| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.023592 | 0.1827 | 0.427807 |
| 2 | -0.353301 | -2.7367 | 0.004077 |
| 3 | -0.151546 | -1.1739 | 0.122542 |
| 4 | -0.248923 | -1.9282 | 0.029286 |
| 5 | 0.187974 | 1.456 | 0.075297 |
| 6 | 0.348166 | 2.6969 | 0.004536 |
| 7 | 0.139852 | 1.0833 | 0.141508 |
| 8 | -0.117319 | -0.9087 | 0.18356 |
| 9 | -0.231096 | -1.7901 | 0.039245 |
| 10 | -0.347579 | -2.6923 | 0.004591 |
| 11 | 0.055226 | 0.4278 | 0.335172 |
| 12 | 0.688786 | 5.3353 | 1e-06 |
| 13 | 0.033382 | 0.2586 | 0.398423 |
| 14 | -0.267261 | -2.0702 | 0.021373 |
| 15 | -0.131077 | -1.0153 | 0.157015 |
| 16 | -0.209482 | -1.6226 | 0.054955 |
| 17 | 0.139939 | 1.084 | 0.141359 |
| 18 | 0.244315 | 1.8925 | 0.031629 |
| 19 | 0.121113 | 0.9381 | 0.175967 |
| 20 | -0.034028 | -0.2636 | 0.396504 |
| 21 | -0.206141 | -1.5968 | 0.057787 |
| 22 | -0.240515 | -1.863 | 0.033678 |
| 23 | 0.068284 | 0.5289 | 0.299405 |
| 24 | 0.452579 | 3.5057 | 0.000434 |
| 25 | 0.038175 | 0.2957 | 0.384239 |
| 26 | -0.211923 | -1.6415 | 0.052958 |
| 27 | -0.136578 | -1.0579 | 0.147165 |
| 28 | -0.13071 | -1.0125 | 0.157689 |
| 29 | 0.07017 | 0.5435 | 0.294388 |
| 30 | 0.12663 | 0.9809 | 0.165297 |
| 31 | 0.114533 | 0.8872 | 0.189265 |
| 32 | -0.063031 | -0.4882 | 0.313582 |
| 33 | -0.167792 | -1.2997 | 0.099335 |
| 34 | -0.132562 | -1.0268 | 0.154313 |
| 35 | -0.027799 | -0.2153 | 0.41512 |
| 36 | 0.306671 | 2.3755 | 0.010369 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.023592 | 0.1827 | 0.427807 |
| 2 | -0.354055 | -2.7425 | 0.004013 |
| 3 | -0.150896 | -1.1688 | 0.123546 |
| 4 | -0.435472 | -3.3732 | 0.000653 |
| 5 | 0.063495 | 0.4918 | 0.312317 |
| 6 | 0.093181 | 0.7218 | 0.236618 |
| 7 | 0.2669 | 2.0674 | 0.021509 |
| 8 | 0.055151 | 0.4272 | 0.335383 |
| 9 | 0.0902 | 0.6987 | 0.243724 |
| 10 | -0.386941 | -2.9972 | 0.001979 |
| 11 | -0.102765 | -0.796 | 0.214581 |
| 12 | 0.462892 | 3.5855 | 0.000338 |
| 13 | -0.044306 | -0.3432 | 0.366326 |
| 14 | -0.003961 | -0.0307 | 0.487814 |
| 15 | 0.004326 | 0.0335 | 0.48669 |
| 16 | 0.159881 | 1.2384 | 0.110189 |
| 17 | -0.036622 | -0.2837 | 0.388817 |
| 18 | -0.099049 | -0.7672 | 0.222976 |
| 19 | -0.016043 | -0.1243 | 0.450759 |
| 20 | -0.001157 | -0.009 | 0.496439 |
| 21 | 0.055898 | 0.433 | 0.333289 |
| 22 | 0.096742 | 0.7494 | 0.228285 |
| 23 | 0.053846 | 0.4171 | 0.339051 |
| 24 | 0.007236 | 0.056 | 0.477745 |
| 25 | 0.017248 | 0.1336 | 0.447082 |
| 26 | -0.031893 | -0.247 | 0.40286 |
| 27 | -0.12951 | -1.0032 | 0.159901 |
| 28 | -0.025346 | -0.1963 | 0.422509 |
| 29 | -0.114294 | -0.8853 | 0.18976 |
| 30 | -0.099567 | -0.7712 | 0.221795 |
| 31 | -0.023679 | -0.1834 | 0.427544 |
| 32 | -0.109381 | -0.8473 | 0.200108 |
| 33 | 0.023245 | 0.1801 | 0.428858 |
| 34 | 0.005637 | 0.0437 | 0.482658 |
| 35 | -0.149048 | -1.1545 | 0.126433 |
| 36 | -0.063193 | -0.4895 | 0.31314 |
