| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.387107 | 2.9481 | 0.0023 |
| 2 | 0.218875 | 1.6669 | 0.050463 |
| 3 | 0.320872 | 2.4437 | 0.008801 |
| 4 | 0.076446 | 0.5822 | 0.281345 |
| 5 | 0.214129 | 1.6308 | 0.05418 |
| 6 | 0.298616 | 2.2742 | 0.013335 |
| 7 | 0.145952 | 1.1115 | 0.135462 |
| 8 | 0.333951 | 2.5433 | 0.006835 |
| 9 | 0.249593 | 1.9008 | 0.031148 |
| 10 | 0.10252 | 0.7808 | 0.219057 |
| 11 | 0.160311 | 1.2209 | 0.113534 |
| 12 | -0.072619 | -0.5531 | 0.291177 |
| 13 | -0.106655 | -0.8123 | 0.209981 |
| 14 | 0.139823 | 1.0649 | 0.145677 |
| 15 | 0.071749 | 0.5464 | 0.293435 |
| 16 | -0.019071 | -0.1452 | 0.442512 |
| 17 | 0.090929 | 0.6925 | 0.245694 |
| 18 | 0.029197 | 0.2224 | 0.412409 |
| 19 | -0.070134 | -0.5341 | 0.297649 |
| 20 | 0.011434 | 0.0871 | 0.465455 |
| 21 | -0.082271 | -0.6266 | 0.266703 |
| 22 | -0.141426 | -1.0771 | 0.142955 |
| 23 | -0.089439 | -0.6811 | 0.249244 |
| 24 | -0.231911 | -1.7662 | 0.041314 |
| 25 | -0.121553 | -0.9257 | 0.179213 |
| 26 | -0.120291 | -0.9161 | 0.181701 |
| 27 | -0.178938 | -1.3628 | 0.089114 |
| 28 | -0.047274 | -0.36 | 0.360068 |
| 29 | -0.080777 | -0.6152 | 0.270421 |
| 30 | -0.240257 | -1.8297 | 0.036215 |
| 31 | -0.193563 | -1.4741 | 0.072927 |
| 32 | -0.261882 | -1.9944 | 0.025406 |
| 33 | -0.198104 | -1.5087 | 0.0684 |
| 34 | -0.080788 | -0.6153 | 0.270393 |
| 35 | -0.099017 | -0.7541 | 0.226923 |
| 36 | -0.055934 | -0.426 | 0.335849 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.387107 | 2.9481 | 0.0023 |
| 2 | 0.081189 | 0.6183 | 0.269394 |
| 3 | 0.250542 | 1.9081 | 0.030668 |
| 4 | -0.159698 | -1.2162 | 0.114413 |
| 5 | 0.238085 | 1.8132 | 0.037488 |
| 6 | 0.110512 | 0.8416 | 0.201725 |
| 7 | 0.018439 | 0.1404 | 0.444406 |
| 8 | 0.226295 | 1.7234 | 0.045071 |
| 9 | -0.021546 | -0.1641 | 0.435116 |
| 10 | -0.002356 | -0.0179 | 0.492872 |
| 11 | -0.056377 | -0.4294 | 0.334629 |
| 12 | -0.232899 | -1.7737 | 0.040681 |
| 13 | -0.106979 | -0.8147 | 0.20928 |
| 14 | 0.111318 | 0.8478 | 0.200025 |
| 15 | 0.044138 | 0.3361 | 0.368986 |
| 16 | -0.160923 | -1.2256 | 0.11266 |
| 17 | 0.063735 | 0.4854 | 0.314612 |
| 18 | 0.094073 | 0.7164 | 0.238297 |
| 19 | -0.108359 | -0.8252 | 0.20631 |
| 20 | 0.081835 | 0.6232 | 0.267787 |
| 21 | -0.023417 | -0.1783 | 0.429539 |
| 22 | -0.118905 | -0.9056 | 0.184459 |
| 23 | -0.109379 | -0.833 | 0.20413 |
| 24 | -0.220732 | -1.681 | 0.049066 |
| 25 | 0.010819 | 0.0824 | 0.467308 |
| 26 | -0.126788 | -0.9656 | 0.16913 |
| 27 | 0.137858 | 1.0499 | 0.14906 |
| 28 | 0.015358 | 0.117 | 0.453645 |
| 29 | 0.031936 | 0.2432 | 0.404347 |
| 30 | -0.016322 | -0.1243 | 0.450753 |
| 31 | -0.090842 | -0.6918 | 0.245902 |
| 32 | -0.073099 | -0.5567 | 0.289934 |
| 33 | 0.092406 | 0.7037 | 0.242205 |
| 34 | 0.027301 | 0.2079 | 0.41801 |
| 35 | -0.018696 | -0.1424 | 0.443636 |
| 36 | -0.041248 | -0.3141 | 0.377273 |
