| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.020251 | 0.1403 | 0.444505 |
| 2 | 0.242302 | 1.6787 | 0.049853 |
| 3 | 0.429169 | 2.9734 | 0.002298 |
| 4 | -0.063189 | -0.4378 | 0.331752 |
| 5 | 0.293556 | 2.0338 | 0.023759 |
| 6 | 0.19359 | 1.3412 | 0.093079 |
| 7 | -0.110715 | -0.7671 | 0.223402 |
| 8 | 0.279147 | 1.934 | 0.029511 |
| 9 | 0.063227 | 0.438 | 0.331659 |
| 10 | -0.096431 | -0.6681 | 0.253637 |
| 11 | 0.092511 | 0.6409 | 0.262307 |
| 12 | -0.132164 | -0.9157 | 0.182211 |
| 13 | -0.01829 | -0.1267 | 0.449846 |
| 14 | 0.06118 | 0.4239 | 0.336778 |
| 15 | -0.052851 | -0.3662 | 0.357926 |
| 16 | -0.017487 | -0.1212 | 0.452039 |
| 17 | 0.092412 | 0.6403 | 0.262527 |
| 18 | -0.035065 | -0.2429 | 0.404545 |
| 19 | -0.143793 | -0.9962 | 0.162068 |
| 20 | 0.030222 | 0.2094 | 0.417518 |
| 21 | -0.044712 | -0.3098 | 0.379038 |
| 22 | -0.114269 | -0.7917 | 0.216222 |
| 23 | 0.114741 | 0.7949 | 0.215279 |
| 24 | -0.217244 | -1.5051 | 0.069424 |
| 25 | -0.056029 | -0.3882 | 0.3498 |
| 26 | -0.017035 | -0.118 | 0.453273 |
| 27 | -0.140653 | -0.9745 | 0.167354 |
| 28 | -0.153601 | -1.0642 | 0.146287 |
| 29 | -0.115444 | -0.7998 | 0.213878 |
| 30 | -0.196851 | -1.3638 | 0.089492 |
| 31 | -0.082679 | -0.5728 | 0.28472 |
| 32 | -0.150107 | -1.04 | 0.151781 |
| 33 | -0.202951 | -1.4061 | 0.08307 |
| 34 | -0.0621 | -0.4302 | 0.334472 |
| 35 | -0.129685 | -0.8985 | 0.186707 |
| 36 | -0.104102 | -0.7212 | 0.23713 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.020251 | 0.1403 | 0.444505 |
| 2 | 0.241991 | 1.6766 | 0.050065 |
| 3 | 0.446891 | 3.0962 | 0.001635 |
| 4 | -0.118691 | -0.8223 | 0.207482 |
| 5 | 0.100936 | 0.6993 | 0.243868 |
| 6 | 0.089335 | 0.6189 | 0.269444 |
| 7 | -0.15993 | -1.108 | 0.136686 |
| 8 | 0.06211 | 0.4303 | 0.334449 |
| 9 | 0.088981 | 0.6165 | 0.270247 |
| 10 | -0.124791 | -0.8646 | 0.195785 |
| 11 | -0.179472 | -1.2434 | 0.109876 |
| 12 | -0.087997 | -0.6097 | 0.272481 |
| 13 | 0.066335 | 0.4596 | 0.323947 |
| 14 | 0.053159 | 0.3683 | 0.357136 |
| 15 | 0.129367 | 0.8963 | 0.187288 |
| 16 | -0.022159 | -0.1535 | 0.439315 |
| 17 | 0.063833 | 0.4423 | 0.330147 |
| 18 | 0.017595 | 0.1219 | 0.451743 |
| 19 | -0.255585 | -1.7707 | 0.041476 |
| 20 | -0.041296 | -0.2861 | 0.388013 |
| 21 | 0.121867 | 0.8443 | 0.20134 |
| 22 | -0.102477 | -0.71 | 0.240575 |
| 23 | 0.029123 | 0.2018 | 0.420474 |
| 24 | -0.129502 | -0.8972 | 0.187041 |
| 25 | -0.047956 | -0.3322 | 0.370574 |
| 26 | -0.108053 | -0.7486 | 0.228871 |
| 27 | 0.216296 | 1.4985 | 0.070271 |
| 28 | -0.152655 | -1.0576 | 0.147761 |
| 29 | -0.176457 | -1.2225 | 0.113738 |
| 30 | -0.075066 | -0.5201 | 0.302702 |
| 31 | -0.044759 | -0.3101 | 0.378913 |
| 32 | -0.064172 | -0.4446 | 0.329304 |
| 33 | 0.041796 | 0.2896 | 0.386697 |
| 34 | 0.068756 | 0.4764 | 0.317992 |
| 35 | -0.026674 | -0.1848 | 0.427081 |
| 36 | 0.004575 | 0.0317 | 0.487422 |
