| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.370633 | 2.8947 | 0.002629 |
| 2 | 0.32213 | 2.5159 | 0.00726 |
| 3 | 0.361248 | 2.8214 | 0.003222 |
| 4 | 0.217383 | 1.6978 | 0.04732 |
| 5 | 0.09705 | 0.758 | 0.22569 |
| 6 | 0.080089 | 0.6255 | 0.266984 |
| 7 | 0.12731 | 0.9943 | 0.161997 |
| 8 | 0.124704 | 0.974 | 0.166959 |
| 9 | 0.248024 | 1.9371 | 0.028682 |
| 10 | 0.098509 | 0.7694 | 0.222319 |
| 11 | 0.058407 | 0.4562 | 0.324943 |
| 12 | 0.173804 | 1.3575 | 0.089819 |
| 13 | -0.011147 | -0.0871 | 0.465453 |
| 14 | -0.065298 | -0.51 | 0.305948 |
| 15 | 0.023512 | 0.1836 | 0.427453 |
| 16 | -0.174715 | -1.3646 | 0.088701 |
| 17 | -0.112445 | -0.8782 | 0.191634 |
| 18 | -0.194235 | -1.517 | 0.067213 |
| 19 | -0.071436 | -0.5579 | 0.289467 |
| 20 | -0.206652 | -1.614 | 0.055844 |
| 21 | -0.059078 | -0.4614 | 0.323072 |
| 22 | -0.097937 | -0.7649 | 0.223635 |
| 23 | -0.140319 | -1.0959 | 0.13871 |
| 24 | -0.031811 | -0.2485 | 0.40231 |
| 25 | -0.181389 | -1.4167 | 0.08083 |
| 26 | -0.229544 | -1.7928 | 0.038982 |
| 27 | -0.259708 | -2.0284 | 0.023447 |
| 28 | -0.251368 | -1.9632 | 0.027091 |
| 29 | -0.250717 | -1.9582 | 0.027394 |
| 30 | -0.212917 | -1.6629 | 0.050728 |
| 31 | -0.212918 | -1.6629 | 0.050727 |
| 32 | -0.153136 | -1.196 | 0.118156 |
| 33 | -0.077089 | -0.6021 | 0.274675 |
| 34 | -0.106338 | -0.8305 | 0.204739 |
| 35 | -0.179588 | -1.4026 | 0.082898 |
| 36 | 0.009902 | 0.0773 | 0.469304 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.370633 | 2.8947 | 0.002629 |
| 2 | 0.214183 | 1.6728 | 0.049742 |
| 3 | 0.228471 | 1.7844 | 0.039665 |
| 4 | -0.003065 | -0.0239 | 0.490489 |
| 5 | -0.105087 | -0.8208 | 0.207492 |
| 6 | -0.04875 | -0.3808 | 0.352356 |
| 7 | 0.094357 | 0.737 | 0.231988 |
| 8 | 0.10588 | 0.8269 | 0.205745 |
| 9 | 0.230778 | 1.8024 | 0.038209 |
| 10 | -0.110874 | -0.866 | 0.194955 |
| 11 | -0.141845 | -1.1078 | 0.136139 |
| 12 | 0.064068 | 0.5004 | 0.3093 |
| 13 | -0.098134 | -0.7665 | 0.223181 |
| 14 | -0.040501 | -0.3163 | 0.376418 |
| 15 | 0.069541 | 0.5431 | 0.294509 |
| 16 | -0.257959 | -2.0147 | 0.024174 |
| 17 | -0.01398 | -0.1092 | 0.456705 |
| 18 | -0.192336 | -1.5022 | 0.069103 |
| 19 | 0.168022 | 1.3123 | 0.097169 |
| 20 | -0.106111 | -0.8288 | 0.205237 |
| 21 | 0.100163 | 0.7823 | 0.218532 |
| 22 | -0.077398 | -0.6045 | 0.273877 |
| 23 | -0.031062 | -0.2426 | 0.404564 |
| 24 | 0.006858 | 0.0536 | 0.47873 |
| 25 | -0.024067 | -0.188 | 0.425763 |
| 26 | -0.157554 | -1.2305 | 0.11161 |
| 27 | -0.12408 | -0.9691 | 0.168163 |
| 28 | -0.078404 | -0.6124 | 0.271289 |
| 29 | 0.052361 | 0.409 | 0.342003 |
| 30 | 0.012123 | 0.0947 | 0.462439 |
| 31 | -0.088949 | -0.6947 | 0.244937 |
| 32 | -0.041142 | -0.3213 | 0.374528 |
| 33 | 0.023087 | 0.1803 | 0.42875 |
| 34 | -0.061308 | -0.4788 | 0.316886 |
| 35 | 0.063499 | 0.4959 | 0.310857 |
| 36 | 0.069179 | 0.5403 | 0.295477 |
