| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.516417 | 3.5404 | 0.000457 |
| 2 | 0.05003 | 0.343 | 0.366569 |
| 3 | -0.297759 | -2.0413 | 0.023427 |
| 4 | -0.473866 | -3.2487 | 0.001072 |
| 5 | -0.209598 | -1.4369 | 0.07868 |
| 6 | -0.006079 | -0.0417 | 0.483468 |
| 7 | 0.167441 | 1.1479 | 0.128406 |
| 8 | 0.359559 | 2.465 | 0.008705 |
| 9 | 0.252611 | 1.7318 | 0.044933 |
| 10 | 0.031458 | 0.2157 | 0.415092 |
| 11 | -0.207266 | -1.4209 | 0.080967 |
| 12 | -0.445989 | -3.0575 | 0.001838 |
| 13 | -0.327423 | -2.2447 | 0.014767 |
| 14 | -0.146614 | -1.0051 | 0.15999 |
| 15 | -0.022533 | -0.1545 | 0.438946 |
| 16 | 0.127528 | 0.8743 | 0.193203 |
| 17 | 0.10002 | 0.6857 | 0.248135 |
| 18 | 0.142792 | 0.9789 | 0.166313 |
| 19 | 0.067713 | 0.4642 | 0.322317 |
| 20 | -0.04615 | -0.3164 | 0.376553 |
| 21 | -0.097023 | -0.6652 | 0.2546 |
| 22 | -0.157055 | -1.0767 | 0.143552 |
| 23 | -0.098489 | -0.6752 | 0.251427 |
| 24 | -0.004035 | -0.0277 | 0.489025 |
| 25 | 0.076494 | 0.5244 | 0.301226 |
| 26 | 0.108706 | 0.7452 | 0.229916 |
| 27 | 0.119328 | 0.8181 | 0.208723 |
| 28 | 0.053782 | 0.3687 | 0.356999 |
| 29 | -0.052044 | -0.3568 | 0.36142 |
| 30 | -0.132263 | -0.9067 | 0.184583 |
| 31 | -0.129024 | -0.8845 | 0.190453 |
| 32 | -0.036065 | -0.2472 | 0.402897 |
| 33 | 0.039698 | 0.2722 | 0.393348 |
| 34 | 0.128264 | 0.8793 | 0.191847 |
| 35 | 0.079914 | 0.5479 | 0.293188 |
| 36 | 0.0125 | 0.0857 | 0.466038 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.516417 | 3.5404 | 0.000457 |
| 2 | -0.295449 | -2.0255 | 0.024258 |
| 3 | -0.266925 | -1.8299 | 0.036802 |
| 4 | -0.248477 | -1.7035 | 0.047542 |
| 5 | 0.222039 | 1.5222 | 0.067326 |
| 6 | -0.115065 | -0.7888 | 0.217082 |
| 7 | 0.042345 | 0.2903 | 0.38643 |
| 8 | 0.247264 | 1.6952 | 0.048331 |
| 9 | -0.002523 | -0.0173 | 0.493136 |
| 10 | -0.136038 | -0.9326 | 0.177888 |
| 11 | -0.084092 | -0.5765 | 0.283513 |
| 12 | -0.187126 | -1.2829 | 0.102914 |
| 13 | -0.00183 | -0.0125 | 0.495021 |
| 14 | -0.149967 | -1.0281 | 0.154577 |
| 15 | -0.187343 | -1.2844 | 0.102656 |
| 16 | -0.074431 | -0.5103 | 0.306124 |
| 17 | -0.044106 | -0.3024 | 0.38185 |
| 18 | 0.15277 | 1.0473 | 0.150149 |
| 19 | -0.084395 | -0.5786 | 0.282816 |
| 20 | 0.145926 | 1.0004 | 0.161115 |
| 21 | 0.00414 | 0.0284 | 0.488739 |
| 22 | -0.067608 | -0.4635 | 0.322575 |
| 23 | -0.056561 | -0.3878 | 0.349972 |
| 24 | -0.081947 | -0.5618 | 0.28846 |
| 25 | -0.010477 | -0.0718 | 0.471523 |
| 26 | -0.188263 | -1.2907 | 0.101566 |
| 27 | -0.017607 | -0.1207 | 0.452217 |
| 28 | -0.065606 | -0.4498 | 0.327471 |
| 29 | -0.134628 | -0.923 | 0.18037 |
| 30 | 0.017363 | 0.119 | 0.452877 |
| 31 | 0.035216 | 0.2414 | 0.405138 |
| 32 | 0.060334 | 0.4136 | 0.340514 |
| 33 | -0.018013 | -0.1235 | 0.451124 |
| 34 | 0.076982 | 0.5278 | 0.300074 |
| 35 | -0.078353 | -0.5372 | 0.296845 |
| 36 | -0.107498 | -0.737 | 0.232401 |
