| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.403697 | 3.1009 | 0.001479 |
| 2 | -0.220991 | -1.6975 | 0.047439 |
| 3 | -0.355887 | -2.7336 | 0.004128 |
| 4 | -0.095627 | -0.7345 | 0.232769 |
| 5 | -0.012774 | -0.0981 | 0.461087 |
| 6 | -0.010632 | -0.0817 | 0.467594 |
| 7 | -0.003443 | -0.0264 | 0.489496 |
| 8 | 0.084774 | 0.6512 | 0.258736 |
| 9 | 0.239698 | 1.8412 | 0.035314 |
| 10 | 0.164649 | 1.2647 | 0.105477 |
| 11 | -0.195923 | -1.5049 | 0.068841 |
| 12 | -0.540401 | -4.1509 | 5.4e-05 |
| 13 | -0.30738 | -2.361 | 0.010773 |
| 14 | 0.072749 | 0.5588 | 0.289207 |
| 15 | 0.150412 | 1.1553 | 0.126305 |
| 16 | 0.048921 | 0.3758 | 0.354218 |
| 17 | -0.035863 | -0.2755 | 0.39196 |
| 18 | 0.01926 | 0.1479 | 0.441449 |
| 19 | 0.034203 | 0.2627 | 0.396841 |
| 20 | 0.000517 | 0.004 | 0.498424 |
| 21 | -0.044689 | -0.3433 | 0.366309 |
| 22 | -0.068115 | -0.5232 | 0.301397 |
| 23 | -0.11793 | -0.9058 | 0.184353 |
| 24 | -0.028085 | -0.2157 | 0.414973 |
| 25 | 0.125861 | 0.9668 | 0.168805 |
| 26 | 0.112946 | 0.8676 | 0.194577 |
| 27 | 0.055078 | 0.4231 | 0.336894 |
| 28 | 0.037915 | 0.2912 | 0.385949 |
| 29 | 0.069553 | 0.5342 | 0.297588 |
| 30 | 0.030884 | 0.2372 | 0.406652 |
| 31 | -0.025854 | -0.1986 | 0.421635 |
| 32 | -0.060104 | -0.4617 | 0.323008 |
| 33 | -0.103641 | -0.7961 | 0.214588 |
| 34 | 0.014997 | 0.1152 | 0.45434 |
| 35 | 0.261362 | 2.0076 | 0.024639 |
| 36 | 0.251623 | 1.9328 | 0.029035 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.403697 | 3.1009 | 0.001479 |
| 2 | -0.458721 | -3.5235 | 0.000415 |
| 3 | -0.061379 | -0.4715 | 0.319524 |
| 4 | 0.053646 | 0.4121 | 0.340892 |
| 5 | -0.217861 | -1.6734 | 0.04977 |
| 6 | 0.031948 | 0.2454 | 0.403501 |
| 7 | -0.026773 | -0.2056 | 0.418888 |
| 8 | 0.04958 | 0.3808 | 0.352349 |
| 9 | 0.254602 | 1.9556 | 0.027624 |
| 10 | -0.057442 | -0.4412 | 0.330333 |
| 11 | -0.223671 | -1.718 | 0.045516 |
| 12 | -0.33018 | -2.5362 | 0.006937 |
| 13 | 0.025314 | 0.1944 | 0.423251 |
| 14 | -0.118898 | -0.9133 | 0.182409 |
| 15 | -0.186952 | -1.436 | 0.078141 |
| 16 | 0.046484 | 0.357 | 0.361165 |
| 17 | -0.211816 | -1.627 | 0.054535 |
| 18 | 0.036702 | 0.2819 | 0.389498 |
| 19 | -0.027974 | -0.2149 | 0.415305 |
| 20 | -0.010845 | -0.0833 | 0.466946 |
| 21 | 0.224855 | 1.7271 | 0.044687 |
| 22 | -0.117858 | -0.9053 | 0.184499 |
| 23 | -0.327069 | -2.5123 | 0.007375 |
| 24 | -0.150629 | -1.157 | 0.125967 |
| 25 | -0.007128 | -0.0548 | 0.478261 |
| 26 | -0.139173 | -1.069 | 0.14471 |
| 27 | -0.024318 | -0.1868 | 0.426233 |
| 28 | 0.033886 | 0.2603 | 0.397777 |
| 29 | -0.064851 | -0.4981 | 0.310123 |
| 30 | 0.079982 | 0.6144 | 0.270671 |
| 31 | 0.027988 | 0.215 | 0.415261 |
| 32 | -0.008222 | -0.0632 | 0.474929 |
| 33 | 0.013134 | 0.1009 | 0.459991 |
| 34 | 0.040243 | 0.3091 | 0.379162 |
| 35 | 0.015636 | 0.1201 | 0.452404 |
| 36 | -0.108784 | -0.8356 | 0.203381 |
