| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.447995 | 3.2305 | 0.001072 |
| 2 | -0.062807 | -0.4529 | 0.326249 |
| 3 | -0.517186 | -3.7295 | 0.000238 |
| 4 | -0.600334 | -4.3291 | 3.4e-05 |
| 5 | -0.31904 | -2.3006 | 0.012727 |
| 6 | 0.011339 | 0.0818 | 0.467574 |
| 7 | 0.291568 | 2.1025 | 0.020183 |
| 8 | 0.298433 | 2.152 | 0.018029 |
| 9 | 0.297243 | 2.1434 | 0.018388 |
| 10 | 0.034435 | 0.2483 | 0.402434 |
| 11 | -0.128212 | -0.9245 | 0.179736 |
| 12 | -0.296651 | -2.1392 | 0.018568 |
| 13 | -0.205443 | -1.4815 | 0.072258 |
| 14 | 0.016764 | 0.1209 | 0.452123 |
| 15 | 0.113484 | 0.8183 | 0.208448 |
| 16 | 0.178556 | 1.2876 | 0.101796 |
| 17 | 0.055313 | 0.3989 | 0.345813 |
| 18 | 0.027605 | 0.1991 | 0.421496 |
| 19 | -0.115261 | -0.8312 | 0.204842 |
| 20 | -0.043803 | -0.3159 | 0.376683 |
| 21 | -0.013477 | -0.0972 | 0.461478 |
| 22 | 0.006571 | 0.0474 | 0.481193 |
| 23 | 0.066554 | 0.4799 | 0.316645 |
| 24 | 0.017987 | 0.1297 | 0.448651 |
| 25 | 0.086964 | 0.6271 | 0.266666 |
| 26 | -0.006042 | -0.0436 | 0.482707 |
| 27 | -0.111381 | -0.8032 | 0.212764 |
| 28 | -0.15201 | -1.0962 | 0.139029 |
| 29 | -0.129726 | -0.9355 | 0.176936 |
| 30 | -0.018331 | -0.1322 | 0.447673 |
| 31 | 0.19859 | 1.4321 | 0.079056 |
| 32 | 0.272423 | 1.9645 | 0.027415 |
| 33 | 0.091303 | 0.6584 | 0.256594 |
| 34 | -0.044845 | -0.3234 | 0.373852 |
| 35 | -0.186395 | -1.3441 | 0.092373 |
| 36 | -0.183704 | -1.3247 | 0.09553 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.447995 | 3.2305 | 0.001072 |
| 2 | -0.329671 | -2.3773 | 0.010577 |
| 3 | -0.466125 | -3.3613 | 0.00073 |
| 4 | -0.297995 | -2.1489 | 0.01816 |
| 5 | -0.117069 | -0.8442 | 0.201212 |
| 6 | -0.215884 | -1.5568 | 0.062797 |
| 7 | -0.141969 | -1.0238 | 0.155346 |
| 8 | -0.223234 | -1.6098 | 0.056752 |
| 9 | 0.103166 | 0.7439 | 0.230131 |
| 10 | -0.171771 | -1.2387 | 0.110517 |
| 11 | -0.049221 | -0.3549 | 0.362035 |
| 12 | -0.21329 | -1.5381 | 0.065049 |
| 13 | 0.033518 | 0.2417 | 0.40498 |
| 14 | 0.04543 | 0.3276 | 0.372264 |
| 15 | -0.126984 | -0.9157 | 0.182026 |
| 16 | -0.076371 | -0.5507 | 0.292092 |
| 17 | -0.055577 | -0.4008 | 0.345116 |
| 18 | 0.055288 | 0.3987 | 0.345878 |
| 19 | -0.184005 | -1.3269 | 0.095173 |
| 20 | 0.031764 | 0.2291 | 0.409863 |
| 21 | 0.033639 | 0.2426 | 0.404646 |
| 22 | -0.020607 | -0.1486 | 0.441222 |
| 23 | 0.017546 | 0.1265 | 0.449902 |
| 24 | 0.002342 | 0.0169 | 0.493294 |
| 25 | 0.227849 | 1.643 | 0.053204 |
| 26 | 0.109279 | 0.788 | 0.21713 |
| 27 | -0.180174 | -1.2993 | 0.099794 |
| 28 | 0.053954 | 0.3891 | 0.349406 |
| 29 | -0.079061 | -0.5701 | 0.285526 |
| 30 | -0.08603 | -0.6204 | 0.268861 |
| 31 | 0.069021 | 0.4977 | 0.310391 |
| 32 | -0.001814 | -0.0131 | 0.494808 |
| 33 | -0.0928 | -0.6692 | 0.253168 |
| 34 | -0.041845 | -0.3017 | 0.382023 |
| 35 | 0.025416 | 0.1833 | 0.427645 |
| 36 | -0.021899 | -0.1579 | 0.437567 |
