| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.388258 | 2.7178 | 0.00453 |
| 2 | 0.260445 | 1.8231 | 0.037195 |
| 3 | 0.467458 | 3.2722 | 0.00098 |
| 4 | 0.335715 | 2.35 | 0.011423 |
| 5 | 0.191025 | 1.3372 | 0.09367 |
| 6 | 0.170969 | 1.1968 | 0.118575 |
| 7 | 0.214939 | 1.5046 | 0.069426 |
| 8 | 0.060764 | 0.4253 | 0.336222 |
| 9 | -0.058451 | -0.4092 | 0.342104 |
| 10 | 0.072047 | 0.5043 | 0.308146 |
| 11 | -0.136121 | -0.9528 | 0.172672 |
| 12 | -0.225324 | -1.5773 | 0.060584 |
| 13 | -0.039691 | -0.2778 | 0.391153 |
| 14 | -0.188667 | -1.3207 | 0.096374 |
| 15 | -0.222335 | -1.5563 | 0.063031 |
| 16 | -0.184829 | -1.2938 | 0.1009 |
| 17 | -0.140906 | -0.9863 | 0.164405 |
| 18 | -0.143165 | -1.0022 | 0.160597 |
| 19 | -0.067753 | -0.4743 | 0.318708 |
| 20 | -0.097055 | -0.6794 | 0.250046 |
| 21 | -0.068969 | -0.4828 | 0.315701 |
| 22 | 0.0326 | 0.2282 | 0.410221 |
| 23 | 0.043643 | 0.3055 | 0.380639 |
| 24 | -0.086824 | -0.6078 | 0.273074 |
| 25 | 0.08158 | 0.5711 | 0.285284 |
| 26 | 0.158305 | 1.1081 | 0.136606 |
| 27 | -0.012234 | -0.0856 | 0.46605 |
| 28 | -0.038134 | -0.2669 | 0.395319 |
| 29 | 0.045339 | 0.3174 | 0.376153 |
| 30 | -0.012312 | -0.0862 | 0.465837 |
| 31 | -0.125539 | -0.8788 | 0.191906 |
| 32 | -0.018103 | -0.1267 | 0.449841 |
| 33 | -0.019541 | -0.1368 | 0.44588 |
| 34 | -0.099164 | -0.6941 | 0.245433 |
| 35 | -0.081835 | -0.5728 | 0.284685 |
| 36 | -0.071669 | -0.5017 | 0.309068 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.388258 | 2.7178 | 0.00453 |
| 2 | 0.129172 | 0.9042 | 0.185156 |
| 3 | 0.394268 | 2.7599 | 0.004055 |
| 4 | 0.070143 | 0.491 | 0.312809 |
| 5 | -0.02704 | -0.1893 | 0.425328 |
| 6 | -0.093416 | -0.6539 | 0.258114 |
| 7 | 0.045191 | 0.3163 | 0.376545 |
| 8 | -0.121255 | -0.8488 | 0.200063 |
| 9 | -0.141842 | -0.9929 | 0.16282 |
| 10 | 0.052475 | 0.3673 | 0.357479 |
| 11 | -0.228803 | -1.6016 | 0.057834 |
| 12 | -0.092452 | -0.6472 | 0.260273 |
| 13 | 0.099308 | 0.6952 | 0.245122 |
| 14 | -0.102956 | -0.7207 | 0.237261 |
| 15 | 0.042881 | 0.3002 | 0.382661 |
| 16 | -0.051543 | -0.3608 | 0.359901 |
| 17 | 0.034389 | 0.2407 | 0.405387 |
| 18 | 0.049078 | 0.3435 | 0.366328 |
| 19 | 0.196449 | 1.3751 | 0.087671 |
| 20 | -0.14053 | -0.9837 | 0.165045 |
| 21 | 0.064953 | 0.4547 | 0.325676 |
| 22 | 0.091552 | 0.6409 | 0.262299 |
| 23 | -0.048618 | -0.3403 | 0.367533 |
| 24 | -0.145236 | -1.0167 | 0.157156 |
| 25 | 0.126057 | 0.8824 | 0.190935 |
| 26 | -0.015442 | -0.1081 | 0.45718 |
| 27 | -0.09762 | -0.6833 | 0.248806 |
| 28 | -0.12051 | -0.8436 | 0.201504 |
| 29 | -0.105249 | -0.7367 | 0.232396 |
| 30 | -0.047581 | -0.3331 | 0.370251 |
| 31 | -0.038669 | -0.2707 | 0.393885 |
| 32 | -0.015251 | -0.1068 | 0.45771 |
| 33 | 0.052613 | 0.3683 | 0.357121 |
| 34 | 0.128327 | 0.8983 | 0.186712 |
| 35 | -0.025584 | -0.1791 | 0.429302 |
| 36 | -0.069393 | -0.4858 | 0.314654 |
