| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.23841 | 1.617 | 0.056361 |
| 2 | 0.268845 | 1.8234 | 0.037373 |
| 3 | 0.28001 | 1.8991 | 0.031915 |
| 4 | 0.30184 | 2.0472 | 0.023189 |
| 5 | -0.164574 | -1.1162 | 0.135067 |
| 6 | 0.006935 | 0.047 | 0.481345 |
| 7 | 0.181655 | 1.232 | 0.112096 |
| 8 | -0.112113 | -0.7604 | 0.225452 |
| 9 | -0.22866 | -1.5508 | 0.063896 |
| 10 | -0.253037 | -1.7162 | 0.046429 |
| 11 | -0.064409 | -0.4368 | 0.332136 |
| 12 | -0.509643 | -3.4566 | 0.000594 |
| 13 | -0.290292 | -1.9689 | 0.027506 |
| 14 | -0.158657 | -1.0761 | 0.143756 |
| 15 | -0.041565 | -0.2819 | 0.389638 |
| 16 | -0.210409 | -1.4271 | 0.080157 |
| 17 | 0.016093 | 0.1091 | 0.45678 |
| 18 | 0.0498 | 0.3378 | 0.36854 |
| 19 | -0.052536 | -0.3563 | 0.361615 |
| 20 | -0.077458 | -0.5253 | 0.300932 |
| 21 | -0.022481 | -0.1525 | 0.439741 |
| 22 | 0.139726 | 0.9477 | 0.174125 |
| 23 | -0.005939 | -0.0403 | 0.484023 |
| 24 | 0.006589 | 0.0447 | 0.482273 |
| 25 | 0.143709 | 0.9747 | 0.167409 |
| 26 | 0.085094 | 0.5771 | 0.283331 |
| 27 | -0.079902 | -0.5419 | 0.295244 |
| 28 | 0.012192 | 0.0827 | 0.467228 |
| 29 | 0.061928 | 0.42 | 0.338215 |
| 30 | -0.05165 | -0.3503 | 0.363854 |
| 31 | -0.064391 | -0.4367 | 0.332177 |
| 32 | 0.070819 | 0.4803 | 0.316639 |
| 33 | 0.067258 | 0.4562 | 0.325209 |
| 34 | -0.029079 | -0.1972 | 0.42226 |
| 35 | -0.024126 | -0.1636 | 0.435369 |
| 36 | 0.0753 | 0.5107 | 0.305997 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.23841 | 1.617 | 0.056361 |
| 2 | 0.224782 | 1.5245 | 0.067109 |
| 3 | 0.197354 | 1.3385 | 0.093653 |
| 4 | 0.191527 | 1.299 | 0.100209 |
| 5 | -0.397653 | -2.697 | 0.004873 |
| 6 | -0.089388 | -0.6063 | 0.273662 |
| 7 | 0.285519 | 1.9365 | 0.029483 |
| 8 | -0.120973 | -0.8205 | 0.208087 |
| 9 | -0.213117 | -1.4454 | 0.077558 |
| 10 | -0.445796 | -3.0235 | 0.002038 |
| 11 | 0.090647 | 0.6148 | 0.270859 |
| 12 | -0.098823 | -0.6703 | 0.253024 |
| 13 | -0.056621 | -0.384 | 0.351366 |
| 14 | 0.004769 | 0.0323 | 0.487167 |
| 15 | 0.105849 | 0.7179 | 0.238224 |
| 16 | 0.199692 | 1.3544 | 0.091116 |
| 17 | -0.037374 | -0.2535 | 0.400511 |
| 18 | -0.22657 | -1.5367 | 0.065612 |
| 19 | -0.02809 | -0.1905 | 0.424872 |
| 20 | -0.015212 | -0.1032 | 0.459138 |
| 21 | -0.174513 | -1.1836 | 0.121325 |
| 22 | -0.122124 | -0.8283 | 0.205892 |
| 23 | 0.032587 | 0.221 | 0.413028 |
| 24 | -0.123661 | -0.8387 | 0.202985 |
| 25 | 0.110031 | 0.7463 | 0.229652 |
| 26 | -0.061071 | -0.4142 | 0.340324 |
| 27 | 0.060225 | 0.4085 | 0.342412 |
| 28 | 0.142774 | 0.9683 | 0.168969 |
| 29 | -0.107122 | -0.7265 | 0.235596 |
| 30 | -0.131013 | -0.8886 | 0.189428 |
| 31 | -0.12322 | -0.8357 | 0.203817 |
| 32 | 0.074816 | 0.5074 | 0.30714 |
| 33 | -0.013762 | -0.0933 | 0.46302 |
| 34 | -0.147844 | -1.0027 | 0.16062 |
| 35 | -0.027921 | -0.1894 | 0.425319 |
| 36 | 0.022661 | 0.1537 | 0.439261 |
