| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.443364 | 3.4055 | 0.000597 |
| 2 | -0.223004 | -1.7129 | 0.045988 |
| 3 | -0.599626 | -4.6058 | 1.1e-05 |
| 4 | -0.430321 | -3.3054 | 0.000809 |
| 5 | 0.022562 | 0.1733 | 0.431502 |
| 6 | 0.282763 | 2.1719 | 0.016946 |
| 7 | 0.20729 | 1.5922 | 0.05834 |
| 8 | -0.048624 | -0.3735 | 0.355062 |
| 9 | -0.209191 | -1.6068 | 0.056716 |
| 10 | -0.136192 | -1.0461 | 0.149889 |
| 11 | 0.098482 | 0.7565 | 0.226194 |
| 12 | 0.35217 | 2.7051 | 0.004456 |
| 13 | 0.077751 | 0.5972 | 0.276324 |
| 14 | -0.147723 | -1.1347 | 0.13055 |
| 15 | -0.24581 | -1.8881 | 0.031966 |
| 16 | -0.10749 | -0.8256 | 0.206166 |
| 17 | 0.105978 | 0.814 | 0.209449 |
| 18 | 0.151805 | 1.166 | 0.124146 |
| 19 | 0.054665 | 0.4199 | 0.338046 |
| 20 | -0.136982 | -1.0522 | 0.148504 |
| 21 | -0.197999 | -1.5209 | 0.066819 |
| 22 | -0.076941 | -0.591 | 0.27839 |
| 23 | 0.134384 | 1.0322 | 0.15309 |
| 24 | 0.302849 | 2.3262 | 0.011731 |
| 25 | 0.102275 | 0.7856 | 0.217626 |
| 26 | -0.118013 | -0.9065 | 0.184187 |
| 27 | -0.187613 | -1.4411 | 0.077424 |
| 28 | -0.112459 | -0.8638 | 0.195594 |
| 29 | 0.054609 | 0.4195 | 0.338203 |
| 30 | 0.105029 | 0.8067 | 0.211527 |
| 31 | 0.074405 | 0.5715 | 0.284909 |
| 32 | -0.05861 | -0.4502 | 0.327111 |
| 33 | -0.098173 | -0.7541 | 0.226901 |
| 34 | -0.06698 | -0.5145 | 0.304418 |
| 35 | 0.030031 | 0.2307 | 0.409185 |
| 36 | 0.127243 | 0.9774 | 0.166188 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.443364 | 3.4055 | 0.000597 |
| 2 | -0.522232 | -4.0113 | 8.6e-05 |
| 3 | -0.372371 | -2.8602 | 0.002923 |
| 4 | -0.074623 | -0.5732 | 0.284347 |
| 5 | 0.00163 | 0.0125 | 0.495026 |
| 6 | -0.142916 | -1.0978 | 0.138385 |
| 7 | -0.14525 | -1.1157 | 0.134541 |
| 8 | -0.125566 | -0.9645 | 0.169369 |
| 9 | -0.11512 | -0.8843 | 0.190073 |
| 10 | -0.076986 | -0.5913 | 0.278275 |
| 11 | 0.030103 | 0.2312 | 0.40897 |
| 12 | 0.257539 | 1.9782 | 0.026291 |
| 13 | -0.406742 | -3.1242 | 0.001382 |
| 14 | 0.186898 | 1.4356 | 0.0782 |
| 15 | 0.057299 | 0.4401 | 0.330728 |
| 16 | -0.059359 | -0.4559 | 0.325051 |
| 17 | -0.042644 | -0.3276 | 0.372204 |
| 18 | 0.011608 | 0.0892 | 0.464627 |
| 19 | 0.003004 | 0.0231 | 0.490835 |
| 20 | -0.248163 | -1.9062 | 0.030751 |
| 21 | -0.057646 | -0.4428 | 0.329769 |
| 22 | 0.017357 | 0.1333 | 0.447196 |
| 23 | -0.067804 | -0.5208 | 0.302222 |
| 24 | -0.067407 | -0.5178 | 0.30328 |
| 25 | 0.042732 | 0.3282 | 0.37195 |
| 26 | -0.083851 | -0.6441 | 0.261012 |
| 27 | 0.083892 | 0.6444 | 0.260911 |
| 28 | -0.109413 | -0.8404 | 0.202035 |
| 29 | 0.056487 | 0.4339 | 0.332976 |
| 30 | -0.014312 | -0.1099 | 0.456419 |
| 31 | -0.028413 | -0.2182 | 0.413996 |
| 32 | -0.02627 | -0.2018 | 0.42039 |
| 33 | 0.006826 | 0.0524 | 0.47918 |
| 34 | -0.086527 | -0.6646 | 0.25444 |
| 35 | -0.078176 | -0.6005 | 0.275244 |
| 36 | -0.054282 | -0.417 | 0.339114 |
