| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.460904 | 3.5403 | 0.000394 |
| 2 | -0.063535 | -0.488 | 0.313672 |
| 3 | -0.503906 | -3.8706 | 0.000137 |
| 4 | -0.479515 | -3.6832 | 0.000251 |
| 5 | -0.161761 | -1.2425 | 0.109482 |
| 6 | 0.15812 | 1.2145 | 0.11469 |
| 7 | 0.245087 | 1.8825 | 0.032348 |
| 8 | 0.232495 | 1.7858 | 0.039633 |
| 9 | 0.038478 | 0.2956 | 0.384304 |
| 10 | -0.090533 | -0.6954 | 0.244769 |
| 11 | -0.151272 | -1.1619 | 0.124969 |
| 12 | -0.05185 | -0.3983 | 0.345935 |
| 13 | -0.081301 | -0.6245 | 0.267357 |
| 14 | 0.086392 | 0.6636 | 0.254769 |
| 15 | 0.071522 | 0.5494 | 0.292413 |
| 16 | 0.004024 | 0.0309 | 0.487724 |
| 17 | -0.045476 | -0.3493 | 0.36405 |
| 18 | -0.096115 | -0.7383 | 0.231637 |
| 19 | -0.015679 | -0.1204 | 0.452276 |
| 20 | 0.101665 | 0.7809 | 0.21899 |
| 21 | 0.090136 | 0.6924 | 0.245717 |
| 22 | -0.000904 | -0.0069 | 0.497243 |
| 23 | -0.13561 | -1.0416 | 0.150914 |
| 24 | -0.224372 | -1.7234 | 0.045024 |
| 25 | -0.120469 | -0.9253 | 0.179279 |
| 26 | 0.085347 | 0.6556 | 0.257327 |
| 27 | 0.116421 | 0.8942 | 0.187411 |
| 28 | -0.001502 | -0.0115 | 0.495417 |
| 29 | -0.092466 | -0.7102 | 0.240175 |
| 30 | -0.103843 | -0.7976 | 0.214141 |
| 31 | 0.087468 | 0.6719 | 0.252149 |
| 32 | 0.175651 | 1.3492 | 0.091214 |
| 33 | 0.161919 | 1.2437 | 0.10926 |
| 34 | 0.00481 | 0.0369 | 0.485326 |
| 35 | -0.178043 | -1.3676 | 0.088316 |
| 36 | -0.293688 | -2.2559 | 0.0139 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.460904 | 3.5403 | 0.000394 |
| 2 | -0.350405 | -2.6915 | 0.00462 |
| 3 | -0.438375 | -3.3672 | 0.000671 |
| 4 | -0.082715 | -0.6353 | 0.263831 |
| 5 | 0.02899 | 0.2227 | 0.412278 |
| 6 | -0.046555 | -0.3576 | 0.360961 |
| 7 | -0.10993 | -0.8444 | 0.200932 |
| 8 | 0.130477 | 1.0022 | 0.160166 |
| 9 | -0.034701 | -0.2665 | 0.395375 |
| 10 | -0.021801 | -0.1675 | 0.433792 |
| 11 | 0.00587 | 0.0451 | 0.482094 |
| 12 | 0.107549 | 0.8261 | 0.206039 |
| 13 | -0.230001 | -1.7667 | 0.041228 |
| 14 | 0.195266 | 1.4999 | 0.069491 |
| 15 | -0.019636 | -0.1508 | 0.440313 |
| 16 | -0.198475 | -1.5245 | 0.066361 |
| 17 | 0.045968 | 0.3531 | 0.362642 |
| 18 | -0.013027 | -0.1001 | 0.460316 |
| 19 | 0.025807 | 0.1982 | 0.421775 |
| 20 | 0.006888 | 0.0529 | 0.478991 |
| 21 | 0.030542 | 0.2346 | 0.407667 |
| 22 | -0.120688 | -0.927 | 0.178846 |
| 23 | -0.082767 | -0.6357 | 0.263701 |
| 24 | -0.122838 | -0.9435 | 0.174626 |
| 25 | 0.046635 | 0.3582 | 0.360733 |
| 26 | -0.049445 | -0.3798 | 0.352731 |
| 27 | -0.183669 | -1.4108 | 0.081779 |
| 28 | -0.2194 | -1.6852 | 0.048612 |
| 29 | -0.022957 | -0.1763 | 0.430316 |
| 30 | 0.031699 | 0.2435 | 0.404237 |
| 31 | 0.04947 | 0.38 | 0.352661 |
| 32 | 0.02892 | 0.2221 | 0.412486 |
| 33 | 0.08803 | 0.6762 | 0.250787 |
| 34 | -0.059945 | -0.4604 | 0.323444 |
| 35 | -0.106562 | -0.8185 | 0.208177 |
| 36 | -0.095647 | -0.7347 | 0.232723 |
