| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.388515 | 3.2967 | 0.000761 |
| 2 | 0.19827 | 1.6824 | 0.048414 |
| 3 | 0.462825 | 3.9272 | 9.7e-05 |
| 4 | 0.127027 | 1.0779 | 0.142347 |
| 5 | 0.225373 | 1.9124 | 0.029905 |
| 6 | 0.522366 | 4.4324 | 1.6e-05 |
| 7 | 0.14155 | 1.2011 | 0.116826 |
| 8 | 0.143277 | 1.2157 | 0.114026 |
| 9 | 0.361715 | 3.0693 | 0.001512 |
| 10 | 0.045271 | 0.3841 | 0.351005 |
| 11 | 0.286336 | 2.4296 | 0.008805 |
| 12 | 0.588011 | 4.9894 | 2e-06 |
| 13 | 0.148693 | 1.2617 | 0.105564 |
| 14 | 0.120793 | 1.025 | 0.154405 |
| 15 | 0.233476 | 1.9811 | 0.0257 |
| 16 | -0.051773 | -0.4393 | 0.330878 |
| 17 | 0.12989 | 1.1022 | 0.137032 |
| 18 | 0.253711 | 2.1528 | 0.017343 |
| 19 | -0.057342 | -0.4866 | 0.314023 |
| 20 | 0.011181 | 0.0949 | 0.462338 |
| 21 | 0.102312 | 0.8681 | 0.194099 |
| 22 | -0.095845 | -0.8133 | 0.209373 |
| 23 | 0.152949 | 1.2978 | 0.099246 |
| 24 | 0.281396 | 2.3877 | 0.00979 |
| 25 | -0.003861 | -0.0328 | 0.486977 |
| 26 | -0.003143 | -0.0267 | 0.489399 |
| 27 | 0.015828 | 0.1343 | 0.446768 |
| 28 | -0.190517 | -1.6166 | 0.05517 |
| 29 | -0.06384 | -0.5417 | 0.294849 |
| 30 | 0.010642 | 0.0903 | 0.464151 |
| 31 | -0.172015 | -1.4596 | 0.074375 |
| 32 | -0.116354 | -0.9873 | 0.163402 |
| 33 | -0.122023 | -1.0354 | 0.151974 |
| 34 | -0.213525 | -1.8118 | 0.037092 |
| 35 | -0.028573 | -0.2425 | 0.404559 |
| 36 | 0.098491 | 0.8357 | 0.203038 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.388515 | 3.2967 | 0.000761 |
| 2 | 0.05574 | 0.473 | 0.318834 |
| 3 | 0.435284 | 3.6935 | 0.000214 |
| 4 | -0.262431 | -2.2268 | 0.014545 |
| 5 | 0.353644 | 3.0008 | 0.001849 |
| 6 | 0.216265 | 1.8351 | 0.035313 |
| 7 | -0.146054 | -1.2393 | 0.109628 |
| 8 | 0.049665 | 0.4214 | 0.337352 |
| 9 | 0.06321 | 0.5364 | 0.296684 |
| 10 | -0.090932 | -0.7716 | 0.221444 |
| 11 | 0.35066 | 2.9755 | 0.00199 |
| 12 | 0.2173 | 1.8438 | 0.03466 |
| 13 | -0.124435 | -1.0559 | 0.147279 |
| 14 | -0.161261 | -1.3683 | 0.08773 |
| 15 | -0.132946 | -1.1281 | 0.131514 |
| 16 | -0.034076 | -0.2891 | 0.386652 |
| 17 | -0.032377 | -0.2747 | 0.392157 |
| 18 | -0.128215 | -1.0879 | 0.140126 |
| 19 | 0.003561 | 0.0302 | 0.487988 |
| 20 | -0.119771 | -1.0163 | 0.156447 |
| 21 | 0.043135 | 0.366 | 0.357715 |
| 22 | 0.02742 | 0.2327 | 0.408339 |
| 23 | 0.070101 | 0.5948 | 0.276913 |
| 24 | 0.027838 | 0.2362 | 0.406968 |
| 25 | 0.035661 | 0.3026 | 0.381537 |
| 26 | -0.137151 | -1.1638 | 0.124181 |
| 27 | 0.035585 | 0.3019 | 0.381782 |
| 28 | -0.177967 | -1.5101 | 0.067697 |
| 29 | -0.095036 | -0.8064 | 0.211331 |
| 30 | -0.043923 | -0.3727 | 0.355233 |
| 31 | 0.051565 | 0.4375 | 0.331513 |
| 32 | -0.025519 | -0.2165 | 0.41459 |
| 33 | -0.073142 | -0.6206 | 0.268402 |
| 34 | -0.012124 | -0.1029 | 0.459175 |
| 35 | 0.021836 | 0.1853 | 0.426764 |
| 36 | 0.145137 | 1.2315 | 0.111067 |

