| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.184074 | 1.4258 | 0.07955 |
| 2 | -0.00925 | -0.0716 | 0.47156 |
| 3 | 0.113444 | 0.8787 | 0.191526 |
| 4 | 0.034011 | 0.2634 | 0.396553 |
| 5 | 0.300407 | 2.3269 | 0.011681 |
| 6 | 0.297463 | 2.3041 | 0.012347 |
| 7 | 0.136523 | 1.0575 | 0.147261 |
| 8 | -0.047156 | -0.3653 | 0.358097 |
| 9 | -0.107359 | -0.8316 | 0.204467 |
| 10 | -0.286103 | -2.2161 | 0.015243 |
| 11 | 0.060725 | 0.4704 | 0.319896 |
| 12 | 0.437447 | 3.3884 | 0.000623 |
| 13 | -0.098623 | -0.7639 | 0.223952 |
| 14 | -0.245833 | -1.9042 | 0.03084 |
| 15 | -0.21719 | -1.6823 | 0.04885 |
| 16 | -0.104338 | -0.8082 | 0.211085 |
| 17 | 0.062107 | 0.4811 | 0.316104 |
| 18 | 0.033826 | 0.262 | 0.397103 |
| 19 | 0.002253 | 0.0175 | 0.493066 |
| 20 | -0.166378 | -1.2888 | 0.101214 |
| 21 | -0.206837 | -1.6022 | 0.057187 |
| 22 | -0.233455 | -1.8083 | 0.037783 |
| 23 | -0.02581 | -0.1999 | 0.421109 |
| 24 | 0.247843 | 1.9198 | 0.029822 |
| 25 | -0.111242 | -0.8617 | 0.196148 |
| 26 | -0.266714 | -2.066 | 0.021579 |
| 27 | -0.200448 | -1.5527 | 0.062881 |
| 28 | -0.103646 | -0.8028 | 0.212619 |
| 29 | 0.01724 | 0.1335 | 0.447106 |
| 30 | -0.002119 | -0.0164 | 0.493479 |
| 31 | -0.029411 | -0.2278 | 0.410281 |
| 32 | -0.162475 | -1.2585 | 0.106538 |
| 33 | -0.148473 | -1.1501 | 0.12734 |
| 34 | -0.118954 | -0.9214 | 0.180263 |
| 35 | -0.033721 | -0.2612 | 0.397416 |
| 36 | 0.18153 | 1.4061 | 0.082422 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.184074 | 1.4258 | 0.07955 |
| 2 | -0.044646 | -0.3458 | 0.365342 |
| 3 | 0.128025 | 0.9917 | 0.162669 |
| 4 | -0.013347 | -0.1034 | 0.459 |
| 5 | 0.321911 | 2.4935 | 0.007712 |
| 6 | 0.191343 | 1.4821 | 0.071769 |
| 7 | 0.113537 | 0.8795 | 0.191332 |
| 8 | -0.141646 | -1.0972 | 0.138473 |
| 9 | -0.144951 | -1.1228 | 0.133001 |
| 10 | -0.4874 | -3.7754 | 0.000184 |
| 11 | -0.033089 | -0.2563 | 0.399295 |
| 12 | 0.44196 | 3.4234 | 0.00056 |
| 13 | 0.002344 | 0.0182 | 0.492788 |
| 14 | -0.149667 | -1.1593 | 0.12546 |
| 15 | -0.115099 | -0.8916 | 0.188098 |
| 16 | 0.119865 | 0.9285 | 0.178442 |
| 17 | -0.123541 | -0.9569 | 0.171217 |
| 18 | -0.17887 | -1.3855 | 0.085511 |
| 19 | 0.046701 | 0.3617 | 0.359408 |
| 20 | -0.018559 | -0.1438 | 0.443086 |
| 21 | -0.008259 | -0.064 | 0.474603 |
| 22 | 0.090149 | 0.6983 | 0.243846 |
| 23 | -0.127836 | -0.9902 | 0.163023 |
| 24 | -0.078244 | -0.6061 | 0.273376 |
| 25 | -0.073945 | -0.5728 | 0.284469 |
| 26 | 0.020975 | 0.1625 | 0.43574 |
| 27 | -0.077674 | -0.6017 | 0.274834 |
| 28 | -0.11799 | -0.9139 | 0.182201 |
| 29 | 0.032216 | 0.2495 | 0.401896 |
| 30 | -0.006013 | -0.0466 | 0.481503 |
| 31 | -0.038339 | -0.297 | 0.383757 |
| 32 | -0.055762 | -0.4319 | 0.333671 |
| 33 | 0.004898 | 0.0379 | 0.484931 |
| 34 | 0.079946 | 0.6193 | 0.269046 |
| 35 | -0.144616 | -1.1202 | 0.133549 |
| 36 | -0.088876 | -0.6884 | 0.246917 |
