| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.502818 | 3.4836 | 0.000533 |
| 2 | 0.458847 | 3.179 | 0.001294 |
| 3 | 0.372248 | 2.579 | 0.006514 |
| 4 | 0.086769 | 0.6012 | 0.275283 |
| 5 | 0.103945 | 0.7202 | 0.237462 |
| 6 | 0.076907 | 0.5328 | 0.298305 |
| 7 | -0.027196 | -0.1884 | 0.42567 |
| 8 | 0.064503 | 0.4469 | 0.328483 |
| 9 | -0.013391 | -0.0928 | 0.463235 |
| 10 | -0.065399 | -0.4531 | 0.326261 |
| 11 | -0.031008 | -0.2148 | 0.415405 |
| 12 | -0.002475 | -0.0171 | 0.493196 |
| 13 | -0.030986 | -0.2147 | 0.415463 |
| 14 | 0.055963 | 0.3877 | 0.349968 |
| 15 | 0.035036 | 0.2427 | 0.404622 |
| 16 | -0.025211 | -0.1747 | 0.431039 |
| 17 | 0.028301 | 0.1961 | 0.42269 |
| 18 | 0.002022 | 0.014 | 0.494439 |
| 19 | -0.080321 | -0.5565 | 0.290234 |
| 20 | 0.025027 | 0.1734 | 0.431537 |
| 21 | -0.002756 | -0.0191 | 0.492422 |
| 22 | -0.057013 | -0.395 | 0.347297 |
| 23 | 0.046491 | 0.3221 | 0.374389 |
| 24 | -0.144319 | -0.9999 | 0.161194 |
| 25 | -0.166299 | -1.1522 | 0.127482 |
| 26 | -0.138198 | -0.9575 | 0.171566 |
| 27 | -0.286537 | -1.9852 | 0.026427 |
| 28 | -0.247563 | -1.7152 | 0.046382 |
| 29 | -0.20388 | -1.4125 | 0.082123 |
| 30 | -0.22866 | -1.5842 | 0.059858 |
| 31 | -0.147798 | -1.024 | 0.155491 |
| 32 | -0.178999 | -1.2401 | 0.110476 |
| 33 | -0.123183 | -0.8534 | 0.198827 |
| 34 | -0.076907 | -0.5328 | 0.298306 |
| 35 | -0.028078 | -0.1945 | 0.423292 |
| 36 | -0.034621 | -0.2399 | 0.405731 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.502818 | 3.4836 | 0.000533 |
| 2 | 0.275733 | 1.9103 | 0.031037 |
| 3 | 0.096332 | 0.6674 | 0.253854 |
| 4 | -0.289148 | -2.0033 | 0.025405 |
| 5 | 0.020971 | 0.1453 | 0.442545 |
| 6 | 0.107889 | 0.7475 | 0.22921 |
| 7 | -0.045143 | -0.3128 | 0.377908 |
| 8 | 0.045058 | 0.3122 | 0.378132 |
| 9 | -0.068684 | -0.4759 | 0.318166 |
| 10 | -0.071436 | -0.4949 | 0.311457 |
| 11 | -0.009164 | -0.0635 | 0.474821 |
| 12 | 0.145663 | 1.0092 | 0.158973 |
| 13 | -0.028018 | -0.1941 | 0.423454 |
| 14 | 0.025896 | 0.1794 | 0.429185 |
| 15 | -0.016273 | -0.1127 | 0.455354 |
| 16 | -0.088042 | -0.61 | 0.272379 |
| 17 | 0.032328 | 0.224 | 0.411863 |
| 18 | 0.061619 | 0.4269 | 0.335677 |
| 19 | -0.106933 | -0.7409 | 0.231195 |
| 20 | 0.03468 | 0.2403 | 0.405573 |
| 21 | 0.060223 | 0.4172 | 0.339183 |
| 22 | -0.085938 | -0.5954 | 0.277187 |
| 23 | 0.047263 | 0.3274 | 0.372376 |
| 24 | -0.19804 | -1.3721 | 0.088211 |
| 25 | -0.09596 | -0.6648 | 0.25467 |
| 26 | -0.013053 | -0.0904 | 0.464159 |
| 27 | -0.069263 | -0.4799 | 0.316749 |
| 28 | -0.097956 | -0.6787 | 0.250308 |
| 29 | -0.019558 | -0.1355 | 0.446392 |
| 30 | 0.039479 | 0.2735 | 0.392815 |
| 31 | -0.028126 | -0.1949 | 0.423161 |
| 32 | -0.115064 | -0.7972 | 0.214635 |
| 33 | 0.076353 | 0.529 | 0.299625 |
| 34 | 0.014924 | 0.1034 | 0.459038 |
| 35 | 0.018437 | 0.1277 | 0.449445 |
| 36 | -0.039017 | -0.2703 | 0.394038 |
