| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.315984 | 2.1663 | 0.017697 |
| 2 | 0.260015 | 1.7826 | 0.040558 |
| 3 | -0.401788 | -2.7545 | 0.004167 |
| 4 | -0.248872 | -1.7062 | 0.047288 |
| 5 | -0.245446 | -1.6827 | 0.049534 |
| 6 | 0.064707 | 0.4436 | 0.329681 |
| 7 | 0.118675 | 0.8136 | 0.209989 |
| 8 | 0.194245 | 1.3317 | 0.094694 |
| 9 | 0.098253 | 0.6736 | 0.251936 |
| 10 | -0.113532 | -0.7783 | 0.220136 |
| 11 | -0.238379 | -1.6342 | 0.054445 |
| 12 | -0.448522 | -3.0749 | 0.001751 |
| 13 | -0.265099 | -1.8174 | 0.037765 |
| 14 | -0.177478 | -1.2167 | 0.114892 |
| 15 | 0.088161 | 0.6044 | 0.274241 |
| 16 | 0.074826 | 0.513 | 0.305183 |
| 17 | 0.159237 | 1.0917 | 0.14027 |
| 18 | 0.010087 | 0.0692 | 0.47258 |
| 19 | 0.146685 | 1.0056 | 0.159874 |
| 20 | -0.040364 | -0.2767 | 0.391603 |
| 21 | 0.11895 | 0.8155 | 0.209455 |
| 22 | -0.101386 | -0.6951 | 0.245217 |
| 23 | 0.092619 | 0.635 | 0.264266 |
| 24 | 0.006064 | 0.0416 | 0.483507 |
| 25 | 0.187394 | 1.2847 | 0.102595 |
| 26 | 0.090047 | 0.6173 | 0.269999 |
| 27 | 0.084507 | 0.5794 | 0.282559 |
| 28 | -0.024234 | -0.1661 | 0.434381 |
| 29 | -0.071841 | -0.4925 | 0.312322 |
| 30 | -0.086553 | -0.5934 | 0.277887 |
| 31 | -0.141114 | -0.9674 | 0.169141 |
| 32 | -0.048789 | -0.3345 | 0.369752 |
| 33 | -0.077761 | -0.5331 | 0.298237 |
| 34 | 0.08655 | 0.5934 | 0.277893 |
| 35 | 0.031989 | 0.2193 | 0.41368 |
| 36 | 0.049792 | 0.3414 | 0.367178 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.315984 | 2.1663 | 0.017697 |
| 2 | 0.177935 | 1.2199 | 0.114302 |
| 3 | -0.602939 | -4.1335 | 7.3e-05 |
| 4 | 0.003843 | 0.0263 | 0.489545 |
| 5 | 0.245701 | 1.6844 | 0.049364 |
| 6 | -0.106914 | -0.733 | 0.23361 |
| 7 | -0.06697 | -0.4591 | 0.324131 |
| 8 | 0.150682 | 1.033 | 0.15344 |
| 9 | 0.051734 | 0.3547 | 0.362212 |
| 10 | -0.363601 | -2.4927 | 0.008129 |
| 11 | -0.132661 | -0.9095 | 0.18387 |
| 12 | -0.176339 | -1.2089 | 0.11637 |
| 13 | -0.144441 | -0.9902 | 0.163564 |
| 14 | -0.092556 | -0.6345 | 0.264404 |
| 15 | -0.200137 | -1.3721 | 0.088278 |
| 16 | -0.18999 | -1.3025 | 0.099545 |
| 17 | 0.100684 | 0.6903 | 0.246715 |
| 18 | -0.048876 | -0.3351 | 0.369529 |
| 19 | 0.128951 | 0.884 | 0.190587 |
| 20 | -0.04281 | -0.2935 | 0.385219 |
| 21 | 0.083304 | 0.5711 | 0.285326 |
| 22 | -0.136662 | -0.9369 | 0.176798 |
| 23 | -0.047074 | -0.3227 | 0.374167 |
| 24 | -0.009207 | -0.0631 | 0.474968 |
| 25 | -0.110491 | -0.7575 | 0.226269 |
| 26 | -0.080974 | -0.5551 | 0.29072 |
| 27 | -0.121936 | -0.836 | 0.203706 |
| 28 | -0.031918 | -0.2188 | 0.41387 |
| 29 | -0.009024 | -0.0619 | 0.475467 |
| 30 | -0.084858 | -0.5818 | 0.281755 |
| 31 | -0.014849 | -0.1018 | 0.459674 |
| 32 | 0.053758 | 0.3685 | 0.357059 |
| 33 | 0.002126 | 0.0146 | 0.494215 |
| 34 | -0.014995 | -0.1028 | 0.45928 |
| 35 | 0.067587 | 0.4634 | 0.322625 |
| 36 | -0.091515 | -0.6274 | 0.266719 |
