| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.286508 | 1.9432 | 0.029064 |
| 2 | -0.149851 | -1.0163 | 0.157392 |
| 3 | -0.540721 | -3.6673 | 0.000317 |
| 4 | -0.47769 | -3.2399 | 0.001112 |
| 5 | -0.155691 | -1.056 | 0.148253 |
| 6 | 0.251256 | 1.7041 | 0.047555 |
| 7 | 0.284902 | 1.9323 | 0.029747 |
| 8 | 0.300535 | 2.0383 | 0.023645 |
| 9 | 0.12261 | 0.8316 | 0.204971 |
| 10 | -0.104621 | -0.7096 | 0.240776 |
| 11 | -0.208893 | -1.4168 | 0.081642 |
| 12 | -0.290497 | -1.9702 | 0.027424 |
| 13 | -0.189838 | -1.2875 | 0.102172 |
| 14 | 0.159332 | 1.0806 | 0.142745 |
| 15 | 0.193054 | 1.3094 | 0.098458 |
| 16 | 0.162435 | 1.1017 | 0.138165 |
| 17 | 0.097011 | 0.658 | 0.256921 |
| 18 | -0.11877 | -0.8055 | 0.212326 |
| 19 | -0.138628 | -0.9402 | 0.176008 |
| 20 | -0.044991 | -0.3051 | 0.380815 |
| 21 | -0.02684 | -0.182 | 0.428178 |
| 22 | 0.077024 | 0.5224 | 0.301948 |
| 23 | 0.045337 | 0.3075 | 0.37993 |
| 24 | -0.063591 | -0.4313 | 0.334133 |
| 25 | -0.021168 | -0.1436 | 0.443233 |
| 26 | 0.109333 | 0.7415 | 0.23107 |
| 27 | 0.043223 | 0.2932 | 0.385363 |
| 28 | 0.018099 | 0.1228 | 0.451419 |
| 29 | -0.101133 | -0.6859 | 0.248104 |
| 30 | -0.159534 | -1.082 | 0.142443 |
| 31 | 0.018746 | 0.1271 | 0.449692 |
| 32 | 0.057734 | 0.3916 | 0.348591 |
| 33 | 0.106721 | 0.7238 | 0.236421 |
| 34 | 0.044122 | 0.2993 | 0.383049 |
| 35 | -0.065569 | -0.4447 | 0.329307 |
| 36 | -0.045204 | -0.3066 | 0.38027 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.286508 | 1.9432 | 0.029064 |
| 2 | -0.252679 | -1.7138 | 0.046653 |
| 3 | -0.482417 | -3.2719 | 0.001015 |
| 4 | -0.338588 | -2.2964 | 0.013128 |
| 5 | -0.242112 | -1.6421 | 0.053696 |
| 6 | -0.104651 | -0.7098 | 0.240712 |
| 7 | -0.295906 | -2.0069 | 0.025327 |
| 8 | -0.049804 | -0.3378 | 0.368531 |
| 9 | 0.083736 | 0.5679 | 0.286425 |
| 10 | 0.027404 | 0.1859 | 0.426686 |
| 11 | 0.104618 | 0.7096 | 0.240781 |
| 12 | -0.054182 | -0.3675 | 0.357472 |
| 13 | -0.081832 | -0.555 | 0.290787 |
| 14 | 0.149817 | 1.0161 | 0.157446 |
| 15 | -0.154706 | -1.0493 | 0.149769 |
| 16 | -0.205522 | -1.3939 | 0.08502 |
| 17 | -0.017606 | -0.1194 | 0.452734 |
| 18 | -0.163405 | -1.1083 | 0.136755 |
| 19 | -0.102261 | -0.6936 | 0.24572 |
| 20 | 0.01337 | 0.0907 | 0.46407 |
| 21 | 0.025903 | 0.1757 | 0.430658 |
| 22 | 0.138879 | 0.9419 | 0.175577 |
| 23 | 0.038919 | 0.264 | 0.396494 |
| 24 | -0.082431 | -0.5591 | 0.28941 |
| 25 | -0.056518 | -0.3833 | 0.351622 |
| 26 | 0.174362 | 1.1826 | 0.121526 |
| 27 | -0.036755 | -0.2493 | 0.402125 |
| 28 | -0.192676 | -1.3068 | 0.09889 |
| 29 | -0.056598 | -0.3839 | 0.351422 |
| 30 | -0.113733 | -0.7714 | 0.222214 |
| 31 | -0.019931 | -0.1352 | 0.446529 |
| 32 | -0.083122 | -0.5638 | 0.287826 |
| 33 | -0.007397 | -0.0502 | 0.480102 |
| 34 | -0.014245 | -0.0966 | 0.461726 |
| 35 | -0.050895 | -0.3452 | 0.365763 |
| 36 | -0.021568 | -0.1463 | 0.44217 |
