| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.249461 | 2.1748 | 0.01638 |
| 2 | -0.196184 | -1.7103 | 0.045646 |
| 3 | -0.536536 | -4.6774 | 6e-06 |
| 4 | -0.443302 | -3.8646 | 0.000116 |
| 5 | -0.05716 | -0.4983 | 0.309854 |
| 6 | 0.220622 | 1.9233 | 0.029091 |
| 7 | 0.356159 | 3.1049 | 0.001337 |
| 8 | 0.20699 | 1.8045 | 0.037558 |
| 9 | -0.036701 | -0.32 | 0.374942 |
| 10 | -0.135578 | -1.1819 | 0.120458 |
| 11 | -0.108545 | -0.9463 | 0.173505 |
| 12 | -0.231747 | -2.0203 | 0.023437 |
| 13 | -0.021878 | -0.1907 | 0.424624 |
| 14 | 0.146188 | 1.2744 | 0.103196 |
| 15 | 0.192054 | 1.6743 | 0.049093 |
| 16 | 0.069065 | 0.6021 | 0.274451 |
| 17 | -0.089592 | -0.781 | 0.218602 |
| 18 | -0.08025 | -0.6996 | 0.243155 |
| 19 | -0.169425 | -1.477 | 0.071902 |
| 20 | 0.044582 | 0.3887 | 0.349309 |
| 21 | 0.219496 | 1.9135 | 0.029724 |
| 22 | 0.067901 | 0.592 | 0.27782 |
| 23 | -0.045885 | -0.4 | 0.345135 |
| 24 | -0.230151 | -2.0064 | 0.024185 |
| 25 | -0.036904 | -0.3217 | 0.374274 |
| 26 | 0.105053 | 0.9158 | 0.181326 |
| 27 | 0.150205 | 1.3095 | 0.097162 |
| 28 | 0.023008 | 0.2006 | 0.420782 |
| 29 | -0.085356 | -0.7441 | 0.229549 |
| 30 | -0.230245 | -2.0072 | 0.02414 |
| 31 | 0.040546 | 0.3535 | 0.362358 |
| 32 | 0.149045 | 1.2993 | 0.098877 |
| 33 | 0.146259 | 1.2751 | 0.103086 |
| 34 | 0.071709 | 0.6251 | 0.266876 |
| 35 | -0.1356 | -1.1821 | 0.120419 |
| 36 | -0.19674 | -1.7151 | 0.045198 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.249461 | 2.1748 | 0.01638 |
| 2 | -0.275563 | -2.4023 | 0.009367 |
| 3 | -0.467789 | -4.0781 | 5.5e-05 |
| 4 | -0.369166 | -3.2183 | 0.000948 |
| 5 | -0.220379 | -1.9212 | 0.029227 |
| 6 | -0.268919 | -2.3444 | 0.010836 |
| 7 | -0.185486 | -1.617 | 0.055008 |
| 8 | -0.183264 | -1.5977 | 0.057135 |
| 9 | -0.196828 | -1.7159 | 0.045126 |
| 10 | -0.052321 | -0.4561 | 0.324801 |
| 11 | 0.096776 | 0.8437 | 0.20075 |
| 12 | -0.265813 | -2.3173 | 0.011591 |
| 13 | -0.057018 | -0.4971 | 0.310287 |
| 14 | 0.086713 | 0.7559 | 0.226009 |
| 15 | -0.002467 | -0.0215 | 0.49145 |
| 16 | -0.114083 | -0.9946 | 0.161555 |
| 17 | -0.094618 | -0.8249 | 0.206017 |
| 18 | 0.006454 | 0.0563 | 0.477639 |
| 19 | -0.252388 | -2.2003 | 0.015413 |
| 20 | -0.036892 | -0.3216 | 0.374313 |
| 21 | 0.165472 | 1.4426 | 0.076628 |
| 22 | -0.118459 | -1.0327 | 0.15251 |
| 23 | 0.059294 | 0.5169 | 0.303359 |
| 24 | -0.116161 | -1.0127 | 0.157215 |
| 25 | 0.066125 | 0.5765 | 0.283001 |
| 26 | 0.169369 | 1.4765 | 0.071967 |
| 27 | 0.171117 | 1.4918 | 0.06995 |
| 28 | -0.097011 | -0.8457 | 0.200182 |
| 29 | -0.013632 | -0.1188 | 0.452857 |
| 30 | -0.120259 | -1.0484 | 0.14889 |
| 31 | -0.003384 | -0.0295 | 0.488272 |
| 32 | -0.06757 | -0.5891 | 0.278785 |
| 33 | 0.04723 | 0.4117 | 0.340845 |
| 34 | 0.112674 | 0.9823 | 0.164543 |
| 35 | 0.084331 | 0.7352 | 0.232247 |
| 36 | -0.158782 | -1.3842 | 0.085169 |
