| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.450024 | 3.0188 | 0.002085 |
| 2 | 0.023836 | 0.1599 | 0.43684 |
| 3 | -0.414635 | -2.7815 | 0.003939 |
| 4 | -0.429741 | -2.8828 | 0.003012 |
| 5 | -0.072115 | -0.4838 | 0.31545 |
| 6 | 0.226004 | 1.5161 | 0.068246 |
| 7 | 0.278662 | 1.8693 | 0.034047 |
| 8 | 0.146524 | 0.9829 | 0.165454 |
| 9 | -0.071393 | -0.4789 | 0.317157 |
| 10 | -0.202167 | -1.3562 | 0.090904 |
| 11 | -0.072329 | -0.4852 | 0.314945 |
| 12 | -0.1047 | -0.7023 | 0.24304 |
| 13 | 0.10034 | 0.6731 | 0.252163 |
| 14 | 0.021156 | 0.1419 | 0.443888 |
| 15 | -0.019813 | -0.1329 | 0.44743 |
| 16 | -0.081322 | -0.5455 | 0.294044 |
| 17 | -0.126521 | -0.8487 | 0.200262 |
| 18 | -0.014153 | -0.0949 | 0.462391 |
| 19 | 0.144073 | 0.9665 | 0.169487 |
| 20 | 0.274866 | 1.8439 | 0.035897 |
| 21 | 0.147709 | 0.9909 | 0.163525 |
| 22 | -0.017662 | -0.1185 | 0.453107 |
| 23 | -0.287442 | -1.9282 | 0.030076 |
| 24 | -0.277776 | -1.8634 | 0.034471 |
| 25 | -0.183833 | -1.2332 | 0.111954 |
| 26 | 0.069794 | 0.4682 | 0.320954 |
| 27 | 0.181957 | 1.2206 | 0.114296 |
| 28 | 0.131571 | 0.8826 | 0.19107 |
| 29 | -0.014966 | -0.1004 | 0.460238 |
| 30 | -0.180883 | -1.2134 | 0.115653 |
| 31 | -0.209569 | -1.4058 | 0.083321 |
| 32 | -0.165919 | -1.113 | 0.135805 |
| 33 | 0.00227 | 0.0152 | 0.493959 |
| 34 | 0.028246 | 0.1895 | 0.425285 |
| 35 | 0.093596 | 0.6279 | 0.266634 |
| 36 | 0.039593 | 0.2656 | 0.39588 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.450024 | 3.0188 | 0.002085 |
| 2 | -0.224063 | -1.5031 | 0.069905 |
| 3 | -0.431626 | -2.8954 | 0.002912 |
| 4 | -0.077103 | -0.5172 | 0.303768 |
| 5 | 0.259552 | 1.7411 | 0.044247 |
| 6 | 0.052466 | 0.352 | 0.363259 |
| 7 | -0.14186 | -0.9516 | 0.173185 |
| 8 | 0.036671 | 0.246 | 0.403402 |
| 9 | 0.080407 | 0.5394 | 0.296139 |
| 10 | -0.080467 | -0.5398 | 0.296003 |
| 11 | 0.095567 | 0.6411 | 0.26236 |
| 12 | -0.237449 | -1.5929 | 0.059096 |
| 13 | 0.156603 | 1.0505 | 0.149543 |
| 14 | -0.085229 | -0.5717 | 0.285174 |
| 15 | -0.096076 | -0.6445 | 0.261262 |
| 16 | -0.067494 | -0.4528 | 0.326448 |
| 17 | -0.028122 | -0.1886 | 0.425609 |
| 18 | 0.103371 | 0.6934 | 0.2458 |
| 19 | 0.122129 | 0.8193 | 0.208477 |
| 20 | 0.174883 | 1.1731 | 0.123454 |
| 21 | -0.141854 | -0.9516 | 0.173196 |
| 22 | -0.010141 | -0.068 | 0.473032 |
| 23 | -0.025425 | -0.1706 | 0.432668 |
| 24 | -0.125848 | -0.8442 | 0.201507 |
| 25 | -0.105289 | -0.7063 | 0.241821 |
| 26 | -0.052724 | -0.3537 | 0.362615 |
| 27 | -0.021468 | -0.144 | 0.443067 |
| 28 | -0.051881 | -0.348 | 0.36472 |
| 29 | -0.034952 | -0.2345 | 0.407843 |
| 30 | -0.054969 | -0.3687 | 0.357025 |
| 31 | -0.074907 | -0.5025 | 0.308885 |
| 32 | -0.017635 | -0.1183 | 0.453178 |
| 33 | -0.037718 | -0.253 | 0.400701 |
| 34 | -0.086766 | -0.582 | 0.281721 |
| 35 | -0.005672 | -0.038 | 0.484909 |
| 36 | 0.039052 | 0.262 | 0.397272 |
