| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.473482 | 2.8012 | 0.004119 |
| 2 | -0.07943 | -0.4699 | 0.320665 |
| 3 | -0.371714 | -2.1991 | 0.017285 |
| 4 | -0.507998 | -3.0054 | 0.00244 |
| 5 | -0.16796 | -0.9937 | 0.163603 |
| 6 | 0.159442 | 0.9433 | 0.176004 |
| 7 | 0.211632 | 1.252 | 0.10943 |
| 8 | 0.099911 | 0.5911 | 0.279133 |
| 9 | -0.124175 | -0.7346 | 0.233729 |
| 10 | -0.01601 | -0.0947 | 0.46254 |
| 11 | 0.1104 | 0.6531 | 0.258967 |
| 12 | 0.056662 | 0.3352 | 0.369731 |
| 13 | 0.093382 | 0.5525 | 0.292074 |
| 14 | -0.045205 | -0.2674 | 0.39535 |
| 15 | -0.111344 | -0.6587 | 0.257194 |
| 16 | 0.013 | 0.0769 | 0.469566 |
| 17 | 0.054326 | 0.3214 | 0.374912 |
| 18 | 0.034302 | 0.2029 | 0.420181 |
| 19 | -0.137233 | -0.8119 | 0.211174 |
| 20 | -0.246415 | -1.4578 | 0.076904 |
| 21 | -0.151358 | -0.8954 | 0.188333 |
| 22 | -0.023353 | -0.1382 | 0.445453 |
| 23 | 0.20556 | 1.2161 | 0.11604 |
| 24 | 0.265485 | 1.5706 | 0.062633 |
| 25 | 0.106704 | 0.6313 | 0.265982 |
| 26 | -0.066189 | -0.3916 | 0.348872 |
| 27 | -0.209677 | -1.2405 | 0.111528 |
| 28 | -0.240801 | -1.4246 | 0.081565 |
| 29 | -0.089414 | -0.529 | 0.300079 |
| 30 | 0.012729 | 0.0753 | 0.470201 |
| 31 | 0.073775 | 0.4365 | 0.332592 |
| 32 | 0.080086 | 0.4738 | 0.319293 |
| 33 | 0.031662 | 0.1873 | 0.426248 |
| 34 | 0.005734 | 0.0339 | 0.486565 |
| 35 | NA | NA | NA |
| 36 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.473482 | 2.8012 | 0.004119 |
| 2 | -0.39135 | -2.3153 | 0.013292 |
| 3 | -0.204096 | -1.2074 | 0.117679 |
| 4 | -0.343982 | -2.035 | 0.024739 |
| 5 | 0.224443 | 1.3278 | 0.096416 |
| 6 | -0.061987 | -0.3667 | 0.358018 |
| 7 | -0.067829 | -0.4013 | 0.345327 |
| 8 | -0.162709 | -0.9626 | 0.171176 |
| 9 | -0.077214 | -0.4568 | 0.325317 |
| 10 | 0.363259 | 2.1491 | 0.019312 |
| 11 | -0.052573 | -0.311 | 0.378812 |
| 12 | -0.141701 | -0.8383 | 0.203772 |
| 13 | 0.071945 | 0.4256 | 0.336491 |
| 14 | 0.068606 | 0.4059 | 0.343652 |
| 15 | 0.186451 | 1.1031 | 0.138765 |
| 16 | -0.061651 | -0.3647 | 0.358754 |
| 17 | -0.032094 | -0.1899 | 0.425254 |
| 18 | -0.091615 | -0.542 | 0.295627 |
| 19 | -0.124792 | -0.7383 | 0.232633 |
| 20 | -0.025144 | -0.1488 | 0.4413 |
| 21 | -0.165556 | -0.9794 | 0.167042 |
| 22 | -0.037404 | -0.2213 | 0.413077 |
| 23 | 0.023122 | 0.1368 | 0.44599 |
| 24 | -0.041038 | -0.2428 | 0.404795 |
| 25 | 0.077936 | 0.4611 | 0.323799 |
| 26 | -0.143137 | -0.8468 | 0.201427 |
| 27 | -0.008144 | -0.0482 | 0.480923 |
| 28 | -0.191049 | -1.1303 | 0.133027 |
| 29 | 0.112142 | 0.6634 | 0.255698 |
| 30 | -0.064697 | -0.3828 | 0.35211 |
| 31 | -0.088181 | -0.5217 | 0.302588 |
| 32 | 0.036603 | 0.2165 | 0.41491 |
| 33 | -0.044353 | -0.2624 | 0.397278 |
| 34 | 0.058731 | 0.3475 | 0.365165 |
| 35 | NA | NA | NA |
| 36 | NA | NA | NA |
