| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.299725 | 2.0328 | 0.023932 |
| 2 | -0.123172 | -0.8354 | 0.203907 |
| 3 | -0.497425 | -3.3737 | 0.000757 |
| 4 | -0.590963 | -4.0081 | 0.000111 |
| 5 | -0.155433 | -1.0542 | 0.148649 |
| 6 | 0.205072 | 1.3909 | 0.085479 |
| 7 | 0.41449 | 2.8112 | 0.003614 |
| 8 | 0.350563 | 2.3776 | 0.010818 |
| 9 | 0.115014 | 0.7801 | 0.219675 |
| 10 | -0.212661 | -1.4423 | 0.077991 |
| 11 | -0.20987 | -1.4234 | 0.080682 |
| 12 | -0.352377 | -2.3899 | 0.010502 |
| 13 | -0.099674 | -0.676 | 0.251205 |
| 14 | 0.153748 | 1.0428 | 0.151253 |
| 15 | 0.248269 | 1.6838 | 0.049493 |
| 16 | 0.127017 | 0.8615 | 0.196723 |
| 17 | 0.056165 | 0.3809 | 0.352504 |
| 18 | -0.023812 | -0.1615 | 0.436203 |
| 19 | -0.192523 | -1.3058 | 0.099064 |
| 20 | -0.075097 | -0.5093 | 0.306477 |
| 21 | -0.111896 | -0.7589 | 0.225888 |
| 22 | 0.043942 | 0.298 | 0.383511 |
| 23 | 0.105546 | 0.7158 | 0.238853 |
| 24 | 0.108273 | 0.7343 | 0.233234 |
| 25 | 0.066397 | 0.4503 | 0.327295 |
| 26 | 0.03933 | 0.2667 | 0.395428 |
| 27 | -0.157088 | -1.0654 | 0.146122 |
| 28 | -0.05818 | -0.3946 | 0.347482 |
| 29 | -0.021865 | -0.1483 | 0.441379 |
| 30 | -0.089635 | -0.6079 | 0.27311 |
| 31 | 0.07506 | 0.5091 | 0.306565 |
| 32 | 0.034961 | 0.2371 | 0.40681 |
| 33 | 0.0678 | 0.4598 | 0.323899 |
| 34 | 0.015416 | 0.1046 | 0.45859 |
| 35 | -0.034964 | -0.2371 | 0.406801 |
| 36 | -0.044338 | -0.3007 | 0.382493 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.299725 | 2.0328 | 0.023932 |
| 2 | -0.234031 | -1.5873 | 0.059651 |
| 3 | -0.4437 | -3.0093 | 0.002119 |
| 4 | -0.483768 | -3.2811 | 0.000989 |
| 5 | -0.133164 | -0.9032 | 0.185573 |
| 6 | -0.125894 | -0.8539 | 0.198805 |
| 7 | -0.108261 | -0.7343 | 0.233258 |
| 8 | -0.059511 | -0.4036 | 0.344181 |
| 9 | 0.105946 | 0.7186 | 0.238024 |
| 10 | -0.007339 | -0.0498 | 0.480259 |
| 11 | 0.249294 | 1.6908 | 0.048821 |
| 12 | -0.183133 | -1.2421 | 0.110253 |
| 13 | -0.005311 | -0.036 | 0.485711 |
| 14 | 0.007963 | 0.054 | 0.478582 |
| 15 | 0.021746 | 0.1475 | 0.441696 |
| 16 | -0.392717 | -2.6635 | 0.005311 |
| 17 | -0.004319 | -0.0293 | 0.488378 |
| 18 | 0.114323 | 0.7754 | 0.221042 |
| 19 | -0.121646 | -0.825 | 0.206802 |
| 20 | -0.042645 | -0.2892 | 0.386852 |
| 21 | 0.040361 | 0.2737 | 0.392756 |
| 22 | 0.050803 | 0.3446 | 0.365998 |
| 23 | 0.06108 | 0.4143 | 0.340304 |
| 24 | -0.025194 | -0.1709 | 0.432536 |
| 25 | -0.106417 | -0.7218 | 0.237049 |
| 26 | 0.151382 | 1.0267 | 0.154961 |
| 27 | -0.080979 | -0.5492 | 0.292753 |
| 28 | -0.024917 | -0.169 | 0.43327 |
| 29 | -0.072474 | -0.4915 | 0.31269 |
| 30 | 0.001751 | 0.0119 | 0.495288 |
| 31 | -0.095948 | -0.6507 | 0.259223 |
| 32 | -0.073669 | -0.4996 | 0.309853 |
| 33 | -0.131539 | -0.8921 | 0.18848 |
| 34 | -0.070597 | -0.4788 | 0.317171 |
| 35 | -0.116811 | -0.7923 | 0.21614 |
| 36 | 0.011072 | 0.0751 | 0.470232 |
