| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.38771 | 3.0281 | 0.001802 |
| 2 | 0.41532 | 3.2438 | 0.000958 |
| 3 | 0.395494 | 3.0889 | 0.001512 |
| 4 | 0.236469 | 1.8469 | 0.034808 |
| 5 | 0.155079 | 1.2112 | 0.115244 |
| 6 | 0.129834 | 1.014 | 0.157286 |
| 7 | 0.075827 | 0.5922 | 0.277943 |
| 8 | 0.140573 | 1.0979 | 0.138279 |
| 9 | 0.126444 | 0.9876 | 0.163635 |
| 10 | 0.00769 | 0.0601 | 0.476152 |
| 11 | 0.03686 | 0.2879 | 0.387205 |
| 12 | 0.111134 | 0.868 | 0.194402 |
| 13 | -0.025077 | -0.1959 | 0.422686 |
| 14 | 0.027623 | 0.2157 | 0.414955 |
| 15 | 0.026236 | 0.2049 | 0.419164 |
| 16 | -0.077338 | -0.604 | 0.274032 |
| 17 | 0.011305 | 0.0883 | 0.464967 |
| 18 | -0.128863 | -1.0065 | 0.159087 |
| 19 | -0.143003 | -1.1169 | 0.134212 |
| 20 | -0.1088 | -0.8498 | 0.199391 |
| 21 | -0.02381 | -0.186 | 0.426546 |
| 22 | -0.10979 | -0.8575 | 0.197265 |
| 23 | -0.057332 | -0.4478 | 0.327951 |
| 24 | 0.059387 | 0.4638 | 0.32221 |
| 25 | 0.076488 | 0.5974 | 0.276229 |
| 26 | -0.01678 | -0.1311 | 0.44808 |
| 27 | 0.065224 | 0.5094 | 0.30615 |
| 28 | -0.042307 | -0.3304 | 0.371105 |
| 29 | -0.033711 | -0.2633 | 0.396608 |
| 30 | -0.085728 | -0.6696 | 0.252833 |
| 31 | -0.14763 | -1.153 | 0.126698 |
| 32 | -0.051561 | -0.4027 | 0.344287 |
| 33 | -0.117104 | -0.9146 | 0.181999 |
| 34 | -0.146589 | -1.1449 | 0.128362 |
| 35 | -0.194352 | -1.5179 | 0.067098 |
| 36 | -0.121755 | -0.9509 | 0.172695 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.38771 | 3.0281 | 0.001802 |
| 2 | 0.311883 | 2.4359 | 0.008896 |
| 3 | 0.213512 | 1.6676 | 0.050263 |
| 4 | -0.042842 | -0.3346 | 0.369536 |
| 5 | -0.102901 | -0.8037 | 0.212352 |
| 6 | -0.027838 | -0.2174 | 0.414301 |
| 7 | 0.000956 | 0.0075 | 0.497033 |
| 8 | 0.139923 | 1.0928 | 0.139382 |
| 9 | 0.082325 | 0.643 | 0.261323 |
| 10 | -0.141366 | -1.1041 | 0.136943 |
| 11 | -0.087031 | -0.6797 | 0.249622 |
| 12 | 0.120273 | 0.9394 | 0.175626 |
| 13 | -0.028459 | -0.2223 | 0.412424 |
| 14 | 0.019788 | 0.1546 | 0.438842 |
| 15 | -0.010096 | -0.0789 | 0.468704 |
| 16 | -0.142248 | -1.111 | 0.135466 |
| 17 | 0.032301 | 0.2523 | 0.400836 |
| 18 | -0.107656 | -0.8408 | 0.201867 |
| 19 | -0.048158 | -0.3761 | 0.354064 |
| 20 | -0.022312 | -0.1743 | 0.43112 |
| 21 | 0.162678 | 1.2706 | 0.104356 |
| 22 | -0.00765 | -0.0598 | 0.476275 |
| 23 | -0.064769 | -0.5059 | 0.307387 |
| 24 | 0.110348 | 0.8618 | 0.196074 |
| 25 | 0.144702 | 1.1302 | 0.131416 |
| 26 | -0.125023 | -0.9765 | 0.166346 |
| 27 | 0.02163 | 0.1689 | 0.433203 |
| 28 | -0.111974 | -0.8745 | 0.192626 |
| 29 | -0.110128 | -0.8601 | 0.196543 |
| 30 | -0.018746 | -0.1464 | 0.442041 |
| 31 | -0.022988 | -0.1795 | 0.429054 |
| 32 | 0.079541 | 0.6212 | 0.268381 |
| 33 | -0.109236 | -0.8532 | 0.198455 |
| 34 | -0.079192 | -0.6185 | 0.269271 |
| 35 | -0.152516 | -1.1912 | 0.119097 |
| 36 | -0.002476 | -0.0193 | 0.492318 |
