| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.38515 | 3.0812 | 0.001519 |
| 2 | -0.032537 | -0.2603 | 0.397737 |
| 3 | -0.45363 | -3.629 | 0.000283 |
| 4 | -0.394582 | -3.1567 | 0.001217 |
| 5 | -0.167499 | -1.34 | 0.092493 |
| 6 | 0.206572 | 1.6526 | 0.051658 |
| 7 | 0.23471 | 1.8777 | 0.032492 |
| 8 | 0.194934 | 1.5595 | 0.061908 |
| 9 | 0.01457 | 0.1166 | 0.453786 |
| 10 | -0.024193 | -0.1935 | 0.423572 |
| 11 | 0.04672 | 0.3738 | 0.35491 |
| 12 | 0.090827 | 0.7266 | 0.235056 |
| 13 | -0.03021 | -0.2417 | 0.404899 |
| 14 | 0.032056 | 0.2564 | 0.399215 |
| 15 | -0.055833 | -0.4467 | 0.328312 |
| 16 | 0.023223 | 0.1858 | 0.4266 |
| 17 | -0.043998 | -0.352 | 0.363004 |
| 18 | 0.003434 | 0.0275 | 0.489084 |
| 19 | 0.010477 | 0.0838 | 0.466732 |
| 20 | 0.122617 | 0.9809 | 0.16516 |
| 21 | 0.027511 | 0.2201 | 0.413251 |
| 22 | 0.015062 | 0.1205 | 0.452234 |
| 23 | -0.055361 | -0.4429 | 0.329671 |
| 24 | -0.078724 | -0.6298 | 0.265535 |
| 25 | -0.053548 | -0.4284 | 0.334904 |
| 26 | 0.029894 | 0.2392 | 0.405875 |
| 27 | 0.050977 | 0.4078 | 0.342386 |
| 28 | 0.009451 | 0.0756 | 0.469984 |
| 29 | -0.11118 | -0.8894 | 0.188548 |
| 30 | -0.114067 | -0.9125 | 0.182456 |
| 31 | 0.05282 | 0.4226 | 0.337015 |
| 32 | 0.166441 | 1.3315 | 0.093869 |
| 33 | 0.092087 | 0.7367 | 0.231999 |
| 34 | -0.01561 | -0.1249 | 0.450505 |
| 35 | -0.201967 | -1.6157 | 0.055536 |
| 36 | -0.253986 | -2.0319 | 0.02316 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.38515 | 3.0812 | 0.001519 |
| 2 | -0.212382 | -1.6991 | 0.047083 |
| 3 | -0.438538 | -3.5083 | 0.000415 |
| 4 | -0.085796 | -0.6864 | 0.247481 |
| 5 | -0.028794 | -0.2304 | 0.409276 |
| 6 | 0.120822 | 0.9666 | 0.168698 |
| 7 | -0.093549 | -0.7484 | 0.228482 |
| 8 | 0.035436 | 0.2835 | 0.388859 |
| 9 | 0.060566 | 0.4845 | 0.314834 |
| 10 | 0.113448 | 0.9076 | 0.183751 |
| 11 | 0.213672 | 1.7094 | 0.046114 |
| 12 | 0.069669 | 0.5574 | 0.289615 |
| 13 | -0.083019 | -0.6641 | 0.254491 |
| 14 | 0.236238 | 1.8899 | 0.031651 |
| 15 | 0.020444 | 0.1636 | 0.4353 |
| 16 | 0.062203 | 0.4976 | 0.310228 |
| 17 | -0.128863 | -1.0309 | 0.153233 |
| 18 | -0.028449 | -0.2276 | 0.410343 |
| 19 | 0.074179 | 0.5934 | 0.277492 |
| 20 | 0.056441 | 0.4515 | 0.326568 |
| 21 | -0.127089 | -1.0167 | 0.156559 |
| 22 | -0.10139 | -0.8111 | 0.210152 |
| 23 | 0.017471 | 0.1398 | 0.44464 |
| 24 | -0.00771 | -0.0617 | 0.475506 |
| 25 | -0.050398 | -0.4032 | 0.344078 |
| 26 | -0.077686 | -0.6215 | 0.268242 |
| 27 | -0.015681 | -0.1254 | 0.450281 |
| 28 | -0.079345 | -0.6348 | 0.263925 |
| 29 | -0.099014 | -0.7921 | 0.21561 |
| 30 | -0.102287 | -0.8183 | 0.208112 |
| 31 | 0.144261 | 1.1541 | 0.126377 |
| 32 | 0.07796 | 0.6237 | 0.267526 |
| 33 | -0.081247 | -0.65 | 0.259016 |
| 34 | -0.049074 | -0.3926 | 0.347962 |
| 35 | -0.035982 | -0.2879 | 0.387195 |
| 36 | -0.059982 | -0.4799 | 0.316484 |
