| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.372555 | 2.8616 | 0.002911 |
| 2 | -0.034791 | -0.2672 | 0.395109 |
| 3 | -0.084266 | -0.6473 | 0.259988 |
| 4 | -0.018394 | -0.1413 | 0.444061 |
| 5 | 0.121364 | 0.9322 | 0.177512 |
| 6 | -0.003835 | -0.0295 | 0.488299 |
| 7 | -0.145811 | -1.12 | 0.133628 |
| 8 | -0.207627 | -1.5948 | 0.058049 |
| 9 | -0.265232 | -2.0373 | 0.023057 |
| 10 | -0.193252 | -1.4844 | 0.071514 |
| 11 | 0.101126 | 0.7768 | 0.220201 |
| 12 | -0.026605 | -0.2044 | 0.419389 |
| 13 | -0.03039 | -0.2334 | 0.408118 |
| 14 | 0.110339 | 0.8475 | 0.200062 |
| 15 | 0.082307 | 0.6322 | 0.264846 |
| 16 | 0.05884 | 0.452 | 0.326477 |
| 17 | 0.150897 | 1.1591 | 0.12555 |
| 18 | 0.229555 | 1.7632 | 0.041519 |
| 19 | 0.224657 | 1.7256 | 0.044825 |
| 20 | -0.097356 | -0.7478 | 0.228774 |
| 21 | -0.252373 | -1.9385 | 0.028675 |
| 22 | 0.000566 | 0.0044 | 0.498272 |
| 23 | 0.029275 | 0.2249 | 0.411431 |
| 24 | -0.059551 | -0.4574 | 0.324526 |
| 25 | -0.139448 | -1.0711 | 0.144239 |
| 26 | -0.205027 | -1.5748 | 0.06032 |
| 27 | -0.137011 | -1.0524 | 0.148453 |
| 28 | 0.055223 | 0.4242 | 0.33649 |
| 29 | 0.115391 | 0.8863 | 0.189518 |
| 30 | 0.116015 | 0.8911 | 0.18824 |
| 31 | 0.020161 | 0.1549 | 0.438731 |
| 32 | -0.049773 | -0.3823 | 0.3518 |
| 33 | 0.083748 | 0.6433 | 0.261266 |
| 34 | 0.080621 | 0.6193 | 0.269063 |
| 35 | -0.006633 | -0.0509 | 0.479771 |
| 36 | 0.037763 | 0.2901 | 0.386393 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.372555 | 2.8616 | 0.002911 |
| 2 | -0.201565 | -1.5483 | 0.063455 |
| 3 | 0.007749 | 0.0595 | 0.476368 |
| 4 | 0.011424 | 0.0878 | 0.465186 |
| 5 | 0.131203 | 1.0078 | 0.158836 |
| 6 | -0.135455 | -1.0404 | 0.151189 |
| 7 | -0.084291 | -0.6475 | 0.259925 |
| 8 | -0.131467 | -1.0098 | 0.158353 |
| 9 | -0.195546 | -1.502 | 0.069213 |
| 10 | -0.105123 | -0.8075 | 0.211321 |
| 11 | 0.213626 | 1.6409 | 0.05307 |
| 12 | -0.235464 | -1.8086 | 0.037802 |
| 13 | 0.133968 | 1.029 | 0.153833 |
| 14 | 0.148501 | 1.1407 | 0.129311 |
| 15 | -0.047202 | -0.3626 | 0.359113 |
| 16 | -0.097639 | -0.75 | 0.228124 |
| 17 | 0.26517 | 2.0368 | 0.023082 |
| 18 | 0.059172 | 0.4545 | 0.325566 |
| 19 | 0.035125 | 0.2698 | 0.394127 |
| 20 | -0.222744 | -1.7109 | 0.046174 |
| 21 | 0.012912 | 0.0992 | 0.460666 |
| 22 | 0.036137 | 0.2776 | 0.391156 |
| 23 | 0.016209 | 0.1245 | 0.450671 |
| 24 | -0.109174 | -0.8386 | 0.202544 |
| 25 | -0.003863 | -0.0297 | 0.488213 |
| 26 | -0.040607 | -0.3119 | 0.378106 |
| 27 | 0.048044 | 0.369 | 0.356713 |
| 28 | 0.048173 | 0.37 | 0.356344 |
| 29 | 0.010425 | 0.0801 | 0.468224 |
| 30 | -0.028775 | -0.221 | 0.412918 |
| 31 | 0.101515 | 0.7797 | 0.219328 |
| 32 | -0.108132 | -0.8306 | 0.20478 |
| 33 | -0.072317 | -0.5555 | 0.290334 |
| 34 | 0.003856 | 0.0296 | 0.488236 |
| 35 | -0.003065 | -0.0235 | 0.490647 |
| 36 | -0.037491 | -0.288 | 0.387187 |
