| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.365174 | 2.805 | 0.003402 |
| 2 | -0.241031 | -1.8514 | 0.03456 |
| 3 | -0.564529 | -4.3362 | 2.9e-05 |
| 4 | -0.392901 | -3.0179 | 0.001877 |
| 5 | 0.071514 | 0.5493 | 0.292434 |
| 6 | 0.289413 | 2.223 | 0.015029 |
| 7 | 0.197435 | 1.5165 | 0.067363 |
| 8 | -0.040075 | -0.3078 | 0.379652 |
| 9 | -0.190248 | -1.4613 | 0.074616 |
| 10 | -0.150361 | -1.1549 | 0.126385 |
| 11 | 0.021226 | 0.163 | 0.435523 |
| 12 | 0.298835 | 2.2954 | 0.012641 |
| 13 | 0.017232 | 0.1324 | 0.447574 |
| 14 | -0.070597 | -0.5423 | 0.294838 |
| 15 | -0.124558 | -0.9567 | 0.171299 |
| 16 | -0.058186 | -0.4469 | 0.32828 |
| 17 | 0.080383 | 0.6174 | 0.269662 |
| 18 | 0.100568 | 0.7725 | 0.221459 |
| 19 | 0.040903 | 0.3142 | 0.377245 |
| 20 | -0.055886 | -0.4293 | 0.334646 |
| 21 | -0.100887 | -0.7749 | 0.220738 |
| 22 | -0.081843 | -0.6286 | 0.266002 |
| 23 | -0.011426 | -0.0878 | 0.465179 |
| 24 | 0.134028 | 1.0295 | 0.153726 |
| 25 | -0.027636 | -0.2123 | 0.416312 |
| 26 | -0.048973 | -0.3762 | 0.354071 |
| 27 | -0.062968 | -0.4837 | 0.315207 |
| 28 | -0.019451 | -0.1494 | 0.440873 |
| 29 | 0.082408 | 0.633 | 0.264593 |
| 30 | 0.09774 | 0.7508 | 0.227893 |
| 31 | 0.05643 | 0.4334 | 0.333135 |
| 32 | -0.067694 | -0.52 | 0.302515 |
| 33 | -0.117175 | -0.9 | 0.185879 |
| 34 | -0.063869 | -0.4906 | 0.312769 |
| 35 | 0.052238 | 0.4012 | 0.344843 |
| 36 | 0.173219 | 1.3305 | 0.094233 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.365174 | 2.805 | 0.003402 |
| 2 | -0.43199 | -3.3182 | 0.000778 |
| 3 | -0.398254 | -3.059 | 0.001668 |
| 4 | -0.174185 | -1.3379 | 0.093025 |
| 5 | 0.028106 | 0.2159 | 0.414909 |
| 6 | -0.123328 | -0.9473 | 0.173674 |
| 7 | -0.127908 | -0.9825 | 0.164937 |
| 8 | -0.087887 | -0.6751 | 0.251134 |
| 9 | -0.087415 | -0.6714 | 0.252279 |
| 10 | -0.111971 | -0.8601 | 0.196617 |
| 11 | -0.051769 | -0.3976 | 0.346163 |
| 12 | 0.253444 | 1.9467 | 0.028166 |
| 13 | -0.408641 | -3.1388 | 0.001324 |
| 14 | 0.173981 | 1.3364 | 0.093279 |
| 15 | 0.034851 | 0.2677 | 0.394934 |
| 16 | -0.054439 | -0.4182 | 0.338678 |
| 17 | -0.062265 | -0.4783 | 0.317115 |
| 18 | 0.127341 | 0.9781 | 0.166004 |
| 19 | 0.010515 | 0.0808 | 0.467949 |
| 20 | -0.1037 | -0.7965 | 0.214458 |
| 21 | 0.041228 | 0.3167 | 0.376302 |
| 22 | -0.00744 | -0.0572 | 0.477309 |
| 23 | -0.089264 | -0.6857 | 0.247809 |
| 24 | -0.054861 | -0.4214 | 0.337499 |
| 25 | -0.035356 | -0.2716 | 0.393447 |
| 26 | -0.168693 | -1.2958 | 0.100053 |
| 27 | -0.075513 | -0.58 | 0.282052 |
| 28 | -0.070279 | -0.5398 | 0.295675 |
| 29 | -0.050372 | -0.3869 | 0.350107 |
| 30 | -0.075424 | -0.5793 | 0.282282 |
| 31 | 0.011716 | 0.09 | 0.464298 |
| 32 | -0.13085 | -1.0051 | 0.159481 |
| 33 | -0.070621 | -0.5424 | 0.294776 |
| 34 | 0.020245 | 0.1555 | 0.438479 |
| 35 | 0.004163 | 0.032 | 0.487298 |
| 36 | -0.037295 | -0.2865 | 0.387762 |
