| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.486218 | 3.7662 | 0.00019 |
| 2 | 0.364636 | 2.8245 | 0.00321 |
| 3 | 0.439543 | 3.4047 | 0.000593 |
| 4 | 0.447739 | 3.4682 | 0.000488 |
| 5 | 0.374016 | 2.8971 | 0.002625 |
| 6 | 0.264478 | 2.0486 | 0.02244 |
| 7 | 0.164813 | 1.2766 | 0.103325 |
| 8 | 0.218937 | 1.6959 | 0.047546 |
| 9 | 0.078956 | 0.6116 | 0.27156 |
| 10 | -0.048899 | -0.3788 | 0.353099 |
| 11 | 0.077358 | 0.5992 | 0.275644 |
| 12 | 0.28139 | 2.1796 | 0.01661 |
| 13 | -0.043218 | -0.3348 | 0.369483 |
| 14 | -0.113921 | -0.8824 | 0.190534 |
| 15 | -0.065713 | -0.509 | 0.306306 |
| 16 | 0.03698 | 0.2864 | 0.387763 |
| 17 | -0.043997 | -0.3408 | 0.367224 |
| 18 | -0.085444 | -0.6618 | 0.255302 |
| 19 | -0.090487 | -0.7009 | 0.243034 |
| 20 | -0.067273 | -0.5211 | 0.302108 |
| 21 | -0.184823 | -1.4316 | 0.078719 |
| 22 | -0.203931 | -1.5796 | 0.059723 |
| 23 | -0.117491 | -0.9101 | 0.183211 |
| 24 | 0.006513 | 0.0505 | 0.479965 |
| 25 | -0.180138 | -1.3953 | 0.084028 |
| 26 | -0.278475 | -2.1571 | 0.017509 |
| 27 | -0.189835 | -1.4705 | 0.073332 |
| 28 | -0.093614 | -0.7251 | 0.235596 |
| 29 | -0.188863 | -1.4629 | 0.074353 |
| 30 | -0.19114 | -1.4806 | 0.071978 |
| 31 | -0.176665 | -1.3684 | 0.088138 |
| 32 | -0.211468 | -1.638 | 0.053325 |
| 33 | -0.248927 | -1.9282 | 0.029284 |
| 34 | -0.239592 | -1.8559 | 0.034192 |
| 35 | -0.194668 | -1.5079 | 0.068415 |
| 36 | -0.103096 | -0.7986 | 0.213842 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.486218 | 3.7662 | 0.00019 |
| 2 | 0.167928 | 1.3008 | 0.099157 |
| 3 | 0.2835 | 2.196 | 0.015985 |
| 4 | 0.195754 | 1.5163 | 0.067346 |
| 5 | 0.07184 | 0.5565 | 0.28998 |
| 6 | -0.070869 | -0.5489 | 0.292539 |
| 7 | -0.161525 | -1.2512 | 0.107865 |
| 8 | 0.018737 | 0.1451 | 0.442546 |
| 9 | -0.18414 | -1.4263 | 0.079476 |
| 10 | -0.170533 | -1.3209 | 0.095768 |
| 11 | 0.147839 | 1.1452 | 0.128345 |
| 12 | 0.448511 | 3.4741 | 0.000479 |
| 13 | -0.228902 | -1.7731 | 0.040646 |
| 14 | -0.163611 | -1.2673 | 0.104968 |
| 15 | -0.152052 | -1.1778 | 0.121765 |
| 16 | 0.022158 | 0.1716 | 0.432152 |
| 17 | -0.138339 | -1.0716 | 0.144102 |
| 18 | 0.12769 | 0.9891 | 0.163298 |
| 19 | 0.148191 | 1.1479 | 0.127787 |
| 20 | -0.078567 | -0.6086 | 0.27255 |
| 21 | -0.159135 | -1.2327 | 0.111257 |
| 22 | -0.001942 | -0.015 | 0.494023 |
| 23 | -0.101141 | -0.7834 | 0.218226 |
| 24 | -0.033909 | -0.2627 | 0.396858 |
| 25 | 0.106917 | 0.8282 | 0.205426 |
| 26 | -0.018126 | -0.1404 | 0.444407 |
| 27 | -0.056296 | -0.4361 | 0.332176 |
| 28 | -0.05504 | -0.4263 | 0.335694 |
| 29 | -0.054279 | -0.4204 | 0.337831 |
| 30 | -0.114052 | -0.8834 | 0.190261 |
| 31 | -0.00134 | -0.0104 | 0.495878 |
| 32 | -0.061686 | -0.4778 | 0.317258 |
| 33 | 0.031929 | 0.2473 | 0.402751 |
| 34 | 0.007009 | 0.0543 | 0.478443 |
| 35 | -0.040942 | -0.3171 | 0.376121 |
| 36 | -0.086945 | -0.6735 | 0.251615 |
