| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.567758 | 3.8924 | 0.000156 |
| 2 | -0.048973 | -0.3357 | 0.36928 |
| 3 | -0.49388 | -3.3859 | 0.000721 |
| 4 | -0.530444 | -3.6365 | 0.000342 |
| 5 | -0.226428 | -1.5523 | 0.063648 |
| 6 | 0.132686 | 0.9097 | 0.183824 |
| 7 | 0.246599 | 1.6906 | 0.048768 |
| 8 | 0.212973 | 1.4601 | 0.075462 |
| 9 | 0.032069 | 0.2199 | 0.413468 |
| 10 | -0.075326 | -0.5164 | 0.303994 |
| 11 | -0.054115 | -0.371 | 0.356154 |
| 12 | -0.054121 | -0.371 | 0.35614 |
| 13 | -0.057064 | -0.3912 | 0.348705 |
| 14 | 0.016569 | 0.1136 | 0.455022 |
| 15 | 0.007751 | 0.0531 | 0.478925 |
| 16 | 0.047241 | 0.3239 | 0.373737 |
| 17 | 0.043776 | 0.3001 | 0.382708 |
| 18 | -0.014919 | -0.1023 | 0.459485 |
| 19 | -0.09803 | -0.6721 | 0.252419 |
| 20 | -0.073881 | -0.5065 | 0.307437 |
| 21 | -0.049079 | -0.3365 | 0.369008 |
| 22 | 0.000139 | 0.001 | 0.499622 |
| 23 | -0.003066 | -0.021 | 0.491661 |
| 24 | 0.005873 | 0.0403 | 0.484028 |
| 25 | 0.021078 | 0.1445 | 0.44286 |
| 26 | 0.021203 | 0.1454 | 0.442524 |
| 27 | -0.067522 | -0.4629 | 0.322784 |
| 28 | -0.144626 | -0.9915 | 0.163258 |
| 29 | -0.154098 | -1.0564 | 0.148084 |
| 30 | -0.044037 | -0.3019 | 0.38203 |
| 31 | 0.161141 | 1.1047 | 0.13745 |
| 32 | 0.295749 | 2.0276 | 0.024149 |
| 33 | 0.213291 | 1.4622 | 0.075164 |
| 34 | -0.035246 | -0.2416 | 0.405058 |
| 35 | -0.30513 | -2.0919 | 0.02094 |
| 36 | -0.384911 | -2.6388 | 0.005625 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.567758 | 3.8924 | 0.000156 |
| 2 | -0.547955 | -3.7566 | 0.000237 |
| 3 | -0.294683 | -2.0202 | 0.024539 |
| 4 | -0.053076 | -0.3639 | 0.358794 |
| 5 | 0.030311 | 0.2078 | 0.418142 |
| 6 | -0.019409 | -0.1331 | 0.447358 |
| 7 | -0.172605 | -1.1833 | 0.121316 |
| 8 | 0.124849 | 0.8559 | 0.198193 |
| 9 | -0.092121 | -0.6315 | 0.26537 |
| 10 | 0.07473 | 0.5123 | 0.305412 |
| 11 | 0.073423 | 0.5034 | 0.30853 |
| 12 | -0.161102 | -1.1045 | 0.137508 |
| 13 | 0.008119 | 0.0557 | 0.477924 |
| 14 | 0.151754 | 1.0404 | 0.151744 |
| 15 | -0.144565 | -0.9911 | 0.16336 |
| 16 | 0.079697 | 0.5464 | 0.293697 |
| 17 | -0.037441 | -0.2567 | 0.399271 |
| 18 | -0.039542 | -0.2711 | 0.393756 |
| 19 | -0.119974 | -0.8225 | 0.207472 |
| 20 | 0.12849 | 0.8809 | 0.191432 |
| 21 | -0.111557 | -0.7648 | 0.224107 |
| 22 | -0.156389 | -1.0722 | 0.144563 |
| 23 | 0.025786 | 0.1768 | 0.430221 |
| 24 | 0.027946 | 0.1916 | 0.424446 |
| 25 | -0.087694 | -0.6012 | 0.275297 |
| 26 | -0.02356 | -0.1615 | 0.436189 |
| 27 | -0.179114 | -1.2279 | 0.112792 |
| 28 | -0.172938 | -1.1856 | 0.12087 |
| 29 | 0.043648 | 0.2992 | 0.383039 |
| 30 | 0.004561 | 0.0313 | 0.487595 |
| 31 | 0.04756 | 0.3261 | 0.372916 |
| 32 | 0.029937 | 0.2052 | 0.419136 |
| 33 | 0.039121 | 0.2682 | 0.39486 |
| 34 | -0.169143 | -1.1596 | 0.126037 |
| 35 | -0.075531 | -0.5178 | 0.303509 |
| 36 | -0.059967 | -0.4111 | 0.341429 |
