| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.373381 | 2.8922 | 0.002661 |
| 2 | -0.215777 | -1.6714 | 0.049925 |
| 3 | -0.577946 | -4.4767 | 1.7e-05 |
| 4 | -0.444338 | -3.4418 | 0.000529 |
| 5 | 0.004632 | 0.0359 | 0.48575 |
| 6 | 0.369453 | 2.8618 | 0.002896 |
| 7 | 0.277516 | 2.1496 | 0.017813 |
| 8 | -0.008841 | -0.0685 | 0.472815 |
| 9 | -0.244175 | -1.8914 | 0.031702 |
| 10 | -0.192604 | -1.4919 | 0.070482 |
| 11 | 0.048496 | 0.3756 | 0.354253 |
| 12 | 0.363517 | 2.8158 | 0.003287 |
| 13 | 0.085608 | 0.6631 | 0.254897 |
| 14 | -0.071469 | -0.5536 | 0.290957 |
| 15 | -0.200089 | -1.5499 | 0.063214 |
| 16 | -0.115503 | -0.8947 | 0.187266 |
| 17 | 0.016993 | 0.1316 | 0.447861 |
| 18 | 0.174833 | 1.3543 | 0.090367 |
| 19 | 0.116911 | 0.9056 | 0.184387 |
| 20 | -0.039499 | -0.306 | 0.380348 |
| 21 | -0.129658 | -1.0043 | 0.159628 |
| 22 | -0.102431 | -0.7934 | 0.215328 |
| 23 | -0.011286 | -0.0874 | 0.465312 |
| 24 | 0.130769 | 1.0129 | 0.15758 |
| 25 | 0.015266 | 0.1183 | 0.453132 |
| 26 | -0.042323 | -0.3278 | 0.372091 |
| 27 | -0.090018 | -0.6973 | 0.244162 |
| 28 | -0.015103 | -0.117 | 0.45363 |
| 29 | 0.039025 | 0.3023 | 0.38174 |
| 30 | 0.09482 | 0.7345 | 0.232761 |
| 31 | 0.073914 | 0.5725 | 0.284548 |
| 32 | -0.072047 | -0.5581 | 0.289436 |
| 33 | -0.110516 | -0.8561 | 0.197688 |
| 34 | -0.078175 | -0.6055 | 0.27355 |
| 35 | -0.009041 | -0.07 | 0.472201 |
| 36 | 0.120565 | 0.9339 | 0.177052 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.373381 | 2.8922 | 0.002661 |
| 2 | -0.412731 | -3.197 | 0.001108 |
| 3 | -0.434209 | -3.3634 | 0.000673 |
| 4 | -0.208095 | -1.6119 | 0.056116 |
| 5 | -0.016916 | -0.131 | 0.448093 |
| 6 | 0.032614 | 0.2526 | 0.400709 |
| 7 | -0.187558 | -1.4528 | 0.075742 |
| 8 | -0.119487 | -0.9255 | 0.179195 |
| 9 | -0.079932 | -0.6191 | 0.269081 |
| 10 | 0.001278 | 0.0099 | 0.496067 |
| 11 | 0.029044 | 0.225 | 0.411383 |
| 12 | 0.279422 | 2.1644 | 0.017212 |
| 13 | -0.298613 | -2.313 | 0.012083 |
| 14 | 0.184565 | 1.4296 | 0.079005 |
| 15 | 0.109178 | 0.8457 | 0.200544 |
| 16 | 0.082502 | 0.6391 | 0.262609 |
| 17 | -0.097259 | -0.7534 | 0.227089 |
| 18 | 0.108121 | 0.8375 | 0.202816 |
| 19 | 0.094259 | 0.7301 | 0.234077 |
| 20 | -0.065355 | -0.5062 | 0.307271 |
| 21 | 0.034972 | 0.2709 | 0.3937 |
| 22 | -0.013625 | -0.1055 | 0.458149 |
| 23 | -0.052371 | -0.4057 | 0.343217 |
| 24 | -0.081646 | -0.6324 | 0.264756 |
| 25 | -0.003737 | -0.0289 | 0.488502 |
| 26 | -0.171676 | -1.3298 | 0.094309 |
| 27 | -0.093803 | -0.7266 | 0.23515 |
| 28 | -0.033458 | -0.2592 | 0.398197 |
| 29 | -0.019809 | -0.1534 | 0.439285 |
| 30 | -0.147735 | -1.1443 | 0.128512 |
| 31 | 0.073373 | 0.5683 | 0.28596 |
| 32 | -0.089582 | -0.6939 | 0.245211 |
| 33 | -0.023352 | -0.1809 | 0.428533 |
| 34 | -0.032015 | -0.248 | 0.402495 |
| 35 | 0.006784 | 0.0526 | 0.479132 |
| 36 | 0.048547 | 0.376 | 0.354105 |
