| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.176337 | 1.4107 | 0.081588 |
| 2 | 0.155608 | 1.2449 | 0.10886 |
| 3 | 0.227402 | 1.8192 | 0.036778 |
| 4 | 0.270808 | 2.1665 | 0.017003 |
| 5 | -0.046958 | -0.3757 | 0.354206 |
| 6 | -0.017302 | -0.1384 | 0.445174 |
| 7 | 0.097906 | 0.7832 | 0.218185 |
| 8 | -0.077678 | -0.6214 | 0.268265 |
| 9 | -0.210653 | -1.6852 | 0.048408 |
| 10 | -0.17075 | -1.366 | 0.08836 |
| 11 | 0.008583 | 0.0687 | 0.472735 |
| 12 | -0.508456 | -4.0677 | 6.6e-05 |
| 13 | -0.278757 | -2.2301 | 0.014629 |
| 14 | -0.098664 | -0.7893 | 0.216423 |
| 15 | -0.017447 | -0.1396 | 0.444717 |
| 16 | -0.192867 | -1.5429 | 0.063888 |
| 17 | -0.046919 | -0.3753 | 0.354321 |
| 18 | 0.05481 | 0.4385 | 0.331256 |
| 19 | -0.03695 | -0.2956 | 0.384246 |
| 20 | -0.083966 | -0.6717 | 0.252087 |
| 21 | 0.005226 | 0.0418 | 0.483392 |
| 22 | 0.148848 | 1.1908 | 0.119068 |
| 23 | -0.02173 | -0.1738 | 0.431271 |
| 24 | -0.027196 | -0.2176 | 0.414229 |
| 25 | 0.154672 | 1.2374 | 0.110235 |
| 26 | 0.086646 | 0.6932 | 0.245357 |
| 27 | -0.0681 | -0.5448 | 0.293893 |
| 28 | 0.048484 | 0.3879 | 0.349699 |
| 29 | 0.082412 | 0.6593 | 0.256035 |
| 30 | 0.019963 | 0.1597 | 0.43681 |
| 31 | -0.076089 | -0.6087 | 0.272435 |
| 32 | 0.07158 | 0.5726 | 0.284448 |
| 33 | 0.114388 | 0.9151 | 0.181785 |
| 34 | -0.023955 | -0.1916 | 0.424317 |
| 35 | -0.073659 | -0.5893 | 0.278877 |
| 36 | 0.136968 | 1.0957 | 0.138649 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.176337 | 1.4107 | 0.081588 |
| 2 | 0.12851 | 1.0281 | 0.153892 |
| 3 | 0.189765 | 1.5181 | 0.066954 |
| 4 | 0.209545 | 1.6764 | 0.049273 |
| 5 | -0.1723 | -1.3784 | 0.08644 |
| 6 | -0.099689 | -0.7975 | 0.214052 |
| 7 | 0.050055 | 0.4004 | 0.345083 |
| 8 | -0.111348 | -0.8908 | 0.18819 |
| 9 | -0.155458 | -1.2437 | 0.10908 |
| 10 | -0.140447 | -1.1236 | 0.132695 |
| 11 | 0.089203 | 0.7136 | 0.239026 |
| 12 | -0.448453 | -3.5876 | 0.000323 |
| 13 | -0.098714 | -0.7897 | 0.216305 |
| 14 | 0.071147 | 0.5692 | 0.285614 |
| 15 | 0.176384 | 1.4111 | 0.081533 |
| 16 | 0.1038 | 0.8304 | 0.2047 |
| 17 | -0.043935 | -0.3515 | 0.363193 |
| 18 | -0.046879 | -0.375 | 0.354439 |
| 19 | -0.0449 | -0.3592 | 0.360315 |
| 20 | -0.101202 | -0.8096 | 0.210581 |
| 21 | -0.156497 | -1.252 | 0.107568 |
| 22 | -0.001057 | -0.0085 | 0.496639 |
| 23 | 0.090862 | 0.7269 | 0.234969 |
| 24 | -0.283098 | -2.2648 | 0.01346 |
| 25 | -0.001989 | -0.0159 | 0.493678 |
| 26 | 0.02395 | 0.1916 | 0.424331 |
| 27 | 0.085357 | 0.6829 | 0.24858 |
| 28 | 0.139115 | 1.1129 | 0.134953 |
| 29 | -0.035363 | -0.2829 | 0.389082 |
| 30 | 0.022906 | 0.1832 | 0.427591 |
| 31 | -0.133203 | -1.0656 | 0.145299 |
| 32 | -0.051658 | -0.4133 | 0.340397 |
| 33 | -0.035448 | -0.2836 | 0.388822 |
| 34 | 0.04232 | 0.3386 | 0.368025 |
| 35 | 0.021358 | 0.1709 | 0.432433 |
| 36 | -0.070805 | -0.5664 | 0.286538 |
