| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.372443 | 2.9089 | 0.002527 |
| 2 | 0.392554 | 3.0659 | 0.001616 |
| 3 | 0.359181 | 2.8053 | 0.003368 |
| 4 | 0.268968 | 2.1007 | 0.019904 |
| 5 | 0.131532 | 1.0273 | 0.154169 |
| 6 | 0.094448 | 0.7377 | 0.231774 |
| 7 | 0.075425 | 0.5891 | 0.278989 |
| 8 | 0.14385 | 1.1235 | 0.132813 |
| 9 | 0.144278 | 1.1269 | 0.13211 |
| 10 | 0.07091 | 0.5538 | 0.29086 |
| 11 | 0.0723 | 0.5647 | 0.287179 |
| 12 | 0.143325 | 1.1194 | 0.133678 |
| 13 | -0.012282 | -0.0959 | 0.461946 |
| 14 | 0.006345 | 0.0496 | 0.480319 |
| 15 | 0.050903 | 0.3976 | 0.34617 |
| 16 | -0.049201 | -0.3843 | 0.351056 |
| 17 | 0.013987 | 0.1092 | 0.456684 |
| 18 | -0.08388 | -0.6551 | 0.257425 |
| 19 | -0.024666 | -0.1926 | 0.423937 |
| 20 | -0.093918 | -0.7335 | 0.233025 |
| 21 | 0.03142 | 0.2454 | 0.403486 |
| 22 | -0.114579 | -0.8949 | 0.187182 |
| 23 | -0.025559 | -0.1996 | 0.421221 |
| 24 | 0.057335 | 0.4478 | 0.327942 |
| 25 | 0.081215 | 0.6343 | 0.264125 |
| 26 | -0.041876 | -0.3271 | 0.37237 |
| 27 | 0.03864 | 0.3018 | 0.381921 |
| 28 | -0.033318 | -0.2602 | 0.397784 |
| 29 | -0.080661 | -0.63 | 0.265529 |
| 30 | -0.110539 | -0.8633 | 0.195668 |
| 31 | -0.167508 | -1.3083 | 0.097843 |
| 32 | -0.103072 | -0.805 | 0.211967 |
| 33 | -0.121391 | -0.9481 | 0.173412 |
| 34 | -0.161416 | -1.2607 | 0.10611 |
| 35 | -0.238178 | -1.8602 | 0.033838 |
| 36 | -0.101706 | -0.7943 | 0.215036 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.372443 | 2.9089 | 0.002527 |
| 2 | 0.294722 | 2.3019 | 0.012386 |
| 3 | 0.186019 | 1.4529 | 0.075695 |
| 4 | 0.037559 | 0.2933 | 0.385127 |
| 5 | -0.120593 | -0.9419 | 0.174989 |
| 6 | -0.074404 | -0.5811 | 0.281653 |
| 7 | 0.003412 | 0.0266 | 0.489415 |
| 8 | 0.161176 | 1.2588 | 0.106445 |
| 9 | 0.131741 | 1.0289 | 0.153788 |
| 10 | -0.057463 | -0.4488 | 0.327583 |
| 11 | -0.091847 | -0.7174 | 0.237948 |
| 12 | 0.05284 | 0.4127 | 0.340638 |
| 13 | -0.102744 | -0.8025 | 0.212703 |
| 14 | -0.00144 | -0.0112 | 0.495533 |
| 15 | 0.090532 | 0.7071 | 0.241106 |
| 16 | -0.080958 | -0.6323 | 0.264776 |
| 17 | 0.023919 | 0.1868 | 0.426213 |
| 18 | -0.125664 | -0.9815 | 0.16512 |
| 19 | 0.016216 | 0.1267 | 0.449816 |
| 20 | -0.072715 | -0.5679 | 0.286087 |
| 21 | 0.155714 | 1.2162 | 0.114303 |
| 22 | -0.073729 | -0.5758 | 0.283419 |
| 23 | -0.002577 | -0.0201 | 0.492005 |
| 24 | 0.099145 | 0.7743 | 0.220858 |
| 25 | 0.127738 | 0.9977 | 0.161191 |
| 26 | -0.138148 | -1.079 | 0.142424 |
| 27 | -0.036055 | -0.2816 | 0.389602 |
| 28 | -0.069646 | -0.544 | 0.294229 |
| 29 | -0.114159 | -0.8916 | 0.188052 |
| 30 | 0.01046 | 0.0817 | 0.467577 |
| 31 | -0.055873 | -0.4364 | 0.332051 |
| 32 | 0.051385 | 0.4013 | 0.34479 |
| 33 | -0.087006 | -0.6795 | 0.249685 |
| 34 | -0.062892 | -0.4912 | 0.312524 |
| 35 | -0.213735 | -1.6693 | 0.050089 |
| 36 | 0.014525 | 0.1134 | 0.455025 |
