| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.375361 | 2.8832 | 0.002743 |
| 2 | 0.304908 | 2.342 | 0.011287 |
| 3 | 0.269986 | 2.0738 | 0.021236 |
| 4 | 0.084485 | 0.6489 | 0.259447 |
| 5 | -0.120705 | -0.9271 | 0.178813 |
| 6 | -0.08283 | -0.6362 | 0.263543 |
| 7 | -0.229931 | -1.7661 | 0.041273 |
| 8 | -0.340461 | -2.6151 | 0.005653 |
| 9 | -0.135461 | -1.0405 | 0.151177 |
| 10 | -0.222336 | -1.7078 | 0.046466 |
| 11 | -0.110045 | -0.8453 | 0.200688 |
| 12 | -0.059827 | -0.4595 | 0.323767 |
| 13 | -0.08279 | -0.6359 | 0.263643 |
| 14 | -0.070536 | -0.5418 | 0.294999 |
| 15 | 0.11562 | 0.8881 | 0.189049 |
| 16 | 0.117308 | 0.9011 | 0.18561 |
| 17 | 0.052164 | 0.4007 | 0.345053 |
| 18 | 0.010808 | 0.083 | 0.467058 |
| 19 | 0.061605 | 0.4732 | 0.318909 |
| 20 | 0.030306 | 0.2328 | 0.408368 |
| 21 | -0.055299 | -0.4248 | 0.336277 |
| 22 | -0.106756 | -0.82 | 0.207756 |
| 23 | -0.013615 | -0.1046 | 0.458534 |
| 24 | -0.09658 | -0.7418 | 0.230562 |
| 25 | -0.066125 | -0.5079 | 0.306703 |
| 26 | 0.028945 | 0.2223 | 0.412413 |
| 27 | -0.040038 | -0.3075 | 0.379759 |
| 28 | -0.053186 | -0.4085 | 0.342183 |
| 29 | -0.082744 | -0.6356 | 0.263758 |
| 30 | -0.005255 | -0.0404 | 0.483968 |
| 31 | -0.035353 | -0.2716 | 0.393456 |
| 32 | -0.025467 | -0.1956 | 0.422791 |
| 33 | 0.003315 | 0.0255 | 0.489887 |
| 34 | -0.051764 | -0.3976 | 0.346179 |
| 35 | 0.018891 | 0.1451 | 0.442562 |
| 36 | 0.036944 | 0.2838 | 0.388788 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.375361 | 2.8832 | 0.002743 |
| 2 | 0.190911 | 1.4664 | 0.073923 |
| 3 | 0.127719 | 0.981 | 0.165292 |
| 4 | -0.104694 | -0.8042 | 0.212264 |
| 5 | -0.247545 | -1.9014 | 0.031066 |
| 6 | -0.025092 | -0.1927 | 0.423915 |
| 7 | -0.146267 | -1.1235 | 0.132888 |
| 8 | -0.183342 | -1.4083 | 0.082148 |
| 9 | 0.137465 | 1.0559 | 0.147662 |
| 10 | -0.08854 | -0.6801 | 0.249554 |
| 11 | 0.089623 | 0.6884 | 0.246947 |
| 12 | -0.050903 | -0.391 | 0.348606 |
| 13 | -0.1427 | -1.0961 | 0.138745 |
| 14 | -0.043323 | -0.3328 | 0.370243 |
| 15 | 0.102647 | 0.7884 | 0.216797 |
| 16 | 0.104851 | 0.8054 | 0.211919 |
| 17 | -0.035411 | -0.272 | 0.393286 |
| 18 | -0.214383 | -1.6467 | 0.052467 |
| 19 | 0.058134 | 0.4465 | 0.328422 |
| 20 | 0.020449 | 0.1571 | 0.437863 |
| 21 | -0.107457 | -0.8254 | 0.206236 |
| 22 | -0.125189 | -0.9616 | 0.170088 |
| 23 | 0.143831 | 1.1048 | 0.136868 |
| 24 | 5e-05 | 4e-04 | 0.499847 |
| 25 | -0.020337 | -0.1562 | 0.4382 |
| 26 | -0.013561 | -0.1042 | 0.458695 |
| 27 | -0.08607 | -0.6611 | 0.255556 |
| 28 | -0.046895 | -0.3602 | 0.35999 |
| 29 | -0.131694 | -1.0116 | 0.157939 |
| 30 | 0.06148 | 0.4722 | 0.319249 |
| 31 | 0.012058 | 0.0926 | 0.463261 |
| 32 | -0.113337 | -0.8706 | 0.193761 |
| 33 | 0.142543 | 1.0949 | 0.139007 |
| 34 | -0.145724 | -1.1193 | 0.133768 |
| 35 | -0.066568 | -0.5113 | 0.305519 |
| 36 | 0.031161 | 0.2394 | 0.405831 |
