| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.244813 | 2.6367 | 0.004759 |
| 2 | 0.047245 | 0.5088 | 0.305916 |
| 3 | 0.040838 | 0.4398 | 0.330435 |
| 4 | -0.024989 | -0.2691 | 0.394151 |
| 5 | -0.034815 | -0.375 | 0.354182 |
| 6 | -0.16173 | -1.7419 | 0.042089 |
| 7 | -0.122588 | -1.3203 | 0.094664 |
| 8 | -0.121314 | -1.3066 | 0.096967 |
| 9 | -0.103707 | -1.117 | 0.13316 |
| 10 | 0.085262 | 0.9183 | 0.180183 |
| 11 | 0.112539 | 1.2121 | 0.113973 |
| 12 | -0.005009 | -0.0539 | 0.478536 |
| 13 | -0.152058 | -1.6377 | 0.052095 |
| 14 | -0.089913 | -0.9684 | 0.16743 |
| 15 | 0.005442 | 0.0586 | 0.476679 |
| 16 | -0.06171 | -0.6646 | 0.253799 |
| 17 | -0.011864 | -0.1278 | 0.449274 |
| 18 | 0.025453 | 0.2741 | 0.392235 |
| 19 | 0.023117 | 0.249 | 0.401909 |
| 20 | 0.033372 | 0.3594 | 0.359965 |
| 21 | 0.006548 | 0.0705 | 0.471951 |
| 22 | 0.075301 | 0.811 | 0.209507 |
| 23 | -0.002389 | -0.0257 | 0.489758 |
| 24 | -0.014709 | -0.1584 | 0.437198 |
| 25 | 0.159716 | 1.7202 | 0.044032 |
| 26 | 0.040945 | 0.441 | 0.330021 |
| 27 | 0.00669 | 0.0721 | 0.471341 |
| 28 | 0.005206 | 0.0561 | 0.47769 |
| 29 | -0.078803 | -0.8487 | 0.198889 |
| 30 | 0.018984 | 0.2045 | 0.419173 |
| 31 | -0.049469 | -0.5328 | 0.297595 |
| 32 | -0.080274 | -0.8646 | 0.194528 |
| 33 | -0.0791 | -0.8519 | 0.198004 |
| 34 | -0.130343 | -1.4038 | 0.081519 |
| 35 | 0.046097 | 0.4965 | 0.310249 |
| 36 | 0.084661 | 0.9118 | 0.181875 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.244813 | 2.6367 | 0.004759 |
| 2 | -0.013498 | -0.1454 | 0.442333 |
| 3 | 0.034494 | 0.3715 | 0.355468 |
| 4 | -0.045317 | -0.4881 | 0.313206 |
| 5 | -0.019951 | -0.2149 | 0.415121 |
| 6 | -0.158751 | -1.7098 | 0.044988 |
| 7 | -0.046824 | -0.5043 | 0.307499 |
| 8 | -0.085779 | -0.9239 | 0.178737 |
| 9 | -0.04912 | -0.529 | 0.298895 |
| 10 | 0.128859 | 1.3879 | 0.08392 |
| 11 | 0.072082 | 0.7764 | 0.219561 |
| 12 | -0.076997 | -0.8293 | 0.204323 |
| 13 | -0.194625 | -2.0962 | 0.019121 |
| 14 | -0.061351 | -0.6608 | 0.255034 |
| 15 | 0.013916 | 0.1499 | 0.440558 |
| 16 | -0.041963 | -0.452 | 0.326074 |
| 17 | 0.049081 | 0.5286 | 0.299039 |
| 18 | 0.041058 | 0.4422 | 0.329579 |
| 19 | -0.006089 | -0.0656 | 0.473912 |
| 20 | -0.034575 | -0.3724 | 0.355142 |
| 21 | -0.080628 | -0.8684 | 0.193487 |
| 22 | 0.027353 | 0.2946 | 0.384412 |
| 23 | 0.001833 | 0.0197 | 0.492143 |
| 24 | 0.05741 | 0.6183 | 0.268785 |
| 25 | 0.193038 | 2.0791 | 0.019907 |
| 26 | -0.039571 | -0.4262 | 0.335377 |
| 27 | -0.033479 | -0.3606 | 0.359536 |
| 28 | -0.03125 | -0.3366 | 0.368524 |
| 29 | -0.1301 | -1.4012 | 0.081908 |
| 30 | 0.067979 | 0.7322 | 0.232776 |
| 31 | 0.039155 | 0.4217 | 0.337008 |
| 32 | -0.01029 | -0.1108 | 0.455974 |
| 33 | -0.033575 | -0.3616 | 0.359148 |
| 34 | -0.114036 | -1.2282 | 0.110929 |
| 35 | 0.038043 | 0.4097 | 0.341378 |
| 36 | 0.029433 | 0.317 | 0.375904 |
