| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.228661 | 1.9403 | 0.028133 |
| 2 | 0.131458 | 1.1155 | 0.134181 |
| 3 | 0.120377 | 1.0214 | 0.155235 |
| 4 | 0.260462 | 2.2101 | 0.015139 |
| 5 | 0.081838 | 0.6944 | 0.244827 |
| 6 | 0.097512 | 0.8274 | 0.205367 |
| 7 | -0.029539 | -0.2506 | 0.401401 |
| 8 | -0.147211 | -1.2491 | 0.107832 |
| 9 | -0.133764 | -1.135 | 0.130064 |
| 10 | -0.061526 | -0.5221 | 0.301612 |
| 11 | 0.119211 | 1.0115 | 0.157573 |
| 12 | -0.441471 | -3.746 | 0.00018 |
| 13 | -0.222294 | -1.8862 | 0.031649 |
| 14 | -0.136375 | -1.1572 | 0.125512 |
| 15 | 0.026009 | 0.2207 | 0.412979 |
| 16 | -0.15917 | -1.3506 | 0.090527 |
| 17 | -0.076853 | -0.6521 | 0.2582 |
| 18 | -0.172141 | -1.4607 | 0.074229 |
| 19 | 0.023021 | 0.1953 | 0.422839 |
| 20 | 0.001342 | 0.0114 | 0.495472 |
| 21 | 0.001288 | 0.0109 | 0.495655 |
| 22 | 0.072126 | 0.612 | 0.27123 |
| 23 | -0.155085 | -1.3159 | 0.096184 |
| 24 | -0.037995 | -0.3224 | 0.374044 |
| 25 | 0.041953 | 0.356 | 0.361446 |
| 26 | 0.146243 | 1.2409 | 0.109332 |
| 27 | -0.071515 | -0.6068 | 0.272939 |
| 28 | 0.055048 | 0.4671 | 0.320919 |
| 29 | 0.009131 | 0.0775 | 0.469227 |
| 30 | 0.097457 | 0.8269 | 0.205499 |
| 31 | 0.010345 | 0.0878 | 0.465149 |
| 32 | 0.0664 | 0.5634 | 0.287448 |
| 33 | 0.068707 | 0.583 | 0.280857 |
| 34 | -0.088951 | -0.7548 | 0.226423 |
| 35 | -0.001946 | -0.0165 | 0.493436 |
| 36 | 0.090596 | 0.7687 | 0.222283 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.228661 | 1.9403 | 0.028133 |
| 2 | 0.08354 | 0.7089 | 0.240349 |
| 3 | 0.07834 | 0.6647 | 0.254171 |
| 4 | 0.223758 | 1.8987 | 0.030809 |
| 5 | -0.031781 | -0.2697 | 0.394092 |
| 6 | 0.045993 | 0.3903 | 0.348748 |
| 7 | -0.105069 | -0.8915 | 0.187804 |
| 8 | -0.217086 | -1.842 | 0.034794 |
| 9 | -0.094711 | -0.8037 | 0.212122 |
| 10 | -0.030664 | -0.2602 | 0.397728 |
| 11 | 0.242055 | 2.0539 | 0.021809 |
| 12 | -0.485664 | -4.121 | 5e-05 |
| 13 | 0.03871 | 0.3285 | 0.371755 |
| 14 | -0.02101 | -0.1783 | 0.429504 |
| 15 | 0.079465 | 0.6743 | 0.251146 |
| 16 | 0.01707 | 0.1448 | 0.44262 |
| 17 | -0.105567 | -0.8958 | 0.186682 |
| 18 | -0.01872 | -0.1588 | 0.43712 |
| 19 | 0.107243 | 0.91 | 0.182933 |
| 20 | -0.073082 | -0.6201 | 0.268566 |
| 21 | -0.122393 | -1.0385 | 0.151246 |
| 22 | 0.066335 | 0.5629 | 0.287635 |
| 23 | -0.031857 | -0.2703 | 0.393846 |
| 24 | -0.205571 | -1.7443 | 0.042685 |
| 25 | 0.006389 | 0.0542 | 0.478457 |
| 26 | 0.061527 | 0.5221 | 0.30161 |
| 27 | 0.029401 | 0.2495 | 0.40185 |
| 28 | 0.07724 | 0.6554 | 0.257148 |
| 29 | -0.029878 | -0.2535 | 0.400294 |
| 30 | -0.120587 | -1.0232 | 0.154816 |
| 31 | 0.119742 | 1.016 | 0.156505 |
| 32 | -0.000715 | -0.0061 | 0.497586 |
| 33 | -0.054737 | -0.4645 | 0.32186 |
| 34 | -0.080145 | -0.6801 | 0.249325 |
| 35 | 0.00215 | 0.0182 | 0.492749 |
| 36 | 0.009473 | 0.0804 | 0.46808 |
