| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.330095 | 2.5569 | 0.006554 |
| 2 | 0.301576 | 2.336 | 0.011425 |
| 3 | 0.440221 | 3.4099 | 0.000584 |
| 4 | 0.344813 | 2.6709 | 0.004861 |
| 5 | 0.203495 | 1.5763 | 0.060111 |
| 6 | 0.186244 | 1.4426 | 0.077161 |
| 7 | 0.231125 | 1.7903 | 0.039227 |
| 8 | 0.166857 | 1.2925 | 0.100575 |
| 9 | 0.183852 | 1.4241 | 0.079797 |
| 10 | 0.258083 | 1.9991 | 0.025066 |
| 11 | 0.012149 | 0.0941 | 0.462669 |
| 12 | 0.117047 | 0.9066 | 0.184112 |
| 13 | 0.086758 | 0.672 | 0.252074 |
| 14 | 0.021208 | 0.1643 | 0.435034 |
| 15 | -0.079316 | -0.6144 | 0.270645 |
| 16 | -0.058004 | -0.4493 | 0.327417 |
| 17 | -0.005189 | -0.0402 | 0.484036 |
| 18 | -0.032154 | -0.2491 | 0.402081 |
| 19 | -0.09917 | -0.7682 | 0.2227 |
| 20 | -0.072469 | -0.5613 | 0.288327 |
| 21 | -0.041184 | -0.319 | 0.375414 |
| 22 | -0.033595 | -0.2602 | 0.397789 |
| 23 | -0.095099 | -0.7366 | 0.232109 |
| 24 | -0.104713 | -0.8111 | 0.210257 |
| 25 | -0.063804 | -0.4942 | 0.311476 |
| 26 | -0.055961 | -0.4335 | 0.333114 |
| 27 | -0.110231 | -0.8538 | 0.198294 |
| 28 | -0.163036 | -1.2629 | 0.105761 |
| 29 | -0.117566 | -0.9107 | 0.183058 |
| 30 | -0.140049 | -1.0848 | 0.141171 |
| 31 | -0.226816 | -1.7569 | 0.042018 |
| 32 | -0.185833 | -1.4395 | 0.077609 |
| 33 | -0.15092 | -1.169 | 0.12351 |
| 34 | -0.253734 | -1.9654 | 0.027 |
| 35 | -0.144281 | -1.1176 | 0.134098 |
| 36 | -0.177079 | -1.3716 | 0.087641 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.330095 | 2.5569 | 0.006554 |
| 2 | 0.216168 | 1.6744 | 0.049626 |
| 3 | 0.342401 | 2.6522 | 0.005108 |
| 4 | 0.149363 | 1.157 | 0.125937 |
| 5 | -0.047172 | -0.3654 | 0.358051 |
| 6 | -0.078098 | -0.6049 | 0.273748 |
| 7 | 0.031685 | 0.2454 | 0.403479 |
| 8 | 0.026232 | 0.2032 | 0.419836 |
| 9 | 0.099727 | 0.7725 | 0.221431 |
| 10 | 0.156301 | 1.2107 | 0.115378 |
| 11 | -0.227761 | -1.7642 | 0.041392 |
| 12 | -0.02701 | -0.2092 | 0.417493 |
| 13 | -0.095138 | -0.7369 | 0.232017 |
| 14 | -0.00106 | -0.0082 | 0.496737 |
| 15 | -0.098405 | -0.7622 | 0.224451 |
| 16 | -0.062434 | -0.4836 | 0.31521 |
| 17 | 0.017245 | 0.1336 | 0.447091 |
| 18 | 0.076345 | 0.5914 | 0.278248 |
| 19 | -0.053539 | -0.4147 | 0.339915 |
| 20 | -0.054956 | -0.4257 | 0.33593 |
| 21 | 0.035595 | 0.2757 | 0.391855 |
| 22 | 0.019928 | 0.1544 | 0.43892 |
| 23 | 0.02195 | 0.17 | 0.432782 |
| 24 | -0.052699 | -0.4082 | 0.342288 |
| 25 | 0.026387 | 0.2044 | 0.41937 |
| 26 | 0.007009 | 0.0543 | 0.478442 |
| 27 | -0.051579 | -0.3995 | 0.345462 |
| 28 | -0.1337 | -1.0356 | 0.152265 |
| 29 | -0.026482 | -0.2051 | 0.419083 |
| 30 | -0.080443 | -0.6231 | 0.267788 |
| 31 | -0.142076 | -1.1005 | 0.137751 |
| 32 | -0.029015 | -0.2248 | 0.411468 |
| 33 | 0.046843 | 0.3628 | 0.358999 |
| 34 | -0.109741 | -0.8501 | 0.199338 |
| 35 | 0.033114 | 0.2565 | 0.39922 |
| 36 | -0.047246 | -0.366 | 0.357839 |
