| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.316151 | 2.4284 | 0.009116 |
| 2 | -0.301956 | -2.3194 | 0.011928 |
| 3 | -0.51605 | -3.9639 | 0.000101 |
| 4 | -0.345089 | -2.6507 | 0.005149 |
| 5 | 0.145264 | 1.1158 | 0.134518 |
| 6 | 0.528102 | 4.0564 | 7.4e-05 |
| 7 | 0.327555 | 2.516 | 0.007305 |
| 8 | -0.069064 | -0.5305 | 0.29888 |
| 9 | -0.331206 | -2.544 | 0.006798 |
| 10 | -0.302416 | -2.3229 | 0.011826 |
| 11 | -0.001361 | -0.0105 | 0.495846 |
| 12 | 0.358557 | 2.7541 | 0.003906 |
| 13 | 0.041805 | 0.3211 | 0.374631 |
| 14 | -0.081264 | -0.6242 | 0.267452 |
| 15 | -0.070773 | -0.5436 | 0.294376 |
| 16 | -0.077637 | -0.5963 | 0.276613 |
| 17 | 0.004713 | 0.0362 | 0.485622 |
| 18 | 0.099771 | 0.7664 | 0.223261 |
| 19 | 0.020705 | 0.159 | 0.43709 |
| 20 | -0.061773 | -0.4745 | 0.318452 |
| 21 | -0.062756 | -0.482 | 0.315781 |
| 22 | -0.058777 | -0.4515 | 0.326652 |
| 23 | 0.053005 | 0.4071 | 0.342689 |
| 24 | 0.170065 | 1.3063 | 0.098262 |
| 25 | -0.119067 | -0.9146 | 0.18207 |
| 26 | -0.128084 | -0.9838 | 0.164608 |
| 27 | -0.063377 | -0.4868 | 0.314099 |
| 28 | -0.018834 | -0.1447 | 0.442734 |
| 29 | 0.086437 | 0.6639 | 0.254659 |
| 30 | 0.129746 | 0.9966 | 0.161514 |
| 31 | 0.035191 | 0.2703 | 0.393935 |
| 32 | -0.121642 | -0.9344 | 0.176966 |
| 33 | -0.166917 | -1.2821 | 0.102409 |
| 34 | 0.008402 | 0.0645 | 0.47438 |
| 35 | 0.171591 | 1.318 | 0.096296 |
| 36 | 0.239081 | 1.8364 | 0.035668 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.316151 | 2.4284 | 0.009116 |
| 2 | -0.446539 | -3.4299 | 0.000554 |
| 3 | -0.328602 | -2.524 | 0.007156 |
| 4 | -0.265068 | -2.036 | 0.023123 |
| 5 | 0.064279 | 0.4937 | 0.311662 |
| 6 | 0.251928 | 1.9351 | 0.028888 |
| 7 | 0.031533 | 0.2422 | 0.40473 |
| 8 | 0.077109 | 0.5923 | 0.277962 |
| 9 | 0.037439 | 0.2876 | 0.387342 |
| 10 | 0.008466 | 0.065 | 0.474185 |
| 11 | 0.005824 | 0.0447 | 0.482235 |
| 12 | 0.149281 | 1.1466 | 0.128078 |
| 13 | -0.473685 | -3.6384 | 0.000289 |
| 14 | 0.101775 | 0.7817 | 0.218745 |
| 15 | 0.059733 | 0.4588 | 0.324025 |
| 16 | -0.010508 | -0.0807 | 0.467973 |
| 17 | -0.071873 | -0.5521 | 0.291493 |
| 18 | 0.011278 | 0.0866 | 0.465631 |
| 19 | 0.125719 | 0.9657 | 0.169077 |
| 20 | -0.027574 | -0.2118 | 0.416498 |
| 21 | -0.020807 | -0.1598 | 0.436784 |
| 22 | -0.155496 | -1.1944 | 0.118553 |
| 23 | 0.08502 | 0.6531 | 0.25813 |
| 24 | 0.038269 | 0.294 | 0.384913 |
| 25 | -0.186049 | -1.4291 | 0.079129 |
| 26 | -0.08527 | -0.655 | 0.257516 |
| 27 | -0.104615 | -0.8036 | 0.212439 |
| 28 | 0.081258 | 0.6242 | 0.267466 |
| 29 | -0.009653 | -0.0741 | 0.470573 |
| 30 | -0.036012 | -0.2766 | 0.391521 |
| 31 | 0.074147 | 0.5695 | 0.285578 |
| 32 | -0.007325 | -0.0563 | 0.477661 |
| 33 | -0.012871 | -0.0989 | 0.460791 |
| 34 | 0.217945 | 1.6741 | 0.049706 |
| 35 | -0.0228 | -0.1751 | 0.430789 |
| 36 | 0.073453 | 0.5642 | 0.287376 |
