| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.449782 | 3.484 | 0.000464 |
| 2 | 0.388688 | 3.0108 | 0.001904 |
| 3 | 0.509106 | 3.9435 | 0.000106 |
| 4 | 0.275892 | 2.137 | 0.01834 |
| 5 | 0.371468 | 2.8774 | 0.002773 |
| 6 | 0.440997 | 3.416 | 0.000573 |
| 7 | 0.299253 | 2.318 | 0.011938 |
| 8 | 0.160404 | 1.2425 | 0.109446 |
| 9 | 0.22416 | 1.7363 | 0.043818 |
| 10 | 0.155222 | 1.2023 | 0.116978 |
| 11 | 0.151266 | 1.1717 | 0.122974 |
| 12 | 0.298584 | 2.3128 | 0.012089 |
| 13 | 0.151532 | 1.1738 | 0.122565 |
| 14 | 0.081779 | 0.6335 | 0.264422 |
| 15 | 0.030138 | 0.2334 | 0.408104 |
| 16 | 0.012693 | 0.0983 | 0.461002 |
| 17 | 0.078106 | 0.605 | 0.273728 |
| 18 | 0.071882 | 0.5568 | 0.28987 |
| 19 | 0.110915 | 0.8591 | 0.19684 |
| 20 | -0.027557 | -0.2135 | 0.415847 |
| 21 | -0.026298 | -0.2037 | 0.419637 |
| 22 | -0.021245 | -0.1646 | 0.434921 |
| 23 | -0.022093 | -0.1711 | 0.432347 |
| 24 | 0.061596 | 0.4771 | 0.317505 |
| 25 | -0.03308 | -0.2562 | 0.399321 |
| 26 | -0.138916 | -1.076 | 0.143109 |
| 27 | -0.135936 | -1.053 | 0.148292 |
| 28 | -0.110666 | -0.8572 | 0.197369 |
| 29 | -0.138178 | -1.0703 | 0.144381 |
| 30 | -0.072549 | -0.562 | 0.288117 |
| 31 | -0.070441 | -0.5456 | 0.29367 |
| 32 | -0.226889 | -1.7575 | 0.041969 |
| 33 | -0.076861 | -0.5954 | 0.276919 |
| 34 | -0.186902 | -1.4477 | 0.076448 |
| 35 | -0.182838 | -1.4163 | 0.080936 |
| 36 | -0.016685 | -0.1292 | 0.4488 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.449782 | 3.484 | 0.000464 |
| 2 | 0.233653 | 1.8099 | 0.037663 |
| 3 | 0.358069 | 2.7736 | 0.003689 |
| 4 | -0.092624 | -0.7175 | 0.237937 |
| 5 | 0.18728 | 1.4507 | 0.07604 |
| 6 | 0.161943 | 1.2544 | 0.10728 |
| 7 | 0.029801 | 0.2308 | 0.409112 |
| 8 | -0.26561 | -2.0574 | 0.022001 |
| 9 | 0.008318 | 0.0644 | 0.474421 |
| 10 | -0.025979 | -0.2012 | 0.420599 |
| 11 | 0.07243 | 0.561 | 0.288429 |
| 12 | 0.139116 | 1.0776 | 0.142766 |
| 13 | -0.022741 | -0.1762 | 0.430384 |
| 14 | -0.05892 | -0.4564 | 0.324878 |
| 15 | -0.205781 | -1.594 | 0.058099 |
| 16 | -0.008756 | -0.0678 | 0.473076 |
| 17 | 0.061511 | 0.4765 | 0.317738 |
| 18 | 0.022431 | 0.1738 | 0.431323 |
| 19 | 0.092957 | 0.72 | 0.237146 |
| 20 | -0.081513 | -0.6314 | 0.265089 |
| 21 | 0.025091 | 0.1944 | 0.423277 |
| 22 | -0.0761 | -0.5895 | 0.27888 |
| 23 | 0.010231 | 0.0793 | 0.468548 |
| 24 | 0.006792 | 0.0526 | 0.479109 |
| 25 | -0.07747 | -0.6001 | 0.275356 |
| 26 | -0.181363 | -1.4048 | 0.082614 |
| 27 | 0.003588 | 0.0278 | 0.488958 |
| 28 | 0.076108 | 0.5895 | 0.278861 |
| 29 | -0.036071 | -0.2794 | 0.390449 |
| 30 | -0.005305 | -0.0411 | 0.48368 |
| 31 | -0.012713 | -0.0985 | 0.460942 |
| 32 | -0.069983 | -0.5421 | 0.294884 |
| 33 | 0.160714 | 1.2449 | 0.109007 |
| 34 | -0.166323 | -1.2883 | 0.101288 |
| 35 | 0.016499 | 0.1278 | 0.449367 |
| 36 | 0.008836 | 0.0684 | 0.472829 |
