| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.43148 | 3.3143 | 0.000787 |
| 2 | 0.040742 | 0.3129 | 0.377714 |
| 3 | -0.228419 | -1.7545 | 0.042267 |
| 4 | -0.325768 | -2.5023 | 0.007566 |
| 5 | -0.17268 | -1.3264 | 0.094913 |
| 6 | 0.028311 | 0.2175 | 0.414299 |
| 7 | 0.113985 | 0.8755 | 0.192417 |
| 8 | 0.225139 | 1.7293 | 0.04449 |
| 9 | 0.178023 | 1.3674 | 0.08834 |
| 10 | 0.030441 | 0.2338 | 0.407967 |
| 11 | -0.069238 | -0.5318 | 0.298422 |
| 12 | -0.160326 | -1.2315 | 0.111513 |
| 13 | -0.131146 | -1.0074 | 0.158939 |
| 14 | -0.00383 | -0.0294 | 0.488315 |
| 15 | 0.02899 | 0.2227 | 0.412279 |
| 16 | 0.06545 | 0.5027 | 0.308513 |
| 17 | -0.007438 | -0.0571 | 0.477316 |
| 18 | 0.036302 | 0.2788 | 0.390671 |
| 19 | 0.04204 | 0.3229 | 0.373951 |
| 20 | 0.004825 | 0.0371 | 0.485282 |
| 21 | -0.072722 | -0.5586 | 0.289277 |
| 22 | -0.057084 | -0.4385 | 0.331324 |
| 23 | -0.053676 | -0.4123 | 0.340811 |
| 24 | -0.017216 | -0.1322 | 0.447624 |
| 25 | 0.053607 | 0.4118 | 0.341004 |
| 26 | 0.026292 | 0.202 | 0.420323 |
| 27 | 0.044261 | 0.34 | 0.367542 |
| 28 | 0.003406 | 0.0262 | 0.489609 |
| 29 | -0.147816 | -1.1354 | 0.1304 |
| 30 | -0.200902 | -1.5432 | 0.06407 |
| 31 | -0.145951 | -1.1211 | 0.1334 |
| 32 | -0.075129 | -0.5771 | 0.283043 |
| 33 | 0.020155 | 0.1548 | 0.438749 |
| 34 | 0.121699 | 0.9348 | 0.176853 |
| 35 | 0.055072 | 0.423 | 0.33691 |
| 36 | -0.020145 | -0.1547 | 0.438778 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.43148 | 3.3143 | 0.000787 |
| 2 | -0.178704 | -1.3727 | 0.087528 |
| 3 | -0.218361 | -1.6773 | 0.049391 |
| 4 | -0.161989 | -1.2443 | 0.109162 |
| 5 | 0.036277 | 0.2787 | 0.390743 |
| 6 | 0.054978 | 0.4223 | 0.337172 |
| 7 | -0.022316 | -0.1714 | 0.432243 |
| 8 | 0.144854 | 1.1126 | 0.135187 |
| 9 | 0.045309 | 0.348 | 0.36453 |
| 10 | -0.031412 | -0.2413 | 0.405089 |
| 11 | 0.001489 | 0.0114 | 0.495456 |
| 12 | -0.050899 | -0.391 | 0.348616 |
| 13 | -0.000469 | -0.0036 | 0.498568 |
| 14 | 0.035545 | 0.273 | 0.392893 |
| 15 | -0.059529 | -0.4572 | 0.324585 |
| 16 | -0.002706 | -0.0208 | 0.491745 |
| 17 | -0.097331 | -0.7476 | 0.228832 |
| 18 | 0.121531 | 0.9335 | 0.177184 |
| 19 | 0.01723 | 0.1323 | 0.44758 |
| 20 | -0.023929 | -0.1838 | 0.4274 |
| 21 | -0.067157 | -0.5158 | 0.303947 |
| 22 | 0.032355 | 0.2485 | 0.402295 |
| 23 | -0.017514 | -0.1345 | 0.446723 |
| 24 | -0.034863 | -0.2678 | 0.394898 |
| 25 | 0.056898 | 0.437 | 0.331838 |
| 26 | -0.041719 | -0.3204 | 0.37488 |
| 27 | 0.028817 | 0.2213 | 0.412794 |
| 28 | -0.037405 | -0.2873 | 0.38744 |
| 29 | -0.165569 | -1.2718 | 0.104225 |
| 30 | -0.089109 | -0.6845 | 0.248182 |
| 31 | 0.000978 | 0.0075 | 0.497015 |
| 32 | -0.061567 | -0.4729 | 0.319013 |
| 33 | -0.069241 | -0.5319 | 0.298413 |
| 34 | 0.043005 | 0.3303 | 0.371161 |
| 35 | -0.041566 | -0.3193 | 0.375324 |
| 36 | -0.063601 | -0.4885 | 0.313492 |
