| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.364168 | 2.7972 | 0.003475 |
| 2 | 0.098012 | 0.7528 | 0.227269 |
| 3 | 0.247595 | 1.9018 | 0.031041 |
| 4 | 0.079654 | 0.6118 | 0.271499 |
| 5 | -0.001613 | -0.0124 | 0.495078 |
| 6 | -0.076689 | -0.5891 | 0.279035 |
| 7 | -0.188911 | -1.4511 | 0.076031 |
| 8 | -0.160944 | -1.2362 | 0.110635 |
| 9 | -0.135181 | -1.0383 | 0.151674 |
| 10 | -0.055482 | -0.4262 | 0.335768 |
| 11 | -0.043885 | -0.3371 | 0.368625 |
| 12 | -0.104375 | -0.8017 | 0.212966 |
| 13 | -0.144509 | -1.11 | 0.135753 |
| 14 | -0.155891 | -1.1974 | 0.117965 |
| 15 | -0.146497 | -1.1253 | 0.132516 |
| 16 | -0.067219 | -0.5163 | 0.303782 |
| 17 | -0.101161 | -0.777 | 0.220121 |
| 18 | -0.105933 | -0.8137 | 0.209548 |
| 19 | -0.026235 | -0.2015 | 0.420495 |
| 20 | -0.01023 | -0.0786 | 0.468817 |
| 21 | 0.176919 | 1.3589 | 0.089669 |
| 22 | 0.12923 | 0.9926 | 0.162471 |
| 23 | -0.085196 | -0.6544 | 0.257698 |
| 24 | 0.101953 | 0.7831 | 0.218346 |
| 25 | 0.105576 | 0.8109 | 0.210329 |
| 26 | -0.051347 | -0.3944 | 0.347352 |
| 27 | -0.027368 | -0.2102 | 0.417112 |
| 28 | -0.009579 | -0.0736 | 0.470798 |
| 29 | -0.010363 | -0.0796 | 0.468411 |
| 30 | 0.001234 | 0.0095 | 0.496234 |
| 31 | -0.018123 | -0.1392 | 0.444881 |
| 32 | -0.018907 | -0.1452 | 0.442512 |
| 33 | -0.025883 | -0.1988 | 0.421548 |
| 34 | 0.002924 | 0.0225 | 0.491079 |
| 35 | 0.049884 | 0.3832 | 0.351488 |
| 36 | -0.016798 | -0.129 | 0.448887 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.364168 | 2.7972 | 0.003475 |
| 2 | -0.039898 | -0.3065 | 0.380165 |
| 3 | 0.259824 | 1.9957 | 0.025292 |
| 4 | -0.121037 | -0.9297 | 0.178158 |
| 5 | 0.021708 | 0.1667 | 0.434073 |
| 6 | -0.169864 | -1.3047 | 0.098523 |
| 7 | -0.121277 | -0.9315 | 0.177684 |
| 8 | -0.065354 | -0.502 | 0.308771 |
| 9 | -0.027625 | -0.2122 | 0.416346 |
| 10 | 0.098438 | 0.7561 | 0.226293 |
| 11 | -0.016485 | -0.1266 | 0.449834 |
| 12 | -0.059102 | -0.454 | 0.325757 |
| 13 | -0.166612 | -1.2798 | 0.102818 |
| 14 | -0.134856 | -1.0358 | 0.15225 |
| 15 | -0.103146 | -0.7923 | 0.215685 |
| 16 | 0.050255 | 0.386 | 0.350437 |
| 17 | -0.042303 | -0.3249 | 0.37319 |
| 18 | 0.00522 | 0.0401 | 0.484076 |
| 19 | -0.028649 | -0.2201 | 0.413293 |
| 20 | -0.063415 | -0.4871 | 0.313996 |
| 21 | 0.179266 | 1.377 | 0.086862 |
| 22 | -0.091991 | -0.7066 | 0.241299 |
| 23 | -0.146045 | -1.1218 | 0.133247 |
| 24 | 0.085033 | 0.6531 | 0.258099 |
| 25 | -0.046341 | -0.356 | 0.361573 |
| 26 | -0.05769 | -0.4431 | 0.329647 |
| 27 | -0.0712 | -0.5469 | 0.293255 |
| 28 | 0.026258 | 0.2017 | 0.420427 |
| 29 | 0.006629 | 0.0509 | 0.479782 |
| 30 | -0.007709 | -0.0592 | 0.476491 |
| 31 | -0.067011 | -0.5147 | 0.304334 |
| 32 | -0.072532 | -0.5571 | 0.289773 |
| 33 | -0.035268 | -0.2709 | 0.393708 |
| 34 | 0.037757 | 0.29 | 0.386411 |
| 35 | 0.072991 | 0.5607 | 0.288579 |
| 36 | -0.044457 | -0.3415 | 0.366978 |
