| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.203135 | 1.5735 | 0.060433 |
| 2 | -0.308216 | -2.3874 | 0.010067 |
| 3 | -0.225128 | -1.7438 | 0.043155 |
| 4 | -0.095795 | -0.742 | 0.230483 |
| 5 | 0.197199 | 1.5275 | 0.065947 |
| 6 | 0.360673 | 2.7938 | 0.003492 |
| 7 | 0.191314 | 1.4819 | 0.071798 |
| 8 | -0.146957 | -1.1383 | 0.129755 |
| 9 | -0.321041 | -2.4868 | 0.007845 |
| 10 | -0.325041 | -2.5178 | 0.007249 |
| 11 | 0.199919 | 1.5486 | 0.063373 |
| 12 | 0.642602 | 4.9776 | 3e-06 |
| 13 | 0.023865 | 0.1849 | 0.426982 |
| 14 | -0.311002 | -2.409 | 0.009541 |
| 15 | -0.246386 | -1.9085 | 0.030557 |
| 16 | -0.149691 | -1.1595 | 0.125422 |
| 17 | 0.086694 | 0.6715 | 0.25223 |
| 18 | 0.21259 | 1.6467 | 0.052422 |
| 19 | 0.145473 | 1.1268 | 0.13215 |
| 20 | -0.211292 | -1.6367 | 0.053469 |
| 21 | -0.318317 | -2.4657 | 0.008276 |
| 22 | -0.227282 | -1.7605 | 0.041708 |
| 23 | 0.15846 | 1.2274 | 0.112229 |
| 24 | 0.386135 | 2.991 | 0.002015 |
| 25 | -0.029172 | -0.226 | 0.411 |
| 26 | -0.281805 | -2.1829 | 0.016485 |
| 27 | -0.194786 | -1.5088 | 0.068298 |
| 28 | -0.122567 | -0.9494 | 0.173113 |
| 29 | 0.040724 | 0.3154 | 0.376758 |
| 30 | 0.145055 | 1.1236 | 0.132831 |
| 31 | 0.121584 | 0.9418 | 0.17504 |
| 32 | -0.178433 | -1.3821 | 0.086027 |
| 33 | -0.199433 | -1.5448 | 0.063826 |
| 34 | -0.048836 | -0.3783 | 0.353277 |
| 35 | 0.135634 | 1.0506 | 0.148825 |
| 36 | 0.23046 | 1.7851 | 0.039647 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.203135 | 1.5735 | 0.060433 |
| 2 | -0.364521 | -2.8236 | 0.003218 |
| 3 | -0.078967 | -0.6117 | 0.271531 |
| 4 | -0.156675 | -1.2136 | 0.114829 |
| 5 | 0.186218 | 1.4424 | 0.077189 |
| 6 | 0.230173 | 1.7829 | 0.03983 |
| 7 | 0.200885 | 1.556 | 0.062478 |
| 8 | -0.012173 | -0.0943 | 0.462595 |
| 9 | -0.135057 | -1.0462 | 0.149844 |
| 10 | -0.361465 | -2.7999 | 0.003434 |
| 11 | 0.138917 | 1.076 | 0.143106 |
| 12 | 0.432686 | 3.3516 | 0.000697 |
| 13 | -0.2099 | -1.6259 | 0.054608 |
| 14 | 0.00043 | 0.0033 | 0.498677 |
| 15 | -0.074921 | -0.5803 | 0.28193 |
| 16 | -0.052296 | -0.4051 | 0.343429 |
| 17 | -0.139561 | -1.081 | 0.142004 |
| 18 | -0.189231 | -1.4658 | 0.073966 |
| 19 | 0.041892 | 0.3245 | 0.373345 |
| 20 | -0.133264 | -1.0323 | 0.153047 |
| 21 | 0.120139 | 0.9306 | 0.177896 |
| 22 | 0.018197 | 0.141 | 0.444189 |
| 23 | -0.048859 | -0.3785 | 0.353213 |
| 24 | -0.052581 | -0.4073 | 0.342621 |
| 25 | -0.02757 | -0.2136 | 0.415809 |
| 26 | -0.153151 | -1.1863 | 0.12009 |
| 27 | -0.005174 | -0.0401 | 0.484082 |
| 28 | -0.109576 | -0.8488 | 0.199691 |
| 29 | -0.00478 | -0.037 | 0.485294 |
| 30 | -0.107334 | -0.8314 | 0.204521 |
| 31 | 0.033456 | 0.2591 | 0.398204 |
| 32 | 0.007531 | 0.0583 | 0.476839 |
| 33 | 0.070132 | 0.5432 | 0.294487 |
| 34 | 0.104238 | 0.8074 | 0.211305 |
| 35 | -0.070562 | -0.5466 | 0.29335 |
| 36 | -0.092618 | -0.7174 | 0.23795 |
