| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.106314 | 0.8303 | 0.204793 |
| 2 | -0.180062 | -1.4063 | 0.08235 |
| 3 | 0.027812 | 0.2172 | 0.414382 |
| 4 | -0.040386 | -0.3154 | 0.376759 |
| 5 | 0.248916 | 1.9441 | 0.02825 |
| 6 | 0.33776 | 2.638 | 0.005284 |
| 7 | 0.152076 | 1.1877 | 0.119768 |
| 8 | -0.057511 | -0.4492 | 0.327449 |
| 9 | -0.076246 | -0.5955 | 0.276855 |
| 10 | -0.211807 | -1.6543 | 0.051605 |
| 11 | 0.05793 | 0.4524 | 0.326276 |
| 12 | 0.622317 | 4.8605 | 4e-06 |
| 13 | 0.00354 | 0.0277 | 0.489016 |
| 14 | -0.238898 | -1.8659 | 0.033436 |
| 15 | -0.068367 | -0.534 | 0.297653 |
| 16 | -0.101209 | -0.7905 | 0.216158 |
| 17 | 0.143757 | 1.1228 | 0.132965 |
| 18 | 0.202317 | 1.5801 | 0.059623 |
| 19 | 0.026885 | 0.21 | 0.417192 |
| 20 | -0.138784 | -1.0839 | 0.141328 |
| 21 | -0.131616 | -1.028 | 0.154015 |
| 22 | -0.269356 | -2.1037 | 0.019766 |
| 23 | 0.019453 | 0.1519 | 0.43987 |
| 24 | 0.340164 | 2.6568 | 0.005028 |
| 25 | -0.07083 | -0.5532 | 0.291075 |
| 26 | -0.256608 | -2.0042 | 0.024749 |
| 27 | -0.179473 | -1.4017 | 0.083032 |
| 28 | -0.103451 | -0.808 | 0.211121 |
| 29 | 0.062454 | 0.4878 | 0.313726 |
| 30 | 0.078256 | 0.6112 | 0.271669 |
| 31 | -0.024947 | -0.1948 | 0.423083 |
| 32 | -0.173715 | -1.3568 | 0.089929 |
| 33 | -0.166067 | -1.297 | 0.099754 |
| 34 | -0.164418 | -1.2841 | 0.101974 |
| 35 | -0.040409 | -0.3156 | 0.37669 |
| 36 | 0.182082 | 1.4221 | 0.080044 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.106314 | 0.8303 | 0.204793 |
| 2 | -0.193553 | -1.5117 | 0.067888 |
| 3 | 0.074856 | 0.5846 | 0.280471 |
| 4 | -0.093876 | -0.7332 | 0.233123 |
| 5 | 0.305906 | 2.3892 | 0.009996 |
| 6 | 0.260725 | 2.0363 | 0.023033 |
| 7 | 0.249772 | 1.9508 | 0.02784 |
| 8 | 0.001564 | 0.0122 | 0.495146 |
| 9 | -0.000994 | -0.0078 | 0.496915 |
| 10 | -0.384636 | -3.0041 | 0.00193 |
| 11 | -0.124642 | -0.9735 | 0.167078 |
| 12 | 0.475133 | 3.7109 | 0.000224 |
| 13 | -0.086725 | -0.6773 | 0.250375 |
| 14 | -0.035895 | -0.2804 | 0.390078 |
| 15 | -0.048446 | -0.3784 | 0.353233 |
| 16 | 0.023544 | 0.1839 | 0.427355 |
| 17 | -0.087645 | -0.6845 | 0.248118 |
| 18 | -0.07045 | -0.5502 | 0.292086 |
| 19 | -0.049093 | -0.3834 | 0.351368 |
| 20 | -0.095218 | -0.7437 | 0.229964 |
| 21 | 0.008615 | 0.0673 | 0.473288 |
| 22 | -0.144396 | -1.1278 | 0.131917 |
| 23 | 0.036416 | 0.2844 | 0.388526 |
| 24 | -0.131918 | -1.0303 | 0.153465 |
| 25 | 0.067569 | 0.5277 | 0.299801 |
| 26 | -0.0577 | -0.4506 | 0.326921 |
| 27 | -0.031989 | -0.2498 | 0.401773 |
| 28 | 0.045708 | 0.357 | 0.361165 |
| 29 | -0.027935 | -0.2182 | 0.41401 |
| 30 | -0.046818 | -0.3657 | 0.357941 |
| 31 | -0.034147 | -0.2667 | 0.395302 |
| 32 | -0.039219 | -0.3063 | 0.380205 |
| 33 | -0.097018 | -0.7577 | 0.225764 |
| 34 | 0.134808 | 1.0529 | 0.148273 |
| 35 | -0.176074 | -1.3752 | 0.087052 |
| 36 | 0.009715 | 0.0759 | 0.469882 |
