| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.081078 | 0.5499 | 0.292525 |
| 2 | -0.073971 | -0.5017 | 0.309136 |
| 3 | -0.485773 | -3.2947 | 0.000951 |
| 4 | -0.275378 | -1.8677 | 0.034091 |
| 5 | -0.01211 | -0.0821 | 0.467449 |
| 6 | 0.315653 | 2.1409 | 0.018809 |
| 7 | 0.164942 | 1.1187 | 0.13454 |
| 8 | 0.048934 | 0.3319 | 0.370742 |
| 9 | -0.240589 | -1.6318 | 0.054779 |
| 10 | -0.12309 | -0.8348 | 0.204062 |
| 11 | 0.117588 | 0.7975 | 0.214622 |
| 12 | 0.00158 | 0.0107 | 0.495748 |
| 13 | 0.074473 | 0.5051 | 0.30795 |
| 14 | 0.010355 | 0.0702 | 0.472156 |
| 15 | 0.013843 | 0.0939 | 0.462804 |
| 16 | -0.060997 | -0.4137 | 0.340508 |
| 17 | -0.137228 | -0.9307 | 0.178427 |
| 18 | -0.027831 | -0.1888 | 0.425555 |
| 19 | -0.022953 | -0.1557 | 0.438486 |
| 20 | 0.162398 | 1.1014 | 0.138219 |
| 21 | 0.195759 | 1.3277 | 0.095414 |
| 22 | 0.094728 | 0.6425 | 0.261876 |
| 23 | -0.177689 | -1.2051 | 0.117156 |
| 24 | -0.218562 | -1.4824 | 0.072532 |
| 25 | -0.104991 | -0.7121 | 0.240004 |
| 26 | 0.08838 | 0.5994 | 0.275916 |
| 27 | 0.179607 | 1.2182 | 0.114689 |
| 28 | 0.041418 | 0.2809 | 0.39002 |
| 29 | 0.041631 | 0.2824 | 0.389468 |
| 30 | -0.19461 | -1.3199 | 0.096699 |
| 31 | -0.017198 | -0.1166 | 0.453824 |
| 32 | -0.026888 | -0.1824 | 0.428049 |
| 33 | 0.117948 | 0.8 | 0.213923 |
| 34 | -0.080234 | -0.5442 | 0.294474 |
| 35 | 0.022123 | 0.15 | 0.440691 |
| 36 | -0.068513 | -0.4647 | 0.322178 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.081078 | 0.5499 | 0.292525 |
| 2 | -0.081078 | -0.5499 | 0.292525 |
| 3 | -0.478992 | -3.2487 | 0.001085 |
| 4 | -0.283668 | -1.9239 | 0.030282 |
| 5 | -0.102777 | -0.6971 | 0.244633 |
| 6 | 0.065747 | 0.4459 | 0.328875 |
| 7 | -0.107186 | -0.727 | 0.235463 |
| 8 | -0.060493 | -0.4103 | 0.341753 |
| 9 | -0.134514 | -0.9123 | 0.183178 |
| 10 | -0.020127 | -0.1365 | 0.446008 |
| 11 | 0.205946 | 1.3968 | 0.084589 |
| 12 | -0.203792 | -1.3822 | 0.086795 |
| 13 | -0.089544 | -0.6073 | 0.273314 |
| 14 | 0.129142 | 0.8759 | 0.192822 |
| 15 | 0.128418 | 0.871 | 0.194146 |
| 16 | -0.089153 | -0.6047 | 0.274187 |
| 17 | -0.288117 | -1.9541 | 0.028392 |
| 18 | 0.016958 | 0.115 | 0.454467 |
| 19 | -0.031636 | -0.2146 | 0.415528 |
| 20 | 0.100473 | 0.6814 | 0.249506 |
| 21 | 0.055311 | 0.3751 | 0.354641 |
| 22 | -0.023095 | -0.1566 | 0.438108 |
| 23 | 0.033896 | 0.2299 | 0.409597 |
| 24 | 0.023197 | 0.1573 | 0.437836 |
| 25 | 0.058568 | 0.3972 | 0.346519 |
| 26 | -0.1238 | -0.8397 | 0.202723 |
| 27 | 0.00972 | 0.0659 | 0.473861 |
| 28 | -0.067273 | -0.4563 | 0.325172 |
| 29 | 0.093504 | 0.6342 | 0.264554 |
| 30 | -0.045319 | -0.3074 | 0.379976 |
| 31 | -0.051794 | -0.3513 | 0.36349 |
| 32 | -0.06617 | -0.4488 | 0.327846 |
| 33 | 0.001684 | 0.0114 | 0.495469 |
| 34 | -0.108351 | -0.7349 | 0.233074 |
| 35 | -0.089629 | -0.6079 | 0.273123 |
| 36 | -0.081799 | -0.5548 | 0.290863 |
