| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.50117 | 3.4722 | 0.000551 |
| 2 | -0.033256 | -0.2304 | 0.409379 |
| 3 | -0.47765 | -3.3093 | 0.00089 |
| 4 | -0.457987 | -3.173 | 0.001316 |
| 5 | -0.127514 | -0.8834 | 0.1907 |
| 6 | 0.218104 | 1.5111 | 0.068663 |
| 7 | 0.269996 | 1.8706 | 0.033753 |
| 8 | 0.116109 | 0.8044 | 0.212559 |
| 9 | -0.120274 | -0.8333 | 0.204406 |
| 10 | -0.187277 | -1.2975 | 0.100332 |
| 11 | -0.090936 | -0.63 | 0.265834 |
| 12 | -0.056567 | -0.3919 | 0.348431 |
| 13 | 0.044347 | 0.3072 | 0.379993 |
| 14 | 0.06957 | 0.482 | 0.315999 |
| 15 | -0.000505 | -0.0035 | 0.498611 |
| 16 | -0.120993 | -0.8383 | 0.203019 |
| 17 | -0.165643 | -1.1476 | 0.128409 |
| 18 | -0.050023 | -0.3466 | 0.365215 |
| 19 | 0.1039 | 0.7198 | 0.237557 |
| 20 | 0.280797 | 1.9454 | 0.028797 |
| 21 | 0.262779 | 1.8206 | 0.037454 |
| 22 | 0.048419 | 0.3355 | 0.36937 |
| 23 | -0.25535 | -1.7691 | 0.041614 |
| 24 | -0.343753 | -2.3816 | 0.010625 |
| 25 | -0.174027 | -1.2057 | 0.116923 |
| 26 | 0.043734 | 0.303 | 0.381601 |
| 27 | 0.166524 | 1.1537 | 0.127165 |
| 28 | 0.122166 | 0.8464 | 0.200767 |
| 29 | 0.005813 | 0.0403 | 0.484021 |
| 30 | -0.152831 | -1.0588 | 0.147486 |
| 31 | -0.121498 | -0.8418 | 0.202048 |
| 32 | -0.074837 | -0.5185 | 0.303251 |
| 33 | 0.018907 | 0.131 | 0.448166 |
| 34 | 0.005023 | 0.0348 | 0.486193 |
| 35 | 0.053074 | 0.3677 | 0.357355 |
| 36 | 0.04336 | 0.3004 | 0.382582 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.50117 | 3.4722 | 0.000551 |
| 2 | -0.379829 | -2.6315 | 0.005698 |
| 3 | -0.412447 | -2.8575 | 0.003148 |
| 4 | 0.00198 | 0.0137 | 0.494557 |
| 5 | 0.109026 | 0.7554 | 0.226864 |
| 6 | 0.02793 | 0.1935 | 0.423689 |
| 7 | -0.131202 | -0.909 | 0.183948 |
| 8 | -0.018651 | -0.1292 | 0.448861 |
| 9 | -0.022832 | -0.1582 | 0.437488 |
| 10 | 0.027719 | 0.192 | 0.42426 |
| 11 | 0.011917 | 0.0826 | 0.467271 |
| 12 | -0.245666 | -1.702 | 0.04761 |
| 13 | 0.076894 | 0.5327 | 0.298337 |
| 14 | 0.080845 | 0.5601 | 0.289004 |
| 15 | -0.171024 | -1.1849 | 0.120948 |
| 16 | -0.225047 | -1.5592 | 0.062763 |
| 17 | -0.029583 | -0.205 | 0.419235 |
| 18 | 0.188468 | 1.3057 | 0.098931 |
| 19 | -0.022644 | -0.1569 | 0.437999 |
| 20 | 0.102942 | 0.7132 | 0.239587 |
| 21 | 0.033891 | 0.2348 | 0.407681 |
| 22 | -0.047374 | -0.3282 | 0.372088 |
| 23 | -0.086701 | -0.6007 | 0.275439 |
| 24 | -0.059996 | -0.4157 | 0.339753 |
| 25 | 0.026082 | 0.1807 | 0.428682 |
| 26 | -0.160162 | -1.1096 | 0.136342 |
| 27 | -0.096885 | -0.6712 | 0.252643 |
| 28 | -0.050661 | -0.351 | 0.363565 |
| 29 | 0.030546 | 0.2116 | 0.416647 |
| 30 | -0.120987 | -0.8382 | 0.20303 |
| 31 | -0.053301 | -0.3693 | 0.35677 |
| 32 | -0.092019 | -0.6375 | 0.263405 |
| 33 | -0.000779 | -0.0054 | 0.497859 |
| 34 | -0.083685 | -0.5798 | 0.282385 |
| 35 | 0.001234 | 0.0085 | 0.496608 |
| 36 | -0.053216 | -0.3687 | 0.356989 |
