| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.354983 | 2.7497 | 0.003936 |
| 2 | 0.260211 | 2.0156 | 0.024164 |
| 3 | 0.206541 | 1.5999 | 0.057441 |
| 4 | 0.061967 | 0.48 | 0.316488 |
| 5 | -0.068812 | -0.533 | 0.297997 |
| 6 | -0.110939 | -0.8593 | 0.196788 |
| 7 | -0.191197 | -1.481 | 0.071919 |
| 8 | -0.274989 | -2.1301 | 0.018639 |
| 9 | 0.049369 | 0.3824 | 0.351755 |
| 10 | -0.122752 | -0.9508 | 0.172751 |
| 11 | 0.011769 | 0.0912 | 0.463832 |
| 12 | -0.044752 | -0.3466 | 0.365034 |
| 13 | -0.09938 | -0.7698 | 0.222221 |
| 14 | -0.078927 | -0.6114 | 0.271634 |
| 15 | 0.047783 | 0.3701 | 0.356297 |
| 16 | 0.073824 | 0.5718 | 0.284783 |
| 17 | -0.044323 | -0.3433 | 0.366278 |
| 18 | -0.044636 | -0.3457 | 0.36537 |
| 19 | -0.006191 | -0.048 | 0.480956 |
| 20 | 0.032923 | 0.255 | 0.399789 |
| 21 | -0.058041 | -0.4496 | 0.327315 |
| 22 | -0.126244 | -0.9779 | 0.16603 |
| 23 | -0.047447 | -0.3675 | 0.35726 |
| 24 | -0.086635 | -0.6711 | 0.252375 |
| 25 | -0.061817 | -0.4788 | 0.316898 |
| 26 | 0.0501 | 0.3881 | 0.349668 |
| 27 | 0.00146 | 0.0113 | 0.495508 |
| 28 | -0.008552 | -0.0662 | 0.473703 |
| 29 | -0.069437 | -0.5379 | 0.296332 |
| 30 | -0.022209 | -0.172 | 0.431997 |
| 31 | -0.043744 | -0.3388 | 0.367956 |
| 32 | -0.053152 | -0.4117 | 0.341009 |
| 33 | -0.068322 | -0.5292 | 0.299304 |
| 34 | -0.063062 | -0.4885 | 0.313496 |
| 35 | 0.052697 | 0.4082 | 0.342295 |
| 36 | 0.044555 | 0.3451 | 0.365605 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.354983 | 2.7497 | 0.003936 |
| 2 | 0.153548 | 1.1894 | 0.119489 |
| 3 | 0.086535 | 0.6703 | 0.25262 |
| 4 | -0.072323 | -0.5602 | 0.288712 |
| 5 | -0.139448 | -1.0802 | 0.142197 |
| 6 | -0.083848 | -0.6495 | 0.259253 |
| 7 | -0.116484 | -0.9023 | 0.185258 |
| 8 | -0.154692 | -1.1982 | 0.117768 |
| 9 | 0.303596 | 2.3516 | 0.010996 |
| 10 | -0.131647 | -1.0197 | 0.155975 |
| 11 | 0.103412 | 0.801 | 0.213139 |
| 12 | -0.165405 | -1.2812 | 0.102523 |
| 13 | -0.146868 | -1.1376 | 0.129898 |
| 14 | -0.039268 | -0.3042 | 0.381026 |
| 15 | 0.13592 | 1.0528 | 0.148319 |
| 16 | 0.14371 | 1.1132 | 0.135038 |
| 17 | -0.019996 | -0.1549 | 0.438714 |
| 18 | -0.257571 | -1.9951 | 0.025288 |
| 19 | 0.065344 | 0.5061 | 0.307304 |
| 20 | -0.092929 | -0.7198 | 0.237214 |
| 21 | -0.004374 | -0.0339 | 0.486541 |
| 22 | -0.080773 | -0.6257 | 0.266954 |
| 23 | 0.166769 | 1.2918 | 0.100693 |
| 24 | -0.105727 | -0.819 | 0.208026 |
| 25 | -0.083267 | -0.645 | 0.260699 |
| 26 | 0.037682 | 0.2919 | 0.385692 |
| 27 | 0.021058 | 0.1631 | 0.435487 |
| 28 | -0.070411 | -0.5454 | 0.29375 |
| 29 | -0.105536 | -0.8175 | 0.208445 |
| 30 | -0.030819 | -0.2387 | 0.406067 |
| 31 | 0.024607 | 0.1906 | 0.424739 |
| 32 | -0.147838 | -1.1451 | 0.128348 |
| 33 | 0.147986 | 1.1463 | 0.128112 |
| 34 | -0.037545 | -0.2908 | 0.386095 |
| 35 | 0.006015 | 0.0466 | 0.481498 |
| 36 | -0.051407 | -0.3982 | 0.345951 |
