| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.479758 | 3.7162 | 0.000223 |
| 2 | 0.171023 | 1.3247 | 0.09514 |
| 3 | 0.218826 | 1.695 | 0.047628 |
| 4 | 0.28508 | 2.2082 | 0.015531 |
| 5 | 0.357952 | 2.7727 | 0.003698 |
| 6 | 0.289704 | 2.244 | 0.014266 |
| 7 | 0.29237 | 2.2647 | 0.013578 |
| 8 | 0.085109 | 0.6592 | 0.25613 |
| 9 | -0.016455 | -0.1275 | 0.449501 |
| 10 | -0.099406 | -0.77 | 0.222163 |
| 11 | 0.144737 | 1.1211 | 0.133351 |
| 12 | 0.480311 | 3.7205 | 0.00022 |
| 13 | 0.097104 | 0.7522 | 0.227445 |
| 14 | -0.115001 | -0.8908 | 0.188298 |
| 15 | -0.045091 | -0.3493 | 0.364055 |
| 16 | 0.044488 | 0.3446 | 0.365798 |
| 17 | 0.098521 | 0.7631 | 0.224185 |
| 18 | 0.037865 | 0.2933 | 0.385152 |
| 19 | 0.019865 | 0.1539 | 0.439113 |
| 20 | -0.133382 | -1.0332 | 0.152834 |
| 21 | -0.198656 | -1.5388 | 0.064558 |
| 22 | -0.224169 | -1.7364 | 0.043812 |
| 23 | -0.077878 | -0.6032 | 0.274311 |
| 24 | 0.126916 | 0.9831 | 0.164757 |
| 25 | -0.131925 | -1.0219 | 0.155468 |
| 26 | -0.291624 | -2.2589 | 0.013768 |
| 27 | -0.230905 | -1.7886 | 0.039365 |
| 28 | -0.086607 | -0.6709 | 0.252443 |
| 29 | -0.066527 | -0.5153 | 0.304112 |
| 30 | -0.13432 | -1.0404 | 0.151155 |
| 31 | -0.138502 | -1.0728 | 0.143821 |
| 32 | -0.248519 | -1.925 | 0.029486 |
| 33 | -0.29285 | -2.2684 | 0.013458 |
| 34 | -0.250706 | -1.942 | 0.028421 |
| 35 | -0.149071 | -1.1547 | 0.126396 |
| 36 | -0.027783 | -0.2152 | 0.415169 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.479758 | 3.7162 | 0.000223 |
| 2 | -0.076827 | -0.5951 | 0.277007 |
| 3 | 0.218652 | 1.6937 | 0.047757 |
| 4 | 0.131621 | 1.0195 | 0.156022 |
| 5 | 0.225704 | 1.7483 | 0.042764 |
| 6 | 0.035757 | 0.277 | 0.391378 |
| 7 | 0.175359 | 1.3583 | 0.089723 |
| 8 | -0.260708 | -2.0194 | 0.023958 |
| 9 | -0.061232 | -0.4743 | 0.318504 |
| 10 | -0.346625 | -2.6849 | 0.004683 |
| 11 | 0.366644 | 2.84 | 0.003075 |
| 12 | 0.383657 | 2.9718 | 0.002128 |
| 13 | -0.282837 | -2.1908 | 0.016179 |
| 14 | -0.043735 | -0.3388 | 0.367983 |
| 15 | -0.005057 | -0.0392 | 0.484443 |
| 16 | -0.090446 | -0.7006 | 0.243134 |
| 17 | 0.015112 | 0.1171 | 0.453603 |
| 18 | -0.189696 | -1.4694 | 0.073477 |
| 19 | -0.092151 | -0.7138 | 0.239059 |
| 20 | 0.015089 | 0.1169 | 0.453675 |
| 21 | -0.00129 | -0.01 | 0.496032 |
| 22 | 0.089298 | 0.6917 | 0.245898 |
| 23 | -0.12372 | -0.9583 | 0.170871 |
| 24 | -0.018693 | -0.1448 | 0.442679 |
| 25 | 0.05003 | 0.3875 | 0.349868 |
| 26 | -0.094702 | -0.7336 | 0.233038 |
| 27 | -0.063983 | -0.4956 | 0.310991 |
| 28 | 0.069649 | 0.5395 | 0.295769 |
| 29 | -0.188871 | -1.463 | 0.074345 |
| 30 | 0.047916 | 0.3712 | 0.355916 |
| 31 | -0.076028 | -0.5889 | 0.279066 |
| 32 | -0.066336 | -0.5138 | 0.304628 |
| 33 | -0.07239 | -0.5607 | 0.288535 |
| 34 | 0.073553 | 0.5697 | 0.285492 |
| 35 | -0.078408 | -0.6073 | 0.272955 |
| 36 | 0.101584 | 0.7869 | 0.21723 |
