| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.484831 | 3.7555 | 0.000197 |
| 2 | 0.420202 | 3.2549 | 0.000933 |
| 3 | 0.489567 | 3.7922 | 0.000175 |
| 4 | 0.262506 | 2.0334 | 0.023223 |
| 5 | 0.247754 | 1.9191 | 0.029866 |
| 6 | 0.258057 | 1.9989 | 0.025078 |
| 7 | 0.205332 | 1.5905 | 0.058489 |
| 8 | 0.201444 | 1.5604 | 0.061965 |
| 9 | 0.055546 | 0.4303 | 0.334276 |
| 10 | 0.08731 | 0.6763 | 0.250725 |
| 11 | -0.061376 | -0.4754 | 0.318109 |
| 12 | -0.180854 | -1.4009 | 0.083199 |
| 13 | -0.000877 | -0.0068 | 0.497301 |
| 14 | -0.025839 | -0.2001 | 0.421021 |
| 15 | -0.130496 | -1.0108 | 0.158081 |
| 16 | -0.000653 | -0.0051 | 0.497989 |
| 17 | 0.0104 | 0.0806 | 0.468031 |
| 18 | -0.104712 | -0.8111 | 0.210258 |
| 19 | -0.119363 | -0.9246 | 0.179444 |
| 20 | -0.084266 | -0.6527 | 0.258214 |
| 21 | -0.120023 | -0.9297 | 0.178128 |
| 22 | -0.121865 | -0.944 | 0.174487 |
| 23 | -0.032999 | -0.2556 | 0.399565 |
| 24 | -0.14185 | -1.0988 | 0.138129 |
| 25 | -0.189641 | -1.469 | 0.073535 |
| 26 | -0.073139 | -0.5665 | 0.286571 |
| 27 | -0.123738 | -0.9585 | 0.170836 |
| 28 | -0.227302 | -1.7607 | 0.041695 |
| 29 | -0.162144 | -1.256 | 0.106999 |
| 30 | -0.084857 | -0.6573 | 0.256752 |
| 31 | -0.104319 | -0.808 | 0.211127 |
| 32 | -0.089724 | -0.695 | 0.244869 |
| 33 | -0.096424 | -0.7469 | 0.229021 |
| 34 | -0.168251 | -1.3033 | 0.098732 |
| 35 | -0.186789 | -1.4469 | 0.07657 |
| 36 | -0.21618 | -1.6745 | 0.049617 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.484831 | 3.7555 | 0.000197 |
| 2 | 0.242033 | 1.8748 | 0.032847 |
| 3 | 0.30245 | 2.3428 | 0.011238 |
| 4 | -0.127169 | -0.985 | 0.164278 |
| 5 | 0.010906 | 0.0845 | 0.466477 |
| 6 | 0.033546 | 0.2598 | 0.397937 |
| 7 | 0.072989 | 0.5654 | 0.286964 |
| 8 | 0.030926 | 0.2396 | 0.405747 |
| 9 | -0.200041 | -1.5495 | 0.063259 |
| 10 | 0.021427 | 0.166 | 0.434369 |
| 11 | -0.21431 | -1.66 | 0.051062 |
| 12 | -0.13176 | -1.0206 | 0.155769 |
| 13 | 0.171792 | 1.3307 | 0.094162 |
| 14 | 0.134762 | 1.0439 | 0.150368 |
| 15 | -0.087564 | -0.6783 | 0.250104 |
| 16 | 0.004437 | 0.0344 | 0.486348 |
| 17 | 0.110907 | 0.8591 | 0.196856 |
| 18 | -0.074489 | -0.577 | 0.283052 |
| 19 | -0.108466 | -0.8402 | 0.202074 |
| 20 | -0.025934 | -0.2009 | 0.420735 |
| 21 | -0.036883 | -0.2857 | 0.388048 |
| 22 | -0.020441 | -0.1583 | 0.437362 |
| 23 | 0.02789 | 0.216 | 0.414847 |
| 24 | -0.19008 | -1.4724 | 0.073076 |
| 25 | -0.04245 | -0.3288 | 0.371718 |
| 26 | 0.147576 | 1.1431 | 0.128764 |
| 27 | 0.000562 | 0.0044 | 0.49827 |
| 28 | -0.135246 | -1.0476 | 0.14951 |
| 29 | -0.014839 | -0.1149 | 0.454436 |
| 30 | 0.077874 | 0.6032 | 0.274322 |
| 31 | 0.019777 | 0.1532 | 0.439379 |
| 32 | 0.057761 | 0.4474 | 0.328094 |
| 33 | -0.162787 | -1.2609 | 0.106105 |
| 34 | -0.206005 | -1.5957 | 0.057905 |
| 35 | -0.020547 | -0.1592 | 0.437041 |
| 36 | -0.150295 | -1.1642 | 0.12448 |
