| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.45237 | 3.4747 | 0.000483 |
| 2 | -0.05853 | -0.4496 | 0.327332 |
| 3 | -0.512753 | -3.9385 | 0.00011 |
| 4 | -0.461934 | -3.5482 | 0.000384 |
| 5 | -0.169206 | -1.2997 | 0.099381 |
| 6 | 0.156715 | 1.2038 | 0.116746 |
| 7 | 0.247351 | 1.8999 | 0.031166 |
| 8 | 0.234871 | 1.8041 | 0.038162 |
| 9 | 0.038136 | 0.2929 | 0.385302 |
| 10 | -0.094169 | -0.7233 | 0.236168 |
| 11 | -0.154369 | -1.1857 | 0.120241 |
| 12 | -0.060271 | -0.463 | 0.322551 |
| 13 | -0.093902 | -0.7213 | 0.236795 |
| 14 | 0.103388 | 0.7941 | 0.215149 |
| 15 | 0.075327 | 0.5786 | 0.282531 |
| 16 | 0.026192 | 0.2012 | 0.420624 |
| 17 | -0.053954 | -0.4144 | 0.340032 |
| 18 | -0.095261 | -0.7317 | 0.233619 |
| 19 | -0.01441 | -0.1107 | 0.456119 |
| 20 | 0.08744 | 0.6716 | 0.252217 |
| 21 | 0.076013 | 0.5839 | 0.280766 |
| 22 | 0.003545 | 0.0272 | 0.489184 |
| 23 | -0.134406 | -1.0324 | 0.153052 |
| 24 | -0.217938 | -1.674 | 0.049711 |
| 25 | -0.101636 | -0.7807 | 0.219055 |
| 26 | 0.080148 | 0.6156 | 0.270253 |
| 27 | 0.115387 | 0.8863 | 0.189526 |
| 28 | -0.01037 | -0.0797 | 0.46839 |
| 29 | -0.096086 | -0.738 | 0.231706 |
| 30 | -0.102921 | -0.7906 | 0.216186 |
| 31 | 0.095573 | 0.7341 | 0.232895 |
| 32 | 0.16965 | 1.3031 | 0.098801 |
| 33 | 0.178244 | 1.3691 | 0.088076 |
| 34 | 0.009208 | 0.0707 | 0.471926 |
| 35 | -0.185344 | -1.4237 | 0.079907 |
| 36 | -0.308843 | -2.3723 | 0.01048 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.45237 | 3.4747 | 0.000483 |
| 2 | -0.330879 | -2.5415 | 0.006842 |
| 3 | -0.462859 | -3.5553 | 0.000376 |
| 4 | -0.045696 | -0.351 | 0.363419 |
| 5 | -0.008696 | -0.0668 | 0.473484 |
| 6 | -0.042414 | -0.3258 | 0.372869 |
| 7 | -0.083054 | -0.638 | 0.262986 |
| 8 | 0.112444 | 0.8637 | 0.195626 |
| 9 | -0.038414 | -0.2951 | 0.38449 |
| 10 | -0.022074 | -0.1696 | 0.432971 |
| 11 | 0.023037 | 0.1769 | 0.430078 |
| 12 | 0.071496 | 0.5492 | 0.29248 |
| 13 | -0.232745 | -1.7877 | 0.039476 |
| 14 | 0.237959 | 1.8278 | 0.036319 |
| 15 | -0.058475 | -0.4492 | 0.327484 |
| 16 | -0.195549 | -1.502 | 0.06921 |
| 17 | 0.07127 | 0.5474 | 0.293072 |
| 18 | -0.011747 | -0.0902 | 0.464204 |
| 19 | 0.01762 | 0.1353 | 0.446403 |
| 20 | 0.005021 | 0.0386 | 0.484684 |
| 21 | 0.021652 | 0.1663 | 0.434239 |
| 22 | -0.088855 | -0.6825 | 0.248794 |
| 23 | -0.132333 | -1.0165 | 0.156778 |
| 24 | -0.10997 | -0.8447 | 0.200846 |
| 25 | 0.096431 | 0.7407 | 0.230905 |
| 26 | -0.137004 | -1.0523 | 0.148466 |
| 27 | -0.128102 | -0.984 | 0.164574 |
| 28 | -0.224559 | -1.7249 | 0.044893 |
| 29 | -0.019967 | -0.1534 | 0.439314 |
| 30 | -0.0041 | -0.0315 | 0.487491 |
| 31 | 0.085095 | 0.6536 | 0.257945 |
| 32 | 0.040437 | 0.3106 | 0.378599 |
| 33 | 0.075581 | 0.5805 | 0.281878 |
| 34 | -0.064409 | -0.4947 | 0.311314 |
| 35 | -0.091447 | -0.7024 | 0.24259 |
| 36 | -0.129302 | -0.9932 | 0.162337 |
