| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.180627 | 1.3874 | 0.085265 |
| 2 | 0.286775 | 2.2028 | 0.015765 |
| 3 | -0.134379 | -1.0322 | 0.1531 |
| 4 | -0.218756 | -1.6803 | 0.049094 |
| 5 | -0.438401 | -3.3674 | 0.00067 |
| 6 | -0.206869 | -1.589 | 0.058703 |
| 7 | -0.398104 | -3.0579 | 0.001674 |
| 8 | -0.053832 | -0.4135 | 0.340372 |
| 9 | 0.034804 | 0.2673 | 0.395071 |
| 10 | 0.216078 | 1.6597 | 0.051138 |
| 11 | 0.177364 | 1.3624 | 0.089132 |
| 12 | 0.39677 | 3.0476 | 0.001724 |
| 13 | 0.19641 | 1.5087 | 0.068362 |
| 14 | 0.178928 | 1.3744 | 0.087263 |
| 15 | -0.092681 | -0.7119 | 0.239667 |
| 16 | -0.038114 | -0.2928 | 0.385365 |
| 17 | -0.400393 | -3.0755 | 0.001591 |
| 18 | -0.18799 | -1.444 | 0.077017 |
| 19 | -0.289451 | -2.2233 | 0.015019 |
| 20 | -0.142755 | -1.0965 | 0.138652 |
| 21 | 0.080866 | 0.6211 | 0.268449 |
| 22 | 0.27904 | 2.1433 | 0.01811 |
| 23 | 0.092954 | 0.714 | 0.239022 |
| 24 | 0.37564 | 2.8853 | 0.002726 |
| 25 | 0.060613 | 0.4656 | 0.321615 |
| 26 | 0.154583 | 1.1874 | 0.11992 |
| 27 | -0.032613 | -0.2505 | 0.401532 |
| 28 | -0.055893 | -0.4293 | 0.334626 |
| 29 | -0.234746 | -1.8031 | 0.038239 |
| 30 | -0.142382 | -1.0937 | 0.139276 |
| 31 | -0.182418 | -1.4012 | 0.0832 |
| 32 | -0.094851 | -0.7286 | 0.234574 |
| 33 | -0.035188 | -0.2703 | 0.393943 |
| 34 | 0.061185 | 0.47 | 0.320053 |
| 35 | 0.150416 | 1.1554 | 0.126299 |
| 36 | 0.145335 | 1.1163 | 0.134401 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.180627 | 1.3874 | 0.085265 |
| 2 | 0.262721 | 2.018 | 0.024073 |
| 3 | -0.244307 | -1.8766 | 0.032763 |
| 4 | -0.274876 | -2.1114 | 0.019493 |
| 5 | -0.325959 | -2.5037 | 0.007537 |
| 6 | -0.005425 | -0.0417 | 0.483451 |
| 7 | -0.291838 | -2.2417 | 0.014379 |
| 8 | -0.138038 | -1.0603 | 0.146667 |
| 9 | 0.030022 | 0.2306 | 0.409209 |
| 10 | 0.00058 | 0.0045 | 0.498231 |
| 11 | -0.118286 | -0.9086 | 0.183637 |
| 12 | 0.153274 | 1.1773 | 0.121897 |
| 13 | 0.174942 | 1.3438 | 0.092086 |
| 14 | 0.033933 | 0.2606 | 0.397639 |
| 15 | -0.104794 | -0.8049 | 0.212044 |
| 16 | 0.225874 | 1.735 | 0.043983 |
| 17 | -0.119861 | -0.9207 | 0.180486 |
| 18 | -0.119142 | -0.9151 | 0.181919 |
| 19 | 0.03076 | 0.2363 | 0.407021 |
| 20 | -0.071064 | -0.5459 | 0.293612 |
| 21 | 0.086765 | 0.6665 | 0.253859 |
| 22 | 0.099173 | 0.7618 | 0.224617 |
| 23 | -0.16998 | -1.3056 | 0.098371 |
| 24 | 0.087278 | 0.6704 | 0.25261 |
| 25 | -0.062163 | -0.4775 | 0.317392 |
| 26 | 0.125904 | 0.9671 | 0.168724 |
| 27 | 0.081012 | 0.6223 | 0.268083 |
| 28 | -0.003779 | -0.029 | 0.488471 |
| 29 | 0.125692 | 0.9655 | 0.169127 |
| 30 | -0.076132 | -0.5848 | 0.280462 |
| 31 | 0.119824 | 0.9204 | 0.180559 |
| 32 | -0.007423 | -0.057 | 0.477363 |
| 33 | -0.032322 | -0.2483 | 0.402394 |
| 34 | -0.112278 | -0.8624 | 0.195973 |
| 35 | 0.062067 | 0.4767 | 0.317651 |
| 36 | -0.021732 | -0.1669 | 0.434001 |
