663 | 0.6078 | 0.27311 |
| 8 | 0.045912 | 0.3148 | 0.377171 |
| 9 | -0.215712 | -1.4789 | 0.072926 |
| 10 | 0.051888 | 0.3557 | 0.361819 |
| 11 | -0.010662 | -0.0731 | 0.47102 |
| 12 | -0.188459 | -1.292 | 0.101335 |
| 13 | -0.039779 | -0.2727 | 0.393135 |
| 14 | 0.053864 | 0.3693 | 0.35679 |
| 15 | -0.035085 | -0.2405 | 0.405482 |
| 16 | -0.133439 | -0.9148 | 0.182481 |
| 17 | -0.009213 | -0.0632 | 0.474952 |
| 18 | -0.09734 | -0.6673 | 0.253913 |
| 19 | 0.082302 | 0.5642 | 0.287639 |
| 20 | -0.068697 | -0.471 | 0.319923 |
| 21 | -0.072656 | -0.4981 | 0.310366 |
| 22 | -0.119294 | -0.8178 | 0.208788 |
| 23 | -0.094847 | -0.6502 | 0.259352 |
| 24 | -0.0816 | -0.5594 | 0.289265 |
| 25 | 0.123621 | 0.8475 | 0.200504 |
| 26 | -0.026606 | -0.1824 | 0.428025 |
| 27 | 0.152968 | 1.0487 | 0.14984 |
| 28 | 0.07623 | 0.5226 | 0.30185 |
| 29 | -0.117135 | -0.803 | 0.212999 |
| 30 | -0.047697 | -0.327 | 0.372562 |
| 31 | -0.073583 | -0.5045 | 0.308147 |
| 32 | 0.018577 | 0.1274 | 0.449601 |
| 33 | -0.090567 | -0.6209 | 0.268833 |
| 34 | -0.035738 | -0.245 | 0.403759 |
| 35 | -0.072875 | -0.4996 | 0.309841 |
| 36 | -0.121949 | -0.836 | 0.203681 |
