| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.361565 | 2.8007 | 0.003426 |
| 2 | -0.144946 | -1.1227 | 0.133009 |
| 3 | -0.494403 | -3.8296 | 0.000155 |
| 4 | -0.418675 | -3.243 | 0.000967 |
| 5 | -0.01799 | -0.1393 | 0.444821 |
| 6 | 0.256196 | 1.9845 | 0.02589 |
| 7 | 0.105483 | 0.8171 | 0.208562 |
| 8 | -0.193432 | -1.4983 | 0.069647 |
| 9 | -0.23735 | -1.8385 | 0.035469 |
| 10 | -0.1008 | -0.7808 | 0.218998 |
| 11 | 0.178812 | 1.3851 | 0.085579 |
| 12 | 0.563221 | 4.3627 | 2.6e-05 |
| 13 | 0.184637 | 1.4302 | 0.078924 |
| 14 | -0.079726 | -0.6176 | 0.269603 |
| 15 | -0.252427 | -1.9553 | 0.027605 |
| 16 | -0.235808 | -1.8266 | 0.036371 |
| 17 | -0.072416 | -0.5609 | 0.288467 |
| 18 | 0.106967 | 0.8286 | 0.205317 |
| 19 | 0.006796 | 0.0526 | 0.479096 |
| 20 | -0.082524 | -0.6392 | 0.262553 |
| 21 | -0.04763 | -0.3689 | 0.356736 |
| 22 | 0.020959 | 0.1624 | 0.435787 |
| 23 | 0.09269 | 0.718 | 0.23778 |
| 24 | 0.275214 | 2.1318 | 0.018564 |
| 25 | 0.034837 | 0.2698 | 0.394102 |
| 26 | -0.056768 | -0.4397 | 0.33086 |
| 27 | -0.086122 | -0.6671 | 0.253633 |
| 28 | -0.112336 | -0.8701 | 0.193843 |
| 29 | -0.086865 | -0.6729 | 0.251813 |
| 30 | -0.061108 | -0.4733 | 0.318844 |
| 31 | -0.062479 | -0.484 | 0.315089 |
| 32 | -0.021302 | -0.165 | 0.434747 |
| 33 | 0.128098 | 0.9922 | 0.162532 |
| 34 | 0.135865 | 1.0524 | 0.148416 |
| 35 | 0.04426 | 0.3428 | 0.366459 |
| 36 | 0.043746 | 0.3389 | 0.36795 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.361565 | 2.8007 | 0.003426 |
| 2 | -0.317133 | -2.4565 | 0.00847 |
| 3 | -0.397408 | -3.0783 | 0.001568 |
| 4 | -0.18285 | -1.4164 | 0.080921 |
| 5 | 0.064766 | 0.5017 | 0.308865 |
| 6 | -0.008506 | -0.0659 | 0.473844 |
| 7 | -0.307429 | -2.3813 | 0.01022 |
| 8 | -0.336028 | -2.6029 | 0.005816 |
| 9 | -0.066826 | -0.5176 | 0.303309 |
| 10 | -0.120353 | -0.9322 | 0.177473 |
| 11 | -0.1498 | -1.1603 | 0.125252 |
| 12 | 0.399449 | 3.0941 | 0.001498 |
| 13 | -0.24911 | -1.9296 | 0.029195 |
| 14 | 0.089858 | 0.696 | 0.244545 |
| 15 | 0.255 | 1.9752 | 0.026424 |
| 16 | 0.045805 | 0.3548 | 0.361991 |
| 17 | -0.121011 | -0.9373 | 0.176169 |
| 18 | 0.083776 | 0.6489 | 0.259431 |
| 19 | 0.001137 | 0.0088 | 0.496502 |
| 20 | 0.035474 | 0.2748 | 0.392215 |
| 21 | -0.053384 | -0.4135 | 0.340353 |
| 22 | 0.071915 | 0.5571 | 0.289783 |
| 23 | -0.046098 | -0.3571 | 0.361144 |
| 24 | -0.025535 | -0.1978 | 0.421937 |
| 25 | 0.000699 | 0.0054 | 0.497849 |
| 26 | 0.047695 | 0.3694 | 0.35655 |
| 27 | -0.013535 | -0.1048 | 0.458427 |
| 28 | -0.053945 | -0.4179 | 0.338771 |
| 29 | -0.011754 | -0.091 | 0.46388 |
| 30 | -0.1986 | -1.5384 | 0.06461 |
| 31 | 0.030739 | 0.2381 | 0.406306 |
| 32 | -0.05785 | -0.4481 | 0.327847 |
| 33 | -0.003636 | -0.0282 | 0.488812 |
| 34 | -0.071242 | -0.5518 | 0.291554 |
| 35 | -0.036669 | -0.284 | 0.388681 |
| 36 | -0.109235 | -0.8461 | 0.20042 |
