| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.295663 | 2.4737 | 0.007901 |
| 2 | 0.101216 | 0.8468 | 0.199987 |
| 3 | 0.228024 | 1.9078 | 0.030261 |
| 4 | 0.242761 | 2.0311 | 0.023023 |
| 5 | 0.261734 | 2.1898 | 0.015936 |
| 6 | -0.016128 | -0.1349 | 0.446524 |
| 7 | -0.029644 | -0.248 | 0.402424 |
| 8 | 0.155741 | 1.303 | 0.098419 |
| 9 | 0.04542 | 0.38 | 0.352543 |
| 10 | -0.130654 | -1.0931 | 0.139041 |
| 11 | 0.138999 | 1.1629 | 0.1244 |
| 12 | 0.014968 | 0.1252 | 0.45035 |
| 13 | -0.01659 | -0.1388 | 0.445001 |
| 14 | 0.083738 | 0.7006 | 0.242936 |
| 15 | -0.024365 | -0.2039 | 0.419531 |
| 16 | 0.074869 | 0.6264 | 0.266545 |
| 17 | -0.10138 | -0.8482 | 0.199606 |
| 18 | -0.166839 | -1.3959 | 0.083582 |
| 19 | 0.008307 | 0.0695 | 0.472393 |
| 20 | -0.098727 | -0.826 | 0.205803 |
| 21 | -0.161856 | -1.3542 | 0.090017 |
| 22 | -0.144767 | -1.2112 | 0.114945 |
| 23 | -0.117356 | -0.9819 | 0.164773 |
| 24 | -0.084913 | -0.7104 | 0.239899 |
| 25 | -0.027011 | -0.226 | 0.410934 |
| 26 | -0.101536 | -0.8495 | 0.199247 |
| 27 | -0.012629 | -0.1057 | 0.458076 |
| 28 | 0.062033 | 0.519 | 0.302697 |
| 29 | -0.018317 | -0.1533 | 0.43932 |
| 30 | -0.022895 | -0.1916 | 0.424323 |
| 31 | -0.059443 | -0.4973 | 0.310255 |
| 32 | -0.019558 | -0.1636 | 0.435247 |
| 33 | -0.05901 | -0.4937 | 0.311526 |
| 34 | -0.089275 | -0.7469 | 0.228803 |
| 35 | -0.141465 | -1.1836 | 0.120292 |
| 36 | -0.043279 | -0.3621 | 0.359186 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.295663 | 2.4737 | 0.007901 |
| 2 | 0.015121 | 0.1265 | 0.449843 |
| 3 | 0.212719 | 1.7797 | 0.03973 |
| 4 | 0.136543 | 1.1424 | 0.12859 |
| 5 | 0.175672 | 1.4698 | 0.073051 |
| 6 | -0.196418 | -1.6434 | 0.052397 |
| 7 | -0.057522 | -0.4813 | 0.315916 |
| 8 | 0.086607 | 0.7246 | 0.235556 |
| 9 | -0.05075 | -0.4246 | 0.336214 |
| 10 | -0.153371 | -1.2832 | 0.101829 |
| 11 | 0.297634 | 2.4902 | 0.007572 |
| 12 | -0.140942 | -1.1792 | 0.121154 |
| 13 | -0.011635 | -0.0973 | 0.461367 |
| 14 | 0.145185 | 1.2147 | 0.11428 |
| 15 | -0.057311 | -0.4795 | 0.316541 |
| 16 | -0.064732 | -0.5416 | 0.29491 |
| 17 | -0.108656 | -0.9091 | 0.183214 |
| 18 | -0.077715 | -0.6502 | 0.258842 |
| 19 | -0.039049 | -0.3267 | 0.372432 |
| 20 | -0.080181 | -0.6708 | 0.252263 |
| 21 | 0.049857 | 0.4171 | 0.338929 |
| 22 | -0.118924 | -0.995 | 0.161585 |
| 23 | 0.02228 | 0.1864 | 0.426333 |
| 24 | 0.003776 | 0.0316 | 0.487444 |
| 25 | 0.060601 | 0.507 | 0.306867 |
| 26 | -0.003271 | -0.0274 | 0.489121 |
| 27 | 0.016043 | 0.1342 | 0.446806 |
| 28 | 0.094302 | 0.789 | 0.216392 |
| 29 | -0.00558 | -0.0467 | 0.481447 |
| 30 | -0.141311 | -1.1823 | 0.120545 |
| 31 | 0.038447 | 0.3217 | 0.374331 |
| 32 | -0.034168 | -0.2859 | 0.387909 |
| 33 | -0.128117 | -1.0719 | 0.143723 |
| 34 | 0.031111 | 0.2603 | 0.397702 |
| 35 | -0.080393 | -0.6726 | 0.251703 |
| 36 | 0.025736 | 0.2153 | 0.41507 |
