| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.414411 | 3.21 | 0.001067 |
| 2 | 0.013864 | 0.1074 | 0.457418 |
| 3 | -0.127692 | -0.9891 | 0.163294 |
| 4 | -0.119506 | -0.9257 | 0.179157 |
| 5 | -0.124734 | -0.9662 | 0.168916 |
| 6 | -0.092033 | -0.7129 | 0.23934 |
| 7 | -0.047062 | -0.3645 | 0.358368 |
| 8 | 0.068033 | 0.527 | 0.300074 |
| 9 | 0.090717 | 0.7027 | 0.242484 |
| 10 | -0.036468 | -0.2825 | 0.389275 |
| 11 | -0.320886 | -2.4856 | 0.007869 |
| 12 | -0.400281 | -3.1006 | 0.00147 |
| 13 | -0.138028 | -1.0692 | 0.14464 |
| 14 | 0.133506 | 1.0341 | 0.152613 |
| 15 | 0.177995 | 1.3787 | 0.086547 |
| 16 | 0.110139 | 0.8531 | 0.19849 |
| 17 | 0.086635 | 0.6711 | 0.252376 |
| 18 | 0.023966 | 0.1856 | 0.426677 |
| 19 | 0.05281 | 0.4091 | 0.341976 |
| 20 | -0.061443 | -0.4759 | 0.317925 |
| 21 | -0.053315 | -0.413 | 0.340549 |
| 22 | 0.012727 | 0.0986 | 0.460898 |
| 23 | 0.178897 | 1.3857 | 0.085479 |
| 24 | 0.189748 | 1.4698 | 0.073423 |
| 25 | -0.12003 | -0.9298 | 0.178113 |
| 26 | -0.259038 | -2.0065 | 0.024658 |
| 27 | -0.103119 | -0.7988 | 0.213792 |
| 28 | -0.03294 | -0.2552 | 0.399738 |
| 29 | 0.029477 | 0.2283 | 0.410083 |
| 30 | 0.049981 | 0.3871 | 0.350008 |
| 31 | -0.022951 | -0.1778 | 0.429747 |
| 32 | -0.066589 | -0.5158 | 0.303946 |
| 33 | -0.10104 | -0.7827 | 0.218455 |
| 34 | -0.159044 | -1.2319 | 0.111388 |
| 35 | -0.211419 | -1.6376 | 0.053365 |
| 36 | -0.104626 | -0.8104 | 0.210449 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.414411 | 3.21 | 0.001067 |
| 2 | -0.190606 | -1.4764 | 0.072529 |
| 3 | -0.069588 | -0.539 | 0.295931 |
| 4 | -0.034234 | -0.2652 | 0.395893 |
| 5 | -0.092457 | -0.7162 | 0.238333 |
| 6 | -0.029565 | -0.229 | 0.40982 |
| 7 | -0.023883 | -0.185 | 0.426926 |
| 8 | 0.08407 | 0.6512 | 0.2587 |
| 9 | 0.00209 | 0.0162 | 0.493567 |
| 10 | -0.116463 | -0.9021 | 0.185301 |
| 11 | -0.319274 | -2.4731 | 0.008122 |
| 12 | -0.198964 | -1.5412 | 0.064266 |
| 13 | 0.084557 | 0.655 | 0.257492 |
| 14 | 0.119757 | 0.9276 | 0.178658 |
| 15 | 0.012678 | 0.0982 | 0.461048 |
| 16 | -0.056255 | -0.4358 | 0.33229 |
| 17 | -0.019455 | -0.1507 | 0.44036 |
| 18 | -0.076757 | -0.5946 | 0.277188 |
| 19 | 0.143283 | 1.1099 | 0.135743 |
| 20 | -0.039834 | -0.3086 | 0.379364 |
| 21 | 0.051353 | 0.3978 | 0.346101 |
| 22 | -0.083022 | -0.6431 | 0.261309 |
| 23 | 0.025835 | 0.2001 | 0.421033 |
| 24 | 0.038884 | 0.3012 | 0.382153 |
| 25 | -0.222936 | -1.7269 | 0.04467 |
| 26 | -0.007036 | -0.0545 | 0.478358 |
| 27 | 0.101427 | 0.7856 | 0.217583 |
| 28 | -0.033802 | -0.2618 | 0.397176 |
| 29 | 0.045934 | 0.3558 | 0.361617 |
| 30 | 0.017631 | 0.1366 | 0.445915 |
| 31 | -0.148053 | -1.1468 | 0.128005 |
| 32 | -0.134247 | -1.0399 | 0.151286 |
| 33 | -0.107209 | -0.8304 | 0.204792 |
| 34 | -0.049539 | -0.3837 | 0.351268 |
| 35 | -0.050481 | -0.391 | 0.348582 |
| 36 | -0.091205 | -0.7065 | 0.241314 |
