| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.336279 | 2.8534 | 0.002822 |
| 2 | 0.140395 | 1.1913 | 0.118725 |
| 3 | 0.31226 | 2.6496 | 0.00495 |
| 4 | 0.178899 | 1.518 | 0.066696 |
| 5 | 0.147325 | 1.2501 | 0.107657 |
| 6 | 0.244711 | 2.0764 | 0.020712 |
| 7 | 0.094874 | 0.805 | 0.211725 |
| 8 | 0.127832 | 1.0847 | 0.140838 |
| 9 | 0.012705 | 0.1078 | 0.457224 |
| 10 | -0.119315 | -1.0124 | 0.157363 |
| 11 | -0.013849 | -0.1175 | 0.453389 |
| 12 | 0.241256 | 2.0471 | 0.022148 |
| 13 | -0.034934 | -0.2964 | 0.383879 |
| 14 | -0.190145 | -1.6134 | 0.055513 |
| 15 | -0.079995 | -0.6788 | 0.249728 |
| 16 | -0.034972 | -0.2967 | 0.383758 |
| 17 | -0.070609 | -0.5991 | 0.275481 |
| 18 | 0.02092 | 0.1775 | 0.429803 |
| 19 | -0.050336 | -0.4271 | 0.335285 |
| 20 | -0.044937 | -0.3813 | 0.352051 |
| 21 | -0.056887 | -0.4827 | 0.315385 |
| 22 | -0.194677 | -1.6519 | 0.051456 |
| 23 | -0.04881 | -0.4142 | 0.339992 |
| 24 | 0.133422 | 1.1321 | 0.130669 |
| 25 | -0.073982 | -0.6278 | 0.266073 |
| 26 | -0.172894 | -1.4671 | 0.073358 |
| 27 | -0.06562 | -0.5568 | 0.289695 |
| 28 | -0.120637 | -1.0236 | 0.154717 |
| 29 | -0.143976 | -1.2217 | 0.112908 |
| 30 | -0.018543 | -0.1573 | 0.437706 |
| 31 | -0.015243 | -0.1293 | 0.448725 |
| 32 | -0.046742 | -0.3966 | 0.34641 |
| 33 | -0.031128 | -0.2641 | 0.396218 |
| 34 | -0.153001 | -1.2983 | 0.099171 |
| 35 | -0.082069 | -0.6964 | 0.244218 |
| 36 | 0.110743 | 0.9397 | 0.17526 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.336279 | 2.8534 | 0.002822 |
| 2 | 0.030794 | 0.2613 | 0.397305 |
| 3 | 0.28908 | 2.4529 | 0.008297 |
| 4 | -0.010346 | -0.0878 | 0.465143 |
| 5 | 0.089314 | 0.7579 | 0.225505 |
| 6 | 0.11908 | 1.0104 | 0.157836 |
| 7 | -0.067815 | -0.5754 | 0.283399 |
| 8 | 0.088762 | 0.7532 | 0.226903 |
| 9 | -0.188177 | -1.5967 | 0.057352 |
| 10 | -0.125797 | -1.0674 | 0.144674 |
| 11 | -0.015015 | -0.1274 | 0.449487 |
| 12 | 0.312318 | 2.6501 | 0.004943 |
| 13 | -0.166502 | -1.4128 | 0.081009 |
| 14 | -0.187382 | -1.59 | 0.05811 |
| 15 | -0.075824 | -0.6434 | 0.261008 |
| 16 | 0.108345 | 0.9193 | 0.180495 |
| 17 | 0.050947 | 0.4323 | 0.333406 |
| 18 | 0.02289 | 0.1942 | 0.423274 |
| 19 | -0.080739 | -0.6851 | 0.247742 |
| 20 | -0.038594 | -0.3275 | 0.372126 |
| 21 | 0.056994 | 0.4836 | 0.315066 |
| 22 | -0.099445 | -0.8438 | 0.200782 |
| 23 | 0.064261 | 0.5453 | 0.293626 |
| 24 | -0.021779 | -0.1848 | 0.426952 |
| 25 | -0.031547 | -0.2677 | 0.394853 |
| 26 | -0.081864 | -0.6946 | 0.244758 |
| 27 | 0.029375 | 0.2493 | 0.401936 |
| 28 | -0.121101 | -1.0276 | 0.153794 |
| 29 | -0.083995 | -0.7127 | 0.23916 |
| 30 | 0.06843 | 0.5806 | 0.281647 |
| 31 | 0.092919 | 0.7884 | 0.216512 |
| 32 | 0.011648 | 0.0988 | 0.460773 |
| 33 | -0.012692 | -0.1077 | 0.457269 |
| 34 | -0.069144 | -0.5867 | 0.279619 |
| 35 | -0.052218 | -0.4431 | 0.329515 |
| 36 | 0.093389 | 0.7924 | 0.215355 |
