| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.306004 | 2.1201 | 0.019599 |
| 2 | 0.22039 | 1.5269 | 0.066674 |
| 3 | 0.094904 | 0.6575 | 0.256996 |
| 4 | 0.172329 | 1.1939 | 0.119186 |
| 5 | 0.141723 | 0.9819 | 0.165539 |
| 6 | -0.020508 | -0.1421 | 0.443804 |
| 7 | -0.153093 | -1.0607 | 0.147077 |
| 8 | -0.359464 | -2.4904 | 0.008136 |
| 9 | -0.070456 | -0.4881 | 0.313839 |
| 10 | -0.174173 | -1.2067 | 0.11673 |
| 11 | -0.161466 | -1.1187 | 0.134425 |
| 12 | -0.408534 | -2.8304 | 0.003385 |
| 13 | -0.239234 | -1.6575 | 0.051974 |
| 14 | -0.120443 | -0.8345 | 0.20408 |
| 15 | -0.040328 | -0.2794 | 0.39057 |
| 16 | 0.045176 | 0.313 | 0.377822 |
| 17 | -0.043684 | -0.3027 | 0.381732 |
| 18 | -0.050775 | -0.3518 | 0.363272 |
| 19 | 0.092447 | 0.6405 | 0.26245 |
| 20 | 0.166615 | 1.1543 | 0.127038 |
| 21 | 0.018353 | 0.1272 | 0.449674 |
| 22 | -0.002722 | -0.0189 | 0.492516 |
| 23 | -0.024923 | -0.1727 | 0.431819 |
| 24 | -0.077317 | -0.5357 | 0.29733 |
| 25 | 0.014967 | 0.1037 | 0.458921 |
| 26 | 0.065143 | 0.4513 | 0.326894 |
| 27 | -0.059816 | -0.4144 | 0.340206 |
| 28 | 0.005381 | 0.0373 | 0.485208 |
| 29 | 0.027894 | 0.1933 | 0.423787 |
| 30 | 0.039493 | 0.2736 | 0.392777 |
| 31 | 0.01673 | 0.1159 | 0.454104 |
| 32 | 0.005119 | 0.0355 | 0.485927 |
| 33 | -0.006223 | -0.0431 | 0.482895 |
| 34 | -0.01366 | -0.0946 | 0.462496 |
| 35 | 0.072225 | 0.5004 | 0.309543 |
| 36 | 0.065481 | 0.4537 | 0.326057 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.306004 | 2.1201 | 0.019599 |
| 2 | 0.139847 | 0.9689 | 0.16873 |
| 3 | -0.006638 | -0.046 | 0.481755 |
| 4 | 0.132892 | 0.9207 | 0.180905 |
| 5 | 0.060642 | 0.4201 | 0.33813 |
| 6 | -0.135858 | -0.9413 | 0.175645 |
| 7 | -0.175979 | -1.2192 | 0.11436 |
| 8 | -0.33123 | -2.2948 | 0.013079 |
| 9 | 0.134255 | 0.9301 | 0.178476 |
| 10 | -0.083148 | -0.5761 | 0.283631 |
| 11 | -0.05452 | -0.3777 | 0.35365 |
| 12 | -0.272682 | -1.8892 | 0.032457 |
| 13 | -0.008854 | -0.0613 | 0.475671 |
| 14 | 0.012023 | 0.0833 | 0.466981 |
| 15 | -0.006678 | -0.0463 | 0.481646 |
| 16 | 0.078031 | 0.5406 | 0.295636 |
| 17 | 0.046395 | 0.3214 | 0.37464 |
| 18 | -0.183538 | -1.2716 | 0.104823 |
| 19 | 0.050372 | 0.349 | 0.364313 |
| 20 | -0.107351 | -0.7437 | 0.230327 |
| 21 | -0.097078 | -0.6726 | 0.252221 |
| 22 | -0.076829 | -0.5323 | 0.298492 |
| 23 | -0.057336 | -0.3972 | 0.346477 |
| 24 | -0.229265 | -1.5884 | 0.059382 |
| 25 | -0.024285 | -0.1683 | 0.433545 |
| 26 | 0.072572 | 0.5028 | 0.308705 |
| 27 | -0.020044 | -0.1389 | 0.445068 |
| 28 | 0.097655 | 0.6766 | 0.250962 |
| 29 | 0.029509 | 0.2044 | 0.419436 |
| 30 | -0.118073 | -0.818 | 0.20869 |
| 31 | -0.035688 | -0.2473 | 0.402884 |
| 32 | -0.104551 | -0.7243 | 0.236184 |
| 33 | -0.079908 | -0.5536 | 0.291204 |
| 34 | -0.061626 | -0.427 | 0.33566 |
| 35 | -0.017582 | -0.1218 | 0.451779 |
| 36 | -0.05101 | -0.3534 | 0.362665 |
