| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.46708 | 3.5877 | 0.000339 |
| 2 | 0.007076 | 0.0543 | 0.47842 |
| 3 | -0.11682 | -0.8973 | 0.1866 |
| 4 | -0.058928 | -0.4526 | 0.326235 |
| 5 | -0.132417 | -1.0171 | 0.156625 |
| 6 | -0.04899 | -0.3763 | 0.354022 |
| 7 | 0.004237 | 0.0325 | 0.487075 |
| 8 | -0.031642 | -0.243 | 0.404406 |
| 9 | -0.055397 | -0.4255 | 0.336004 |
| 10 | 0.04587 | 0.3523 | 0.362921 |
| 11 | 0.040311 | 0.3096 | 0.378964 |
| 12 | -0.217543 | -1.671 | 0.050011 |
| 13 | -0.243178 | -1.8679 | 0.033373 |
| 14 | -0.089983 | -0.6912 | 0.246084 |
| 15 | 0.061002 | 0.4686 | 0.320554 |
| 16 | 0.040268 | 0.3093 | 0.379089 |
| 17 | 0.033439 | 0.2569 | 0.399094 |
| 18 | -0.02435 | -0.187 | 0.426138 |
| 19 | -0.006754 | -0.0519 | 0.479401 |
| 20 | -0.081599 | -0.6268 | 0.266613 |
| 21 | -0.054112 | -0.4156 | 0.33959 |
| 22 | -0.023549 | -0.1809 | 0.428541 |
| 23 | -0.055068 | -0.423 | 0.336922 |
| 24 | -0.003361 | -0.0258 | 0.489744 |
| 25 | 0.179411 | 1.3781 | 0.086691 |
| 26 | 0.234651 | 1.8024 | 0.038296 |
| 27 | 0.026279 | 0.2019 | 0.420363 |
| 28 | -0.059318 | -0.4556 | 0.325165 |
| 29 | -0.017538 | -0.1347 | 0.44665 |
| 30 | 0.014193 | 0.109 | 0.45678 |
| 31 | -0.068196 | -0.5238 | 0.301181 |
| 32 | -0.015892 | -0.1221 | 0.451628 |
| 33 | 0.075313 | 0.5785 | 0.282568 |
| 34 | 0.068145 | 0.5234 | 0.301316 |
| 35 | 0.065856 | 0.5059 | 0.307422 |
| 36 | 0.102212 | 0.7851 | 0.217766 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.46708 | 3.5877 | 0.000339 |
| 2 | -0.26999 | -2.0738 | 0.021234 |
| 3 | 0.007022 | 0.0539 | 0.478583 |
| 4 | 0.012761 | 0.098 | 0.461124 |
| 5 | -0.18619 | -1.4302 | 0.078974 |
| 6 | 0.134789 | 1.0353 | 0.152369 |
| 7 | -0.070321 | -0.5401 | 0.295566 |
| 8 | -0.067825 | -0.521 | 0.302169 |
| 9 | 0.027326 | 0.2099 | 0.417236 |
| 10 | 0.053441 | 0.4105 | 0.341467 |
| 11 | -0.051181 | -0.3931 | 0.347819 |
| 12 | -0.302283 | -2.3219 | 0.011856 |
| 13 | 0.054065 | 0.4153 | 0.33972 |
| 14 | -0.032223 | -0.2475 | 0.402685 |
| 15 | 0.050872 | 0.3908 | 0.348692 |
| 16 | -0.032827 | -0.2521 | 0.400901 |
| 17 | -0.060645 | -0.4658 | 0.321529 |
| 18 | -0.036186 | -0.2779 | 0.391011 |
| 19 | 0.055204 | 0.424 | 0.336543 |
| 20 | -0.16807 | -1.291 | 0.100874 |
| 21 | 0.000519 | 0.004 | 0.498416 |
| 22 | 0.01426 | 0.1095 | 0.456577 |
| 23 | -0.096403 | -0.7405 | 0.230971 |
| 24 | 0.074606 | 0.5731 | 0.28439 |
| 25 | 0.104233 | 0.8006 | 0.213279 |
| 26 | 0.029582 | 0.2272 | 0.410517 |
| 27 | -0.120027 | -0.9219 | 0.180156 |
| 28 | 0.077781 | 0.5974 | 0.276248 |
| 29 | 0.008074 | 0.062 | 0.475379 |
| 30 | -0.040987 | -0.3148 | 0.377002 |
| 31 | -0.015666 | -0.1203 | 0.452313 |
| 32 | -0.023313 | -0.1791 | 0.429246 |
| 33 | 0.104199 | 0.8004 | 0.213354 |
| 34 | 0.005859 | 0.045 | 0.482129 |
| 35 | 0.053508 | 0.411 | 0.341281 |
| 36 | -0.009338 | -0.0717 | 0.471532 |
