| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.309739 | 2.3791 | 0.010303 |
| 2 | -0.005487 | -0.0421 | 0.483262 |
| 3 | -0.006462 | -0.0496 | 0.48029 |
| 4 | 0.067143 | 0.5157 | 0.303983 |
| 5 | 0.040895 | 0.3141 | 0.377268 |
| 6 | -0.151012 | -1.1599 | 0.125371 |
| 7 | -0.267379 | -2.0538 | 0.022219 |
| 8 | -0.052942 | -0.4067 | 0.342865 |
| 9 | 0.027255 | 0.2093 | 0.417448 |
| 10 | -0.064458 | -0.4951 | 0.31118 |
| 11 | -0.093409 | -0.7175 | 0.237953 |
| 12 | -0.145163 | -1.115 | 0.134682 |
| 13 | -0.064337 | -0.4942 | 0.311506 |
| 14 | 0.055576 | 0.4269 | 0.335508 |
| 15 | 0.089209 | 0.6852 | 0.247941 |
| 16 | 0.004571 | 0.0351 | 0.486056 |
| 17 | -0.007634 | -0.0586 | 0.47672 |
| 18 | -0.023093 | -0.1774 | 0.429909 |
| 19 | 0.026715 | 0.2052 | 0.419059 |
| 20 | 0.028168 | 0.2164 | 0.414725 |
| 21 | -0.053047 | -0.4075 | 0.342571 |
| 22 | -0.026791 | -0.2058 | 0.418833 |
| 23 | -0.039361 | -0.3023 | 0.38173 |
| 24 | 0.017119 | 0.1315 | 0.447916 |
| 25 | -0.021058 | -0.1617 | 0.436028 |
| 26 | -0.002177 | -0.0167 | 0.493358 |
| 27 | -0.076923 | -0.5909 | 0.278436 |
| 28 | -0.093263 | -0.7164 | 0.238296 |
| 29 | -0.161208 | -1.2383 | 0.110262 |
| 30 | -0.092183 | -0.7081 | 0.240845 |
| 31 | 0.029035 | 0.223 | 0.412145 |
| 32 | -0.022761 | -0.1748 | 0.430905 |
| 33 | -0.087499 | -0.6721 | 0.252075 |
| 34 | -0.001811 | -0.0139 | 0.494475 |
| 35 | 0.121438 | 0.9328 | 0.177367 |
| 36 | 0.077821 | 0.5978 | 0.276146 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.309739 | 2.3791 | 0.010303 |
| 2 | -0.112188 | -0.8617 | 0.196161 |
| 3 | 0.033805 | 0.2597 | 0.398014 |
| 4 | 0.06532 | 0.5017 | 0.308862 |
| 5 | -0.003672 | -0.0282 | 0.488797 |
| 6 | -0.17552 | -1.3482 | 0.091375 |
| 7 | -0.182205 | -1.3995 | 0.083444 |
| 8 | 0.082631 | 0.6347 | 0.264038 |
| 9 | -0.008327 | -0.064 | 0.474608 |
| 10 | -0.071993 | -0.553 | 0.291181 |
| 11 | -0.01584 | -0.1217 | 0.451788 |
| 12 | -0.140313 | -1.0778 | 0.142762 |
| 13 | -0.059994 | -0.4608 | 0.323311 |
| 14 | 0.048327 | 0.3712 | 0.355907 |
| 15 | 0.095962 | 0.7371 | 0.231991 |
| 16 | -0.043565 | -0.3346 | 0.369547 |
| 17 | -0.027631 | -0.2122 | 0.416328 |
| 18 | -0.077373 | -0.5943 | 0.277288 |
| 19 | -0.030091 | -0.2311 | 0.409006 |
| 20 | 0.010422 | 0.0801 | 0.468233 |
| 21 | -0.014866 | -0.1142 | 0.454738 |
| 22 | 0.027611 | 0.2121 | 0.416385 |
| 23 | -0.09726 | -0.7471 | 0.228994 |
| 24 | 0.009883 | 0.0759 | 0.469873 |
| 25 | -0.066637 | -0.5118 | 0.305335 |
| 26 | 0.050852 | 0.3906 | 0.348749 |
| 27 | -0.077896 | -0.5983 | 0.275954 |
| 28 | -0.084997 | -0.6529 | 0.258186 |
| 29 | -0.185303 | -1.4233 | 0.079952 |
| 30 | -0.062909 | -0.4832 | 0.315367 |
| 31 | 0.071993 | 0.553 | 0.291181 |
| 32 | -0.062084 | -0.4769 | 0.317605 |
| 33 | -0.083051 | -0.6379 | 0.262994 |
| 34 | -0.023028 | -0.1769 | 0.430103 |
| 35 | 0.018018 | 0.1384 | 0.445199 |
| 36 | -0.070412 | -0.5408 | 0.295326 |
