| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.275379 | 1.9666 | 0.027341 |
| 2 | 0.126141 | 0.9008 | 0.185958 |
| 3 | -0.135836 | -0.9701 | 0.168297 |
| 4 | -0.498399 | -3.5593 | 0.000408 |
| 5 | -0.238853 | -1.7058 | 0.047069 |
| 6 | -0.068061 | -0.4861 | 0.314505 |
| 7 | -0.05072 | -0.3622 | 0.359344 |
| 8 | 0.315121 | 2.2504 | 0.014382 |
| 9 | 0.241339 | 1.7235 | 0.045428 |
| 10 | 0.078105 | 0.5578 | 0.289717 |
| 11 | 0.075501 | 0.5392 | 0.296054 |
| 12 | -0.214058 | -1.5287 | 0.066262 |
| 13 | -0.137082 | -0.979 | 0.16611 |
| 14 | -0.080219 | -0.5729 | 0.284623 |
| 15 | -0.085917 | -0.6136 | 0.271112 |
| 16 | -0.001236 | -0.0088 | 0.496495 |
| 17 | -0.029453 | -0.2103 | 0.417123 |
| 18 | 0.008714 | 0.0622 | 0.475311 |
| 19 | 0.020422 | 0.1458 | 0.442311 |
| 20 | 0.114796 | 0.8198 | 0.20807 |
| 21 | -0.056289 | -0.402 | 0.344689 |
| 22 | -0.016942 | -0.121 | 0.452088 |
| 23 | -0.153555 | -1.0966 | 0.138984 |
| 24 | -0.224766 | -1.6052 | 0.057318 |
| 25 | -0.043324 | -0.3094 | 0.379141 |
| 26 | -0.056486 | -0.4034 | 0.344175 |
| 27 | 0.123285 | 0.8804 | 0.191379 |
| 28 | 0.23915 | 1.7079 | 0.04687 |
| 29 | 0.12912 | 0.9221 | 0.180409 |
| 30 | 0.08312 | 0.5936 | 0.277704 |
| 31 | -0.017999 | -0.1285 | 0.449113 |
| 32 | -0.195798 | -1.3983 | 0.084041 |
| 33 | -0.007211 | -0.0515 | 0.479565 |
| 34 | -0.01527 | -0.1091 | 0.456794 |
| 35 | 0.108399 | 0.7741 | 0.221217 |
| 36 | 0.174439 | 1.2457 | 0.109276 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.275379 | 1.9666 | 0.027341 |
| 2 | 0.054435 | 0.3887 | 0.349542 |
| 3 | -0.199334 | -1.4235 | 0.080336 |
| 4 | -0.474761 | -3.3905 | 0.000677 |
| 5 | 0.014748 | 0.1053 | 0.458266 |
| 6 | 0.146999 | 1.0498 | 0.149383 |
| 7 | -0.181701 | -1.2976 | 0.100131 |
| 8 | 0.124423 | 0.8886 | 0.189205 |
| 9 | 0.153264 | 1.0945 | 0.139434 |
| 10 | -0.092302 | -0.6592 | 0.256378 |
| 11 | -0.04444 | -0.3174 | 0.376131 |
| 12 | -0.019319 | -0.138 | 0.445405 |
| 13 | 0.121201 | 0.8655 | 0.195396 |
| 14 | -0.07484 | -0.5345 | 0.297671 |
| 15 | -0.060124 | -0.4294 | 0.33473 |
| 16 | -0.095274 | -0.6804 | 0.249667 |
| 17 | -0.136163 | -0.9724 | 0.16772 |
| 18 | 0.044037 | 0.3145 | 0.377216 |
| 19 | -0.059776 | -0.4269 | 0.335628 |
| 20 | 0.148677 | 1.0618 | 0.146672 |
| 21 | -0.223556 | -1.5965 | 0.058277 |
| 22 | -0.059156 | -0.4225 | 0.337233 |
| 23 | -0.116804 | -0.8341 | 0.204044 |
| 24 | -0.184875 | -1.3203 | 0.096319 |
| 25 | 0.110447 | 0.7888 | 0.216954 |
| 26 | -0.097635 | -0.6973 | 0.244405 |
| 27 | 0.101977 | 0.7283 | 0.234893 |
| 28 | -0.031366 | -0.224 | 0.411828 |
| 29 | -0.005833 | -0.0417 | 0.483468 |
| 30 | 0.036512 | 0.2607 | 0.39767 |
| 31 | -0.035542 | -0.2538 | 0.400329 |
| 32 | 0.142752 | 1.0195 | 0.1564 |
| 33 | 0.072565 | 0.5182 | 0.303273 |
| 34 | 0.070734 | 0.5051 | 0.307819 |
| 35 | 0.084372 | 0.6025 | 0.274743 |
| 36 | -0.087512 | -0.625 | 0.267391 |
