| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.269297 | 2.1033 | 0.019787 |
| 2 | 0.317233 | 2.4777 | 0.008005 |
| 3 | 0.281543 | 2.1989 | 0.015843 |
| 4 | 0.15138 | 1.1823 | 0.120834 |
| 5 | 0.059738 | 0.4666 | 0.321236 |
| 6 | 0.000699 | 0.0055 | 0.49783 |
| 7 | 0.059755 | 0.4667 | 0.321188 |
| 8 | 0.128199 | 1.0013 | 0.160327 |
| 9 | 0.075933 | 0.5931 | 0.277669 |
| 10 | 0.099161 | 0.7745 | 0.220821 |
| 11 | 0.053727 | 0.4196 | 0.338119 |
| 12 | 0.14875 | 1.1618 | 0.124927 |
| 13 | 0.015364 | 0.12 | 0.45244 |
| 14 | -0.03726 | -0.291 | 0.386016 |
| 15 | 0.02711 | 0.2117 | 0.416511 |
| 16 | -0.101969 | -0.7964 | 0.214443 |
| 17 | -0.089841 | -0.7017 | 0.242774 |
| 18 | -0.150613 | -1.1763 | 0.122018 |
| 19 | -0.056533 | -0.4415 | 0.330192 |
| 20 | -0.154792 | -1.209 | 0.115671 |
| 21 | 0.017887 | 0.1397 | 0.444676 |
| 22 | -0.071617 | -0.5593 | 0.288987 |
| 23 | -0.027625 | -0.2158 | 0.414949 |
| 24 | 0.046586 | 0.3638 | 0.358616 |
| 25 | 0.052048 | 0.4065 | 0.342896 |
| 26 | -0.025649 | -0.2003 | 0.420947 |
| 27 | -0.013002 | -0.1016 | 0.459723 |
| 28 | -0.048882 | -0.3818 | 0.351977 |
| 29 | -0.127897 | -0.9989 | 0.160894 |
| 30 | -0.145759 | -1.1384 | 0.129699 |
| 31 | -0.160178 | -1.251 | 0.10785 |
| 32 | -0.131038 | -1.0234 | 0.15507 |
| 33 | -0.081461 | -0.6362 | 0.263504 |
| 34 | -0.162794 | -1.2715 | 0.104196 |
| 35 | -0.168666 | -1.3173 | 0.096329 |
| 36 | -0.026871 | -0.2099 | 0.417235 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.269297 | 2.1033 | 0.019787 |
| 2 | 0.263847 | 2.0607 | 0.021801 |
| 3 | 0.17105 | 1.3359 | 0.093266 |
| 4 | -0.012815 | -0.1001 | 0.460301 |
| 5 | -0.096443 | -0.7532 | 0.227102 |
| 6 | -0.091635 | -0.7157 | 0.238457 |
| 7 | 0.068277 | 0.5333 | 0.297897 |
| 8 | 0.178948 | 1.3976 | 0.083643 |
| 9 | 0.053038 | 0.4142 | 0.340076 |
| 10 | -0.004461 | -0.0348 | 0.48616 |
| 11 | -0.088807 | -0.6936 | 0.24528 |
| 12 | 0.090274 | 0.7051 | 0.241728 |
| 13 | -0.02871 | -0.2242 | 0.411663 |
| 14 | -0.08024 | -0.6267 | 0.2666 |
| 15 | 0.010143 | 0.0792 | 0.468558 |
| 16 | -0.115896 | -0.9052 | 0.184466 |
| 17 | -0.05139 | -0.4014 | 0.344776 |
| 18 | -0.089589 | -0.6997 | 0.243384 |
| 19 | 0.059549 | 0.4651 | 0.321761 |
| 20 | -0.107945 | -0.8431 | 0.20124 |
| 21 | 0.144612 | 1.1295 | 0.131564 |
| 22 | -0.048897 | -0.3819 | 0.351932 |
| 23 | -0.01084 | -0.0847 | 0.466403 |
| 24 | 0.061996 | 0.4842 | 0.314988 |
| 25 | 0.098937 | 0.7727 | 0.221336 |
| 26 | -0.020246 | -0.1581 | 0.437439 |
| 27 | -0.069496 | -0.5428 | 0.294628 |
| 28 | -0.03318 | -0.2591 | 0.398197 |
| 29 | -0.139967 | -1.0932 | 0.139307 |
| 30 | -0.032682 | -0.2553 | 0.399694 |
| 31 | -0.075888 | -0.5927 | 0.277786 |
| 32 | 0.010183 | 0.0795 | 0.468434 |
| 33 | -0.017709 | -0.1383 | 0.445224 |
| 34 | -0.145524 | -1.1366 | 0.130079 |
| 35 | -0.133771 | -1.0448 | 0.150122 |
| 36 | 0.037032 | 0.2892 | 0.386694 |
