| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.413466 | 3.2027 | 0.00109 |
| 2 | 0.191229 | 1.4813 | 0.071886 |
| 3 | 0.388727 | 3.0111 | 0.001903 |
| 4 | 0.218847 | 1.6952 | 0.047613 |
| 5 | 0.270758 | 2.0973 | 0.020095 |
| 6 | 0.336471 | 2.6063 | 0.005764 |
| 7 | 0.120295 | 0.9318 | 0.177587 |
| 8 | 0.025292 | 0.1959 | 0.422671 |
| 9 | -0.003002 | -0.0233 | 0.490763 |
| 10 | -0.258498 | -2.0023 | 0.024888 |
| 11 | -0.051313 | -0.3975 | 0.346215 |
| 12 | 0.272721 | 2.1125 | 0.019408 |
| 13 | -0.090726 | -0.7028 | 0.242463 |
| 14 | -0.275943 | -2.1374 | 0.018323 |
| 15 | -0.152396 | -1.1805 | 0.121238 |
| 16 | -0.13265 | -1.0275 | 0.154154 |
| 17 | -0.083757 | -0.6488 | 0.259479 |
| 18 | -0.054923 | -0.4254 | 0.336023 |
| 19 | -0.097242 | -0.7532 | 0.227127 |
| 20 | -0.172402 | -1.3354 | 0.093392 |
| 21 | -0.169821 | -1.3154 | 0.096686 |
| 22 | -0.258641 | -2.0034 | 0.024827 |
| 23 | -0.130254 | -1.0089 | 0.158527 |
| 24 | 0.099399 | 0.7699 | 0.222179 |
| 25 | -0.097459 | -0.7549 | 0.226627 |
| 26 | -0.309277 | -2.3956 | 0.009864 |
| 27 | -0.175666 | -1.3607 | 0.089348 |
| 28 | -0.114396 | -0.8861 | 0.189548 |
| 29 | -0.133356 | -1.033 | 0.152882 |
| 30 | -0.066656 | -0.5163 | 0.303767 |
| 31 | -0.080742 | -0.6254 | 0.267033 |
| 32 | -0.181906 | -1.409 | 0.081992 |
| 33 | -0.139 | -1.0767 | 0.142964 |
| 34 | -0.134753 | -1.0438 | 0.150385 |
| 35 | -0.128383 | -0.9944 | 0.162 |
| 36 | 0.079642 | 0.6169 | 0.269816 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.413466 | 3.2027 | 0.00109 |
| 2 | 0.024456 | 0.1894 | 0.425196 |
| 3 | 0.363867 | 2.8185 | 0.003263 |
| 4 | -0.085617 | -0.6632 | 0.254876 |
| 5 | 0.264288 | 2.0472 | 0.022514 |
| 6 | 0.041522 | 0.3216 | 0.374427 |
| 7 | -0.070031 | -0.5425 | 0.294756 |
| 8 | -0.15798 | -1.2237 | 0.112923 |
| 9 | -0.156796 | -1.2145 | 0.114651 |
| 10 | -0.413665 | -3.2042 | 0.001085 |
| 11 | 0.193201 | 1.4965 | 0.06988 |
| 12 | 0.400319 | 3.1009 | 0.001469 |
| 13 | -0.055703 | -0.4315 | 0.333837 |
| 14 | -0.250793 | -1.9426 | 0.028379 |
| 15 | -0.142541 | -1.1041 | 0.136975 |
| 16 | 0.175924 | 1.3627 | 0.089035 |
| 17 | -0.04308 | -0.3337 | 0.369887 |
| 18 | -0.188061 | -1.4567 | 0.075205 |
| 19 | -0.008204 | -0.0635 | 0.474771 |
| 20 | -0.081252 | -0.6294 | 0.265746 |
| 21 | 0.116979 | 0.9061 | 0.18425 |
| 22 | 0.041742 | 0.3233 | 0.373784 |
| 23 | -0.038338 | -0.297 | 0.383758 |
| 24 | -0.143587 | -1.1122 | 0.13524 |
| 25 | -0.04166 | -0.3227 | 0.374022 |
| 26 | -0.065181 | -0.5049 | 0.307743 |
| 27 | 0.045039 | 0.3489 | 0.364203 |
| 28 | -0.185621 | -1.4378 | 0.077841 |
| 29 | -0.069428 | -0.5378 | 0.296356 |
| 30 | 0.020574 | 0.1594 | 0.436957 |
| 31 | 0.153954 | 1.1925 | 0.118876 |
| 32 | -0.0859 | -0.6654 | 0.254179 |
| 33 | -0.058872 | -0.456 | 0.325012 |
| 34 | 0.034315 | 0.2658 | 0.39565 |
| 35 | -0.132675 | -1.0277 | 0.154108 |
| 36 | -0.074464 | -0.5768 | 0.283117 |
