| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.466007 | 3.6097 | 0.000313 |
| 2 | 0.007891 | 0.0611 | 0.475733 |
| 3 | -0.118996 | -0.9217 | 0.180177 |
| 4 | -0.058484 | -0.453 | 0.326086 |
| 5 | -0.13147 | -1.0184 | 0.156298 |
| 6 | -0.047549 | -0.3683 | 0.356968 |
| 7 | 0.003463 | 0.0268 | 0.489346 |
| 8 | -0.031912 | -0.2472 | 0.402802 |
| 9 | -0.051247 | -0.397 | 0.346404 |
| 10 | 0.053707 | 0.416 | 0.339443 |
| 11 | 0.044715 | 0.3464 | 0.365143 |
| 12 | -0.216672 | -1.6783 | 0.049242 |
| 13 | -0.242045 | -1.8749 | 0.03284 |
| 14 | -0.091888 | -0.7118 | 0.239686 |
| 15 | 0.058236 | 0.4511 | 0.326774 |
| 16 | 0.039248 | 0.304 | 0.381084 |
| 17 | 0.033785 | 0.2617 | 0.397225 |
| 18 | -0.024921 | -0.193 | 0.42379 |
| 19 | -0.006481 | -0.0502 | 0.480066 |
| 20 | -0.082098 | -0.6359 | 0.26362 |
| 21 | -0.054258 | -0.4203 | 0.337891 |
| 22 | -0.026637 | -0.2063 | 0.418616 |
| 23 | -0.055677 | -0.4313 | 0.333909 |
| 24 | -0.004172 | -0.0323 | 0.487165 |
| 25 | 0.179947 | 1.3939 | 0.084249 |
| 26 | 0.234905 | 1.8196 | 0.036907 |
| 27 | 0.026519 | 0.2054 | 0.418972 |
| 28 | -0.059895 | -0.4639 | 0.322184 |
| 29 | -0.01777 | -0.1376 | 0.445492 |
| 30 | 0.01308 | 0.1013 | 0.459817 |
| 31 | -0.068918 | -0.5338 | 0.297713 |
| 32 | -0.015594 | -0.1208 | 0.452132 |
| 33 | 0.074111 | 0.5741 | 0.284036 |
| 34 | 0.068153 | 0.5279 | 0.299754 |
| 35 | 0.068528 | 0.5308 | 0.298754 |
| 36 | 0.104697 | 0.811 | 0.21029 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.466007 | 3.6097 | 0.000313 |
| 2 | -0.267324 | -2.0707 | 0.021349 |
| 3 | 0.001263 | 0.0098 | 0.496112 |
| 4 | 0.018379 | 0.1424 | 0.443634 |
| 5 | -0.188143 | -1.4574 | 0.075117 |
| 6 | 0.135129 | 1.0467 | 0.149716 |
| 7 | -0.070289 | -0.5445 | 0.294073 |
| 8 | -0.068807 | -0.533 | 0.298009 |
| 9 | 0.034694 | 0.2687 | 0.394526 |
| 10 | 0.056412 | 0.437 | 0.331853 |
| 11 | -0.052361 | -0.4056 | 0.343244 |
| 12 | -0.300539 | -2.328 | 0.011652 |
| 13 | 0.055542 | 0.4302 | 0.334285 |
| 14 | -0.033872 | -0.2624 | 0.396967 |
| 15 | 0.050748 | 0.3931 | 0.347822 |
| 16 | -0.030789 | -0.2385 | 0.406157 |
| 17 | -0.061829 | -0.4789 | 0.316867 |
| 18 | -0.03328 | -0.2578 | 0.398726 |
| 19 | 0.054975 | 0.4258 | 0.335877 |
| 20 | -0.170982 | -1.3244 | 0.095193 |
| 21 | 0.003032 | 0.0235 | 0.490671 |
| 22 | 0.015793 | 0.1223 | 0.451523 |
| 23 | -0.093747 | -0.7262 | 0.235281 |
| 24 | 0.071334 | 0.5525 | 0.291312 |
| 25 | 0.10951 | 0.8483 | 0.199831 |
| 26 | 0.027041 | 0.2095 | 0.417401 |
| 27 | -0.121483 | -0.941 | 0.175238 |
| 28 | 0.080616 | 0.6244 | 0.26735 |
| 29 | 0.006455 | 0.05 | 0.480143 |
| 30 | -0.041593 | -0.3222 | 0.374218 |
| 31 | -0.012131 | -0.094 | 0.462723 |
| 32 | -0.025598 | -0.1983 | 0.421749 |
| 33 | 0.103362 | 0.8006 | 0.213249 |
| 34 | 0.008256 | 0.0639 | 0.474612 |
| 35 | 0.05128 | 0.3972 | 0.346309 |
| 36 | -0.010638 | -0.0824 | 0.467301 |
