| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.138342 | 1.3555 | 0.089224 |
| 2 | 0.157866 | 1.5468 | 0.062605 |
| 3 | 0.150239 | 1.472 | 0.072142 |
| 4 | 0.166532 | 1.6317 | 0.053013 |
| 5 | -0.01654 | -0.1621 | 0.435799 |
| 6 | 0.043849 | 0.4296 | 0.334212 |
| 7 | 0.035729 | 0.3501 | 0.363525 |
| 8 | -0.06228 | -0.6102 | 0.271581 |
| 9 | -0.177972 | -1.7438 | 0.042201 |
| 10 | -0.122989 | -1.205 | 0.115575 |
| 11 | 0.04 | 0.3919 | 0.347994 |
| 12 | -0.492729 | -4.8277 | 3e-06 |
| 13 | -0.187872 | -1.8408 | 0.034373 |
| 14 | -0.073429 | -0.7195 | 0.236804 |
| 15 | -0.035281 | -0.3457 | 0.36517 |
| 16 | -0.11493 | -1.1261 | 0.13147 |
| 17 | -0.085414 | -0.8369 | 0.202368 |
| 18 | -0.013813 | -0.1353 | 0.446315 |
| 19 | 0.009112 | 0.0893 | 0.464524 |
| 20 | -0.024855 | -0.2435 | 0.404057 |
| 21 | 0.055676 | 0.5455 | 0.293334 |
| 22 | 0.078022 | 0.7645 | 0.223234 |
| 23 | -0.070525 | -0.691 | 0.245617 |
| 24 | 0.032761 | 0.321 | 0.374457 |
| 25 | 0.094466 | 0.9256 | 0.178494 |
| 26 | 0.042205 | 0.4135 | 0.340075 |
| 27 | -0.008316 | -0.0815 | 0.467614 |
| 28 | 0.001438 | 0.0141 | 0.494393 |
| 29 | 0.061931 | 0.6068 | 0.27271 |
| 30 | 0.028685 | 0.2811 | 0.389635 |
| 31 | -0.038835 | -0.3805 | 0.352205 |
| 32 | 0.062734 | 0.6147 | 0.270117 |
| 33 | 0.055238 | 0.5412 | 0.294805 |
| 34 | -0.009634 | -0.0944 | 0.462495 |
| 35 | -0.048695 | -0.4771 | 0.317184 |
| 36 | 0.086575 | 0.8483 | 0.199201 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.138342 | 1.3555 | 0.089224 |
| 2 | 0.141434 | 1.3858 | 0.084514 |
| 3 | 0.116435 | 1.1408 | 0.128391 |
| 4 | 0.121185 | 1.1874 | 0.119007 |
| 5 | -0.086981 | -0.8522 | 0.198102 |
| 6 | -0.000112 | -0.0011 | 0.499563 |
| 7 | 0.00953 | 0.0934 | 0.462898 |
| 8 | -0.084658 | -0.8295 | 0.204447 |
| 9 | -0.171501 | -1.6804 | 0.048069 |
| 10 | -0.096551 | -0.946 | 0.173261 |
| 11 | 0.129262 | 1.2665 | 0.104199 |
| 12 | -0.473732 | -4.6416 | 5e-06 |
| 13 | -0.062281 | -0.6102 | 0.271575 |
| 14 | 0.09192 | 0.9006 | 0.18502 |
| 15 | 0.088165 | 0.8638 | 0.194915 |
| 16 | 0.047692 | 0.4673 | 0.320678 |
| 17 | -0.167493 | -1.6411 | 0.052025 |
| 18 | 0.031514 | 0.3088 | 0.379081 |
| 19 | 0.090666 | 0.8883 | 0.188289 |
| 20 | -0.029212 | -0.2862 | 0.387662 |
| 21 | -0.1108 | -1.0856 | 0.140185 |
| 22 | -0.078363 | -0.7678 | 0.222247 |
| 23 | 0.071808 | 0.7036 | 0.241702 |
| 24 | -0.209494 | -2.0526 | 0.021416 |
| 25 | -0.045529 | -0.4461 | 0.328267 |
| 26 | 0.02867 | 0.2809 | 0.389692 |
| 27 | 0.070978 | 0.6954 | 0.24423 |
| 28 | 0.030833 | 0.3021 | 0.381614 |
| 29 | -0.124925 | -1.224 | 0.111972 |
| 30 | 0.04096 | 0.4013 | 0.344538 |
| 31 | 0.039671 | 0.3887 | 0.349182 |
| 32 | 0.081119 | 0.7948 | 0.214345 |
| 33 | -0.031663 | -0.3102 | 0.378527 |
| 34 | -0.063541 | -0.6226 | 0.267522 |
| 35 | -0.060655 | -0.5943 | 0.276857 |
| 36 | 0.005893 | 0.0577 | 0.477038 |
