| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.308279 | 2.3679 | 0.010592 |
| 2 | -0.310073 | -2.3817 | 0.010238 |
| 3 | -0.535139 | -4.1105 | 6.2e-05 |
| 4 | -0.355399 | -2.7299 | 0.00417 |
| 5 | 0.148053 | 1.1372 | 0.130022 |
| 6 | 0.536491 | 4.1209 | 6e-05 |
| 7 | 0.359834 | 2.7639 | 0.003804 |
| 8 | -0.08957 | -0.688 | 0.247074 |
| 9 | -0.291132 | -2.2362 | 0.014566 |
| 10 | -0.322509 | -2.4772 | 0.008062 |
| 11 | -0.004224 | -0.0324 | 0.487113 |
| 12 | 0.371513 | 2.8536 | 0.002976 |
| 13 | 0.077011 | 0.5915 | 0.278213 |
| 14 | -0.074246 | -0.5703 | 0.285321 |
| 15 | -0.066451 | -0.5104 | 0.305831 |
| 16 | -0.086475 | -0.6642 | 0.254567 |
| 17 | -0.004844 | -0.0372 | 0.485224 |
| 18 | 0.096387 | 0.7404 | 0.231008 |
| 19 | 0.012726 | 0.0978 | 0.461231 |
| 20 | -0.08391 | -0.6445 | 0.260867 |
| 21 | -0.045409 | -0.3488 | 0.364242 |
| 22 | -0.068264 | -0.5243 | 0.301 |
| 23 | 0.048498 | 0.3725 | 0.355421 |
| 24 | 0.168641 | 1.2954 | 0.100121 |
| 25 | -0.11789 | -0.9055 | 0.184434 |
| 26 | -0.153307 | -1.1776 | 0.121847 |
| 27 | -0.058179 | -0.4469 | 0.328298 |
| 28 | -0.01047 | -0.0804 | 0.468088 |
| 29 | 0.077649 | 0.5964 | 0.276584 |
| 30 | 0.148724 | 1.1424 | 0.128957 |
| 31 | 0.013026 | 0.1001 | 0.46032 |
| 32 | -0.174434 | -1.3399 | 0.092716 |
| 33 | -0.147424 | -1.1324 | 0.131027 |
| 34 | -0.012546 | -0.0964 | 0.461777 |
| 35 | 0.153422 | 1.1785 | 0.121674 |
| 36 | 0.247615 | 1.902 | 0.03103 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.308279 | 2.3679 | 0.010592 |
| 2 | -0.447652 | -3.4385 | 0.00054 |
| 3 | -0.357589 | -2.7467 | 0.003985 |
| 4 | -0.28732 | -2.2069 | 0.015611 |
| 5 | 0.031092 | 0.2388 | 0.406036 |
| 6 | 0.237932 | 1.8276 | 0.036335 |
| 7 | 0.080374 | 0.6174 | 0.269686 |
| 8 | 0.028988 | 0.2227 | 0.412284 |
| 9 | 0.185717 | 1.4265 | 0.079494 |
| 10 | -0.042248 | -0.3245 | 0.373349 |
| 11 | 0.08578 | 0.6589 | 0.256266 |
| 12 | 0.180806 | 1.3888 | 0.085057 |
| 13 | -0.430427 | -3.3062 | 0.000807 |
| 14 | 0.050604 | 0.3887 | 0.349451 |
| 15 | 0.106268 | 0.8163 | 0.208816 |
| 16 | -0.084759 | -0.651 | 0.258773 |
| 17 | -0.01397 | -0.1073 | 0.457455 |
| 18 | -0.041499 | -0.3188 | 0.375516 |
| 19 | 0.037981 | 0.2917 | 0.385755 |
| 20 | 0.026357 | 0.2025 | 0.42013 |
| 21 | -0.148183 | -1.1382 | 0.129815 |
| 22 | -0.076852 | -0.5903 | 0.278618 |
| 23 | 9.6e-05 | 7e-04 | 0.499707 |
| 24 | 0.031004 | 0.2381 | 0.406298 |
| 25 | -0.162782 | -1.2503 | 0.108054 |
| 26 | -0.082212 | -0.6315 | 0.265083 |
| 27 | -0.064939 | -0.4988 | 0.309884 |
| 28 | -0.000792 | -0.0061 | 0.497582 |
| 29 | 0.001322 | 0.0102 | 0.495967 |
| 30 | 0.009357 | 0.0719 | 0.471473 |
| 31 | 0.037079 | 0.2848 | 0.388394 |
| 32 | -0.076336 | -0.5863 | 0.279939 |
| 33 | -0.014982 | -0.1151 | 0.454386 |
| 34 | 0.193318 | 1.4849 | 0.071447 |
| 35 | -0.052914 | -0.4064 | 0.342944 |
| 36 | 0.076451 | 0.5872 | 0.279645 |
