| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.409377 | 3.171 | 0.001197 |
| 2 | 0.143564 | 1.112 | 0.135277 |
| 3 | 0.287645 | 2.2281 | 0.014817 |
| 4 | 0.195374 | 1.5134 | 0.067719 |
| 5 | 0.277126 | 2.1466 | 0.017938 |
| 6 | 0.330314 | 2.5586 | 0.006525 |
| 7 | 0.21041 | 1.6298 | 0.054189 |
| 8 | 0.122472 | 0.9487 | 0.173299 |
| 9 | 0.074961 | 0.5806 | 0.281827 |
| 10 | -0.094364 | -0.7309 | 0.233831 |
| 11 | 0.12332 | 0.9552 | 0.171646 |
| 12 | 0.485283 | 3.759 | 0.000194 |
| 13 | 0.108799 | 0.8428 | 0.201357 |
| 14 | -0.081158 | -0.6286 | 0.265982 |
| 15 | 0.026707 | 0.2069 | 0.418405 |
| 16 | 0.02404 | 0.1862 | 0.426452 |
| 17 | 0.054797 | 0.4245 | 0.336375 |
| 18 | 0.086851 | 0.6727 | 0.251845 |
| 19 | 0.032391 | 0.2509 | 0.401374 |
| 20 | -0.087099 | -0.6747 | 0.251239 |
| 21 | -0.123706 | -0.9582 | 0.170898 |
| 22 | -0.24864 | -1.926 | 0.029426 |
| 23 | -0.081721 | -0.633 | 0.264566 |
| 24 | 0.136349 | 1.0562 | 0.147566 |
| 25 | -0.068231 | -0.5285 | 0.299545 |
| 26 | -0.267843 | -2.0747 | 0.021156 |
| 27 | -0.204182 | -1.5816 | 0.059501 |
| 28 | -0.12856 | -0.9958 | 0.161668 |
| 29 | -0.146435 | -1.1343 | 0.130594 |
| 30 | -0.114049 | -0.8834 | 0.190267 |
| 31 | -0.07856 | -0.6085 | 0.272568 |
| 32 | -0.22477 | -1.7411 | 0.043399 |
| 33 | -0.231777 | -1.7953 | 0.038818 |
| 34 | -0.261414 | -2.0249 | 0.023667 |
| 35 | -0.206061 | -1.5961 | 0.057855 |
| 36 | -0.015893 | -0.1231 | 0.451216 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.409377 | 3.171 | 0.001197 |
| 2 | -0.028862 | -0.2236 | 0.411928 |
| 3 | 0.287348 | 2.2258 | 0.014898 |
| 4 | -0.03182 | -0.2465 | 0.403077 |
| 5 | 0.269889 | 2.0906 | 0.020407 |
| 6 | 0.091904 | 0.7119 | 0.239647 |
| 7 | 0.054393 | 0.4213 | 0.337511 |
| 8 | -0.070285 | -0.5444 | 0.294084 |
| 9 | -0.065634 | -0.5084 | 0.306519 |
| 10 | -0.281817 | -2.1829 | 0.016482 |
| 11 | 0.233538 | 1.809 | 0.037732 |
| 12 | 0.420261 | 3.2553 | 0.000932 |
| 13 | -0.23819 | -1.845 | 0.034986 |
| 14 | -0.129342 | -1.0019 | 0.160212 |
| 15 | -0.070924 | -0.5494 | 0.292392 |
| 16 | 0.13637 | 1.0563 | 0.14753 |
| 17 | -0.132607 | -1.0272 | 0.154233 |
| 18 | -0.051716 | -0.4006 | 0.345072 |
| 19 | -0.036496 | -0.2827 | 0.389191 |
| 20 | -0.122239 | -0.9469 | 0.173754 |
| 21 | 0.015756 | 0.122 | 0.451634 |
| 22 | -0.06059 | -0.4693 | 0.320268 |
| 23 | 0.031148 | 0.2413 | 0.405085 |
| 24 | -0.128268 | -0.9936 | 0.162213 |
| 25 | 0.13209 | 1.0232 | 0.15517 |
| 26 | -0.177784 | -1.3771 | 0.086798 |
| 27 | -0.004459 | -0.0345 | 0.486281 |
| 28 | -0.056905 | -0.4408 | 0.330476 |
| 29 | -0.007781 | -0.0603 | 0.47607 |
| 30 | -0.09601 | -0.7437 | 0.229984 |
| 31 | 0.056485 | 0.4375 | 0.33165 |
| 32 | -0.104376 | -0.8085 | 0.211002 |
| 33 | 0.023883 | 0.185 | 0.426927 |
| 34 | 0.013265 | 0.1028 | 0.459251 |
| 35 | -0.105134 | -0.8144 | 0.209328 |
| 36 | 0.01941 | 0.1504 | 0.440495 |
