| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.224408 | 2.0197 | 0.023362 |
| 2 | -0.053888 | -0.485 | 0.314497 |
| 3 | 0.13897 | 1.2507 | 0.107318 |
| 4 | 0.039425 | 0.3548 | 0.361821 |
| 5 | 0.290734 | 2.6166 | 0.005296 |
| 6 | 0.399328 | 3.594 | 0.000279 |
| 7 | 0.184902 | 1.6641 | 0.049977 |
| 8 | -0.019677 | -0.1771 | 0.429939 |
| 9 | -0.047543 | -0.4279 | 0.334935 |
| 10 | -0.253637 | -2.2827 | 0.012534 |
| 11 | 0.041163 | 0.3705 | 0.356 |
| 12 | 0.558169 | 5.0235 | 1e-06 |
| 13 | -0.03746 | -0.3371 | 0.368441 |
| 14 | -0.233379 | -2.1004 | 0.019402 |
| 15 | -0.122952 | -1.1066 | 0.135878 |
| 16 | -0.162919 | -1.4663 | 0.073223 |
| 17 | 0.086586 | 0.7793 | 0.219045 |
| 18 | 0.13484 | 1.2136 | 0.114222 |
| 19 | 0.036574 | 0.3292 | 0.371439 |
| 20 | -0.112873 | -1.0159 | 0.156362 |
| 21 | -0.155368 | -1.3983 | 0.082918 |
| 22 | -0.290649 | -2.6158 | 0.005307 |
| 23 | -0.01315 | -0.1184 | 0.453041 |
| 24 | 0.379007 | 3.4111 | 0.000506 |
| 25 | -0.07307 | -0.6576 | 0.256319 |
| 26 | -0.244673 | -2.2021 | 0.015252 |
| 27 | -0.167742 | -1.5097 | 0.067508 |
| 28 | -0.175819 | -1.5824 | 0.058731 |
| 29 | 0.01699 | 0.1529 | 0.439425 |
| 30 | 0.060242 | 0.5422 | 0.294592 |
| 31 | -0.016774 | -0.151 | 0.440188 |
| 32 | -0.161068 | -1.4496 | 0.075513 |
| 33 | -0.178867 | -1.6098 | 0.055666 |
| 34 | -0.241881 | -2.1769 | 0.016198 |
| 35 | -0.071856 | -0.6467 | 0.259826 |
| 36 | 0.272592 | 2.4533 | 0.00815 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.224408 | 2.0197 | 0.023362 |
| 2 | -0.109775 | -0.988 | 0.163054 |
| 3 | 0.188686 | 1.6982 | 0.046657 |
| 4 | -0.053994 | -0.4859 | 0.31416 |
| 5 | 0.361055 | 3.2495 | 0.000842 |
| 6 | 0.249522 | 2.2457 | 0.013724 |
| 7 | 0.169035 | 1.5213 | 0.066038 |
| 8 | -0.110936 | -0.9984 | 0.160523 |
| 9 | -0.091568 | -0.8241 | 0.206149 |
| 10 | -0.522988 | -4.7069 | 5e-06 |
| 11 | -0.084203 | -0.7578 | 0.225378 |
| 12 | 0.486259 | 4.3763 | 1.8e-05 |
| 13 | -0.124532 | -1.1208 | 0.132845 |
| 14 | -0.01924 | -0.1732 | 0.431479 |
| 15 | -0.086551 | -0.779 | 0.219137 |
| 16 | 0.109084 | 0.9818 | 0.164571 |
| 17 | -0.093573 | -0.8422 | 0.201089 |
| 18 | -0.133853 | -1.2047 | 0.115918 |
| 19 | 0.063197 | 0.5688 | 0.285543 |
| 20 | -0.0464 | -0.4176 | 0.338671 |
| 21 | 0.061652 | 0.5549 | 0.290256 |
| 22 | -0.042992 | -0.3869 | 0.349913 |
| 23 | 0.024798 | 0.2232 | 0.411977 |
| 24 | 0.004697 | 0.0423 | 0.483192 |
| 25 | -0.038535 | -0.3468 | 0.364815 |
| 26 | -0.111992 | -1.0079 | 0.158246 |
| 27 | -0.066524 | -0.5987 | 0.275517 |
| 28 | -0.063449 | -0.571 | 0.284778 |
| 29 | -0.066535 | -0.5988 | 0.275482 |
| 30 | 0.013845 | 0.1246 | 0.450572 |
| 31 | -0.025233 | -0.2271 | 0.41046 |
| 32 | -0.034186 | -0.3077 | 0.379561 |
| 33 | 0.045041 | 0.4054 | 0.343136 |
| 34 | 0.135753 | 1.2218 | 0.112668 |
| 35 | -0.128239 | -1.1541 | 0.125917 |
| 36 | -0.00358 | -0.0322 | 0.487187 |
