| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.305804 | 2.5767 | 0.006026 |
| 2 | -0.276232 | -2.3276 | 0.011395 |
| 3 | -0.333486 | -2.81 | 0.003198 |
| 4 | -0.107304 | -0.9042 | 0.184484 |
| 5 | 0.015825 | 0.1333 | 0.447148 |
| 6 | 0.029814 | 0.2512 | 0.401185 |
| 7 | 0.017026 | 0.1435 | 0.443165 |
| 8 | -0.054966 | -0.4632 | 0.322336 |
| 9 | -0.176799 | -1.4897 | 0.070361 |
| 10 | -0.183155 | -1.5433 | 0.063602 |
| 11 | 0.117298 | 0.9884 | 0.163163 |
| 12 | 0.540494 | 4.5543 | 1.1e-05 |
| 13 | 0.148242 | 1.2491 | 0.107864 |
| 14 | -0.176052 | -1.4834 | 0.071191 |
| 15 | -0.195738 | -1.6493 | 0.05175 |
| 16 | -0.090181 | -0.7599 | 0.224922 |
| 17 | -0.002955 | -0.0249 | 0.490104 |
| 18 | 0.038117 | 0.3212 | 0.374509 |
| 19 | 0.025015 | 0.2108 | 0.416832 |
| 20 | -0.072515 | -0.611 | 0.271569 |
| 21 | -0.181743 | -1.5314 | 0.065058 |
| 22 | -0.162346 | -1.368 | 0.087821 |
| 23 | 0.089064 | 0.7505 | 0.227726 |
| 24 | 0.41819 | 3.5237 | 0.000374 |
| 25 | 0.168032 | 1.4159 | 0.080594 |
| 26 | -0.089877 | -0.7573 | 0.225684 |
| 27 | -0.110457 | -0.9307 | 0.177573 |
| 28 | -0.059799 | -0.5039 | 0.307954 |
| 29 | 0.022962 | 0.1935 | 0.423568 |
| 30 | 0.016869 | 0.1421 | 0.443684 |
| 31 | 0.002021 | 0.017 | 0.493231 |
| 32 | -0.061024 | -0.5142 | 0.304356 |
| 33 | -0.176533 | -1.4875 | 0.070656 |
| 34 | -0.119434 | -1.0064 | 0.158828 |
| 35 | 0.154677 | 1.3033 | 0.098337 |
| 36 | 0.412531 | 3.4761 | 0.000436 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.305804 | 2.5767 | 0.006026 |
| 2 | -0.407892 | -3.437 | 0.000494 |
| 3 | -0.118865 | -1.0016 | 0.159974 |
| 4 | -0.056485 | -0.476 | 0.317785 |
| 5 | -0.106621 | -0.8984 | 0.186002 |
| 6 | -0.048175 | -0.4059 | 0.343006 |
| 7 | -0.033681 | -0.2838 | 0.388695 |
| 8 | -0.116277 | -0.9798 | 0.165263 |
| 9 | -0.203607 | -1.7156 | 0.045296 |
| 10 | -0.179793 | -1.515 | 0.06711 |
| 11 | 0.097145 | 0.8186 | 0.20789 |
| 12 | 0.409875 | 3.4537 | 0.000468 |
| 13 | -0.278369 | -2.3456 | 0.010898 |
| 14 | 0.183055 | 1.5424 | 0.063705 |
| 15 | 0.004157 | 0.035 | 0.486078 |
| 16 | -0.107153 | -0.9029 | 0.184818 |
| 17 | 0.055161 | 0.4648 | 0.321751 |
| 18 | -0.012402 | -0.1045 | 0.458532 |
| 19 | -0.054318 | -0.4577 | 0.324285 |
| 20 | -0.077869 | -0.6561 | 0.256929 |
| 21 | -0.126553 | -1.0664 | 0.144938 |
| 22 | -0.050795 | -0.428 | 0.33497 |
| 23 | 0.004853 | 0.0409 | 0.483749 |
| 24 | 0.04921 | 0.4147 | 0.339824 |
| 25 | 0.032136 | 0.2708 | 0.393672 |
| 26 | 0.015288 | 0.1288 | 0.448931 |
| 27 | 0.072891 | 0.6142 | 0.270527 |
| 28 | 0.024543 | 0.2068 | 0.418377 |
| 29 | 0.084521 | 0.7122 | 0.239341 |
| 30 | -0.045704 | -0.3851 | 0.350653 |
| 31 | 0.043811 | 0.3692 | 0.356556 |
| 32 | 0.002656 | 0.0224 | 0.491105 |
| 33 | -0.126196 | -1.0633 | 0.145614 |
| 34 | 0.090805 | 0.7651 | 0.223363 |
| 35 | 0.123779 | 1.043 | 0.150249 |
| 36 | 0.070072 | 0.5904 | 0.278386 |
