| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.311882 | 2.1382 | 0.018867 |
| 2 | 0.239559 | 1.6423 | 0.053598 |
| 3 | -0.397598 | -2.7258 | 0.004492 |
| 4 | -0.289991 | -1.9881 | 0.026323 |
| 5 | -0.265892 | -1.8229 | 0.037344 |
| 6 | 0.026746 | 0.1834 | 0.427651 |
| 7 | 0.116739 | 0.8003 | 0.213776 |
| 8 | 0.226502 | 1.5528 | 0.063587 |
| 9 | 0.131673 | 0.9027 | 0.185644 |
| 10 | -0.074532 | -0.511 | 0.305884 |
| 11 | -0.245478 | -1.6829 | 0.049513 |
| 12 | -0.45853 | -3.1435 | 0.001445 |
| 13 | -0.2567 | -1.7598 | 0.04247 |
| 14 | -0.160996 | -1.1037 | 0.137664 |
| 15 | 0.124311 | 0.8522 | 0.199202 |
| 16 | 0.104893 | 0.7191 | 0.237817 |
| 17 | 0.166579 | 1.142 | 0.129618 |
| 18 | 0.025242 | 0.173 | 0.431678 |
| 19 | 0.144834 | 0.9929 | 0.162913 |
| 20 | -0.062986 | -0.4318 | 0.333927 |
| 21 | 0.096244 | 0.6598 | 0.256297 |
| 22 | -0.136275 | -0.9343 | 0.177474 |
| 23 | 0.093543 | 0.6413 | 0.262222 |
| 24 | 0.007028 | 0.0482 | 0.480888 |
| 25 | 0.15118 | 1.0364 | 0.15265 |
| 26 | 0.063354 | 0.4343 | 0.333016 |
| 27 | 0.05602 | 0.3841 | 0.351336 |
| 28 | -0.033534 | -0.2299 | 0.409585 |
| 29 | -0.063792 | -0.4373 | 0.331935 |
| 30 | -0.08592 | -0.589 | 0.279328 |
| 31 | -0.116259 | -0.797 | 0.21472 |
| 32 | -0.015263 | -0.1046 | 0.458553 |
| 33 | -0.061448 | -0.4213 | 0.337739 |
| 34 | 0.095727 | 0.6563 | 0.257426 |
| 35 | 0.022681 | 0.1555 | 0.438549 |
| 36 | 0.042751 | 0.2931 | 0.385373 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.311882 | 2.1382 | 0.018867 |
| 2 | 0.15762 | 1.0806 | 0.142697 |
| 3 | -0.579 | -3.9694 | 0.000123 |
| 4 | -0.073253 | -0.5022 | 0.308936 |
| 5 | 0.192375 | 1.3189 | 0.096804 |
| 6 | -0.058563 | -0.4015 | 0.344941 |
| 7 | -0.075555 | -0.518 | 0.303451 |
| 8 | 0.149323 | 1.0237 | 0.155607 |
| 9 | 0.050363 | 0.3453 | 0.365715 |
| 10 | -0.31334 | -2.1482 | 0.018443 |
| 11 | -0.154695 | -1.0605 | 0.14716 |
| 12 | -0.22367 | -1.5334 | 0.06594 |
| 13 | -0.049524 | -0.3395 | 0.367867 |
| 14 | -0.11192 | -0.7673 | 0.223375 |
| 15 | -0.22109 | -1.5157 | 0.068145 |
| 16 | -0.156336 | -1.0718 | 0.144644 |
| 17 | 0.025219 | 0.1729 | 0.431739 |
| 18 | -0.053249 | -0.3651 | 0.358353 |
| 19 | 0.172603 | 1.1833 | 0.121319 |
| 20 | -0.106882 | -0.7327 | 0.233677 |
| 21 | 0.056832 | 0.3896 | 0.34929 |
| 22 | -0.123326 | -0.8455 | 0.201063 |
| 23 | -0.031264 | -0.2143 | 0.415605 |
| 24 | -0.061567 | -0.4221 | 0.337445 |
| 25 | -0.139862 | -0.9588 | 0.171272 |
| 26 | -0.058215 | -0.3991 | 0.345812 |
| 27 | -0.079565 | -0.5455 | 0.294005 |
| 28 | -0.124758 | -0.8553 | 0.198362 |
| 29 | -0.088403 | -0.6061 | 0.273695 |
| 30 | -0.007418 | -0.0509 | 0.479827 |
| 31 | 0.00516 | 0.0354 | 0.485964 |
| 32 | -0.012074 | -0.0828 | 0.467192 |
| 33 | -0.069913 | -0.4793 | 0.316974 |
| 34 | -0.024889 | -0.1706 | 0.432624 |
| 35 | 0.08566 | 0.5873 | 0.279921 |
| 36 | -0.154581 | -1.0598 | 0.147337 |
