| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.290187 | 1.9894 | 0.026246 |
| 2 | 0.221189 | 1.5164 | 0.068059 |
| 3 | 0.145977 | 1.0008 | 0.161032 |
| 4 | 0.319801 | 2.1924 | 0.016667 |
| 5 | -0.011316 | -0.0776 | 0.469247 |
| 6 | 0.114614 | 0.7858 | 0.217977 |
| 7 | 0.120652 | 0.8271 | 0.206167 |
| 8 | 0.06642 | 0.4554 | 0.325477 |
| 9 | -0.13234 | -0.9073 | 0.184445 |
| 10 | -0.12855 | -0.8813 | 0.191322 |
| 11 | 0.019875 | 0.1363 | 0.4461 |
| 12 | -0.311101 | -2.1328 | 0.019097 |
| 13 | -0.188652 | -1.2933 | 0.101108 |
| 14 | -0.053904 | -0.3696 | 0.356689 |
| 15 | 0.043144 | 0.2958 | 0.384351 |
| 16 | -0.149696 | -1.0263 | 0.155011 |
| 17 | -0.023376 | -0.1603 | 0.436682 |
| 18 | -0.064758 | -0.444 | 0.329556 |
| 19 | -0.031863 | -0.2184 | 0.414015 |
| 20 | -0.231619 | -1.5879 | 0.059508 |
| 21 | -0.081492 | -0.5587 | 0.289516 |
| 22 | 0.004282 | 0.0294 | 0.488353 |
| 23 | -0.051803 | -0.3551 | 0.362035 |
| 24 | -0.133966 | -0.9184 | 0.181543 |
| 25 | 0.03218 | 0.2206 | 0.413173 |
| 26 | -0.06347 | -0.4351 | 0.332732 |
| 27 | -0.115983 | -0.7951 | 0.215265 |
| 28 | -0.052671 | -0.3611 | 0.359823 |
| 29 | 0.029456 | 0.2019 | 0.420418 |
| 30 | 0.011108 | 0.0762 | 0.469809 |
| 31 | -0.040667 | -0.2788 | 0.390811 |
| 32 | 0.079796 | 0.5471 | 0.293466 |
| 33 | 0.054975 | 0.3769 | 0.353977 |
| 34 | 0.004325 | 0.0296 | 0.488236 |
| 35 | -0.064011 | -0.4388 | 0.331396 |
| 36 | 0.035884 | 0.246 | 0.403373 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.290187 | 1.9894 | 0.026246 |
| 2 | 0.149576 | 1.0254 | 0.155202 |
| 3 | 0.053598 | 0.3674 | 0.357466 |
| 4 | 0.26798 | 1.8372 | 0.036255 |
| 5 | -0.208922 | -1.4323 | 0.079339 |
| 6 | 0.095925 | 0.6576 | 0.256993 |
| 7 | 0.08111 | 0.5561 | 0.290404 |
| 8 | -0.103306 | -0.7082 | 0.241149 |
| 9 | -0.108833 | -0.7461 | 0.229654 |
| 10 | -0.165488 | -1.1345 | 0.131164 |
| 11 | 0.121584 | 0.8335 | 0.204379 |
| 12 | -0.376967 | -2.5844 | 0.006461 |
| 13 | 0.075324 | 0.5164 | 0.304 |
| 14 | 0.143119 | 0.9812 | 0.165765 |
| 15 | -0.016065 | -0.1101 | 0.456386 |
| 16 | 0.133173 | 0.913 | 0.182955 |
| 17 | -0.073251 | -0.5022 | 0.308941 |
| 18 | -0.028926 | -0.1983 | 0.42183 |
| 19 | 0.002104 | 0.0144 | 0.494277 |
| 20 | -0.255632 | -1.7525 | 0.043103 |
| 21 | -0.011263 | -0.0772 | 0.469389 |
| 22 | -0.040921 | -0.2805 | 0.390148 |
| 23 | 0.017139 | 0.1175 | 0.453483 |
| 24 | -0.087366 | -0.5989 | 0.276042 |
| 25 | 0.06812 | 0.467 | 0.321327 |
| 26 | -0.002492 | -0.0171 | 0.49322 |
| 27 | -0.019685 | -0.135 | 0.446611 |
| 28 | 0.102614 | 0.7035 | 0.242612 |
| 29 | -0.063541 | -0.4356 | 0.332554 |
| 30 | -0.00351 | -0.0241 | 0.490453 |
| 31 | -0.011794 | -0.0809 | 0.467951 |
| 32 | -0.022891 | -0.1569 | 0.437985 |
| 33 | -0.085702 | -0.5875 | 0.279824 |
| 34 | 0.006202 | 0.0425 | 0.483132 |
| 35 | -0.00762 | -0.0522 | 0.479278 |
| 36 | -0.160799 | -1.1024 | 0.137955 |
