| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.524351 | 3.8887 | 0.000137 |
| 2 | -0.04633 | -0.3436 | 0.366231 |
| 3 | -0.517702 | -3.8394 | 0.00016 |
| 4 | -0.506856 | -3.7589 | 0.000207 |
| 5 | -0.148877 | -1.1041 | 0.137178 |
| 6 | 0.188959 | 1.4014 | 0.083362 |
| 7 | 0.259376 | 1.9236 | 0.029795 |
| 8 | 0.100064 | 0.7421 | 0.230595 |
| 9 | -0.090615 | -0.672 | 0.252193 |
| 10 | -0.127753 | -0.9474 | 0.17378 |
| 11 | 0.034275 | 0.2542 | 0.400148 |
| 12 | 0.066378 | 0.4923 | 0.312244 |
| 13 | 0.119996 | 0.8899 | 0.188694 |
| 14 | 0.018336 | 0.136 | 0.446164 |
| 15 | -0.091256 | -0.6768 | 0.250695 |
| 16 | -0.183816 | -1.3632 | 0.089184 |
| 17 | -0.162938 | -1.2084 | 0.116035 |
| 18 | -0.009284 | -0.0688 | 0.47268 |
| 19 | 0.131176 | 0.9728 | 0.167449 |
| 20 | 0.255771 | 1.8969 | 0.031552 |
| 21 | 0.196755 | 1.4592 | 0.075103 |
| 22 | -0.016062 | -0.1191 | 0.452808 |
| 23 | -0.296822 | -2.2013 | 0.015965 |
| 24 | -0.376551 | -2.7926 | 0.00359 |
| 25 | -0.177013 | -1.3128 | 0.097357 |
| 26 | 0.113903 | 0.8447 | 0.200961 |
| 27 | 0.25877 | 1.9191 | 0.030084 |
| 28 | 0.179482 | 1.3311 | 0.094328 |
| 29 | -0.006427 | -0.0477 | 0.481078 |
| 30 | -0.201694 | -1.4958 | 0.070211 |
| 31 | -0.140454 | -1.0416 | 0.151069 |
| 32 | -0.027706 | -0.2055 | 0.418981 |
| 33 | 0.096449 | 0.7153 | 0.23873 |
| 34 | 0.017653 | 0.1309 | 0.448159 |
| 35 | -0.074156 | -0.55 | 0.292289 |
| 36 | -0.136335 | -1.0111 | 0.158201 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.524351 | 3.8887 | 0.000137 |
| 2 | -0.443104 | -3.2861 | 0.000886 |
| 3 | -0.429557 | -3.1857 | 0.00119 |
| 4 | 0.012871 | 0.0955 | 0.46215 |
| 5 | 0.112953 | 0.8377 | 0.202918 |
| 6 | -0.087713 | -0.6505 | 0.259039 |
| 7 | -0.152186 | -1.1286 | 0.131974 |
| 8 | -0.031331 | -0.2324 | 0.40856 |
| 9 | 0.02838 | 0.2105 | 0.417039 |
| 10 | 0.033195 | 0.2462 | 0.403231 |
| 11 | 0.132545 | 0.983 | 0.164961 |
| 12 | -0.207881 | -1.5417 | 0.064442 |
| 13 | 0.164518 | 1.2201 | 0.113817 |
| 14 | 0.051193 | 0.3797 | 0.352832 |
| 15 | -0.11138 | -0.826 | 0.206182 |
| 16 | -0.170882 | -1.2673 | 0.105195 |
| 17 | -0.010029 | -0.0744 | 0.470491 |
| 18 | 0.130282 | 0.9662 | 0.169088 |
| 19 | -0.048817 | -0.362 | 0.359357 |
| 20 | 0.125513 | 0.9308 | 0.178005 |
| 21 | 0.003482 | 0.0258 | 0.489746 |
| 22 | -0.149483 | -1.1086 | 0.136215 |
| 23 | -0.129278 | -0.9587 | 0.170941 |
| 24 | -0.091558 | -0.679 | 0.249988 |
| 25 | 0.10475 | 0.7768 | 0.220289 |
| 26 | -0.095431 | -0.7077 | 0.241049 |
| 27 | -0.127032 | -0.9421 | 0.175133 |
| 28 | -0.044007 | -0.3264 | 0.372695 |
| 29 | 0.06806 | 0.5047 | 0.307876 |
| 30 | -0.106516 | -0.7899 | 0.216476 |
| 31 | -0.05331 | -0.3954 | 0.347053 |
| 32 | -0.092992 | -0.6896 | 0.246657 |
| 33 | -0.007888 | -0.0585 | 0.476781 |
| 34 | -0.142056 | -1.0535 | 0.148356 |
| 35 | -0.016582 | -0.123 | 0.451286 |
| 36 | -0.121532 | -0.9013 | 0.185678 |
