| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.282109 | 2.1669 | 0.017145 |
| 2 | -0.019514 | -0.1499 | 0.440681 |
| 3 | -0.042867 | -0.3293 | 0.371559 |
| 4 | 0.06432 | 0.4941 | 0.311552 |
| 5 | 0.086183 | 0.662 | 0.255279 |
| 6 | -0.237504 | -1.8243 | 0.036586 |
| 7 | -0.252311 | -1.938 | 0.028704 |
| 8 | -0.079086 | -0.6075 | 0.272933 |
| 9 | -0.07651 | -0.5877 | 0.279493 |
| 10 | -0.153625 | -1.18 | 0.121364 |
| 11 | -0.090877 | -0.698 | 0.243946 |
| 12 | 0.149861 | 1.1511 | 0.127167 |
| 13 | 0.311529 | 2.3929 | 0.009959 |
| 14 | 0.073554 | 0.565 | 0.287114 |
| 15 | -0.125264 | -0.9622 | 0.169945 |
| 16 | -0.012386 | -0.0951 | 0.462264 |
| 17 | 0.179601 | 1.3795 | 0.086467 |
| 18 | 0.101146 | 0.7769 | 0.220156 |
| 19 | -0.143219 | -1.1001 | 0.137882 |
| 20 | -0.189724 | -1.4573 | 0.075168 |
| 21 | 0.022133 | 0.17 | 0.432794 |
| 22 | -0.007474 | -0.0574 | 0.477205 |
| 23 | -0.004374 | -0.0336 | 0.486657 |
| 24 | -0.104602 | -0.8035 | 0.212466 |
| 25 | -0.018566 | -0.1426 | 0.443542 |
| 26 | 0.032334 | 0.2484 | 0.402358 |
| 27 | -0.10002 | -0.7683 | 0.222697 |
| 28 | -0.137066 | -1.0528 | 0.148358 |
| 29 | -0.038327 | -0.2944 | 0.384744 |
| 30 | 0.136471 | 1.0483 | 0.149399 |
| 31 | -0.011169 | -0.0858 | 0.465962 |
| 32 | -0.088323 | -0.6784 | 0.250079 |
| 33 | -0.055661 | -0.4275 | 0.335272 |
| 34 | 0.028472 | 0.2187 | 0.413821 |
| 35 | 0.036584 | 0.281 | 0.389845 |
| 36 | -0.005202 | -0.04 | 0.484132 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.282109 | 2.1669 | 0.017145 |
| 2 | -0.107668 | -0.827 | 0.20578 |
| 3 | -0.00703 | -0.054 | 0.47856 |
| 4 | 0.085311 | 0.6553 | 0.257414 |
| 5 | 0.041232 | 0.3167 | 0.376292 |
| 6 | -0.298922 | -2.2961 | 0.012621 |
| 7 | -0.095512 | -0.7336 | 0.233037 |
| 8 | 0.009612 | 0.0738 | 0.470696 |
| 9 | -0.127979 | -0.983 | 0.164805 |
| 10 | -0.127862 | -0.9821 | 0.165024 |
| 11 | 0.060046 | 0.4612 | 0.323169 |
| 12 | 0.156468 | 1.2019 | 0.117111 |
| 13 | 0.171932 | 1.3206 | 0.095861 |
| 14 | -0.074603 | -0.573 | 0.284398 |
| 15 | -0.138743 | -1.0657 | 0.14545 |
| 16 | -0.016422 | -0.1261 | 0.450024 |
| 17 | 0.091284 | 0.7012 | 0.242978 |
| 18 | -0.000925 | -0.0071 | 0.497177 |
| 19 | -0.052391 | -0.4024 | 0.344412 |
| 20 | -0.038765 | -0.2978 | 0.383466 |
| 21 | 0.080806 | 0.6207 | 0.2686 |
| 22 | -0.070852 | -0.5442 | 0.294169 |
| 23 | 0.122222 | 0.9388 | 0.175829 |
| 24 | -0.092325 | -0.7092 | 0.240508 |
| 25 | -0.088975 | -0.6834 | 0.248506 |
| 26 | -0.094431 | -0.7253 | 0.235556 |
| 27 | -0.046092 | -0.354 | 0.362285 |
| 28 | -0.068843 | -0.5288 | 0.299466 |
| 29 | -0.013483 | -0.1036 | 0.458933 |
| 30 | 0.064975 | 0.4991 | 0.30979 |
| 31 | -0.120522 | -0.9257 | 0.179174 |
| 32 | 0.04337 | 0.3331 | 0.370108 |
| 33 | 0.003129 | 0.024 | 0.490454 |
| 34 | -0.13179 | -1.0123 | 0.157765 |
| 35 | -0.107915 | -0.8289 | 0.205248 |
| 36 | 0.051956 | 0.3991 | 0.345637 |
