| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.120322 | 0.9242 | 0.179571 |
| 2 | -0.162827 | -1.2507 | 0.107991 |
| 3 | -0.137566 | -1.0567 | 0.147486 |
| 4 | -0.129208 | -0.9925 | 0.162511 |
| 5 | 0.131647 | 1.0112 | 0.158024 |
| 6 | 0.240196 | 1.845 | 0.035031 |
| 7 | 0.128761 | 0.989 | 0.163343 |
| 8 | -0.183677 | -1.4109 | 0.08177 |
| 9 | -0.171827 | -1.3198 | 0.095995 |
| 10 | -0.212559 | -1.6327 | 0.05393 |
| 11 | 0.134164 | 1.0305 | 0.153482 |
| 12 | 0.651687 | 5.0057 | 3e-06 |
| 13 | -0.021117 | -0.1622 | 0.43585 |
| 14 | -0.176951 | -1.3592 | 0.08963 |
| 15 | -0.169212 | -1.2997 | 0.099372 |
| 16 | -0.162687 | -1.2496 | 0.108186 |
| 17 | 0.077384 | 0.5944 | 0.277259 |
| 18 | 0.137071 | 1.0529 | 0.148348 |
| 19 | 0.041921 | 0.322 | 0.374296 |
| 20 | -0.235954 | -1.8124 | 0.037507 |
| 21 | -0.211179 | -1.6221 | 0.055058 |
| 22 | -0.189562 | -1.4561 | 0.075339 |
| 23 | 0.09375 | 0.7201 | 0.237151 |
| 24 | 0.432419 | 3.3215 | 0.00077 |
| 25 | -0.075555 | -0.5804 | 0.281944 |
| 26 | -0.16779 | -1.2888 | 0.101246 |
| 27 | -0.118511 | -0.9103 | 0.183184 |
| 28 | -0.098393 | -0.7558 | 0.226397 |
| 29 | 0.054869 | 0.4215 | 0.337476 |
| 30 | 0.094237 | 0.7238 | 0.236011 |
| 31 | 0.031552 | 0.2424 | 0.404672 |
| 32 | -0.193427 | -1.4857 | 0.071336 |
| 33 | -0.134406 | -1.0324 | 0.153051 |
| 34 | -0.081395 | -0.6252 | 0.267124 |
| 35 | 0.090715 | 0.6968 | 0.244333 |
| 36 | 0.248547 | 1.9091 | 0.030557 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.120322 | 0.9242 | 0.179571 |
| 2 | -0.179909 | -1.3819 | 0.086105 |
| 3 | -0.097316 | -0.7475 | 0.228866 |
| 4 | -0.134896 | -1.0362 | 0.152179 |
| 5 | 0.132866 | 1.0206 | 0.155814 |
| 6 | 0.167078 | 1.2834 | 0.102193 |
| 7 | 0.111449 | 0.8561 | 0.197716 |
| 8 | -0.155955 | -1.1979 | 0.11787 |
| 9 | -0.047821 | -0.3673 | 0.357346 |
| 10 | -0.223623 | -1.7177 | 0.04555 |
| 11 | 0.130353 | 1.0013 | 0.160395 |
| 12 | 0.573355 | 4.404 | 2.3e-05 |
| 13 | -0.205631 | -1.5795 | 0.059786 |
| 14 | -0.041699 | -0.3203 | 0.374937 |
| 15 | -0.056477 | -0.4338 | 0.333005 |
| 16 | -0.104582 | -0.8033 | 0.21251 |
| 17 | -0.050512 | -0.388 | 0.349711 |
| 18 | -0.163405 | -1.2551 | 0.107188 |
| 19 | -0.058987 | -0.4531 | 0.326073 |
| 20 | -0.065009 | -0.4993 | 0.309697 |
| 21 | -0.059381 | -0.4561 | 0.324991 |
| 22 | 0.032456 | 0.2493 | 0.401996 |
| 23 | -0.106834 | -0.8206 | 0.207587 |
| 24 | 0.033158 | 0.2547 | 0.399923 |
| 25 | -0.012966 | -0.0996 | 0.460503 |
| 26 | -0.058681 | -0.4507 | 0.326915 |
| 27 | 0.091621 | 0.7038 | 0.242177 |
| 28 | 0.005895 | 0.0453 | 0.482018 |
| 29 | -0.065519 | -0.5033 | 0.308328 |
| 30 | -0.031791 | -0.2442 | 0.403965 |
| 31 | -0.02589 | -0.1989 | 0.421525 |
| 32 | 0.028782 | 0.2211 | 0.412897 |
| 33 | 0.015534 | 0.1193 | 0.452713 |
| 34 | 0.033976 | 0.261 | 0.39751 |
| 35 | -0.040924 | -0.3143 | 0.377186 |
| 36 | -0.154918 | -1.19 | 0.119416 |
