| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.22722 | 1.5742 | 0.061002 |
| 2 | 0.246655 | 1.7089 | 0.046967 |
| 3 | 0.376308 | 2.6071 | 0.006065 |
| 4 | 0.193796 | 1.3427 | 0.092849 |
| 5 | 0.14851 | 1.0289 | 0.154341 |
| 6 | 0.159915 | 1.1079 | 0.136708 |
| 7 | 0.010006 | 0.0693 | 0.47251 |
| 8 | 0.221655 | 1.5357 | 0.065593 |
| 9 | -0.053923 | -0.3736 | 0.355176 |
| 10 | -0.078163 | -0.5415 | 0.295324 |
| 11 | 0.265116 | 1.8368 | 0.03622 |
| 12 | 0.022749 | 0.1576 | 0.437712 |
| 13 | -0.033485 | -0.232 | 0.408765 |
| 14 | 0.187287 | 1.2976 | 0.10032 |
| 15 | 0.092366 | 0.6399 | 0.26263 |
| 16 | 0.054136 | 0.3751 | 0.354631 |
| 17 | 0.066271 | 0.4591 | 0.324103 |
| 18 | -0.045803 | -0.3173 | 0.376184 |
| 19 | 0.125456 | 0.8692 | 0.194535 |
| 20 | -0.061557 | -0.4265 | 0.335832 |
| 21 | -0.190298 | -1.3184 | 0.096809 |
| 22 | -0.090328 | -0.6258 | 0.267201 |
| 23 | -0.072354 | -0.5013 | 0.309232 |
| 24 | -0.279562 | -1.9369 | 0.02933 |
| 25 | -0.132512 | -0.9181 | 0.181586 |
| 26 | -0.212348 | -1.4712 | 0.073883 |
| 27 | -0.200456 | -1.3888 | 0.085652 |
| 28 | -0.178345 | -1.2356 | 0.111308 |
| 29 | -0.12059 | -0.8355 | 0.203796 |
| 30 | -0.091423 | -0.6334 | 0.26474 |
| 31 | -0.031235 | -0.2164 | 0.414796 |
| 32 | -0.160219 | -1.11 | 0.136258 |
| 33 | -0.015967 | -0.1106 | 0.456188 |
| 34 | -0.015024 | -0.1041 | 0.458765 |
| 35 | -0.021989 | -0.1523 | 0.439777 |
| 36 | -0.025669 | -0.1778 | 0.429798 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.22722 | 1.5742 | 0.061002 |
| 2 | 0.205643 | 1.4247 | 0.080352 |
| 3 | 0.313853 | 2.1744 | 0.017316 |
| 4 | 0.051414 | 0.3562 | 0.361622 |
| 5 | -0.014259 | -0.0988 | 0.460859 |
| 6 | -0.011845 | -0.0821 | 0.467467 |
| 7 | -0.126377 | -0.8756 | 0.192813 |
| 8 | 0.196864 | 1.3639 | 0.089478 |
| 9 | -0.171326 | -1.187 | 0.120538 |
| 10 | -0.103718 | -0.7186 | 0.237942 |
| 11 | 0.284735 | 1.9727 | 0.027152 |
| 12 | 0.014131 | 0.0979 | 0.461208 |
| 13 | -0.050961 | -0.3531 | 0.362793 |
| 14 | 0.074706 | 0.5176 | 0.303566 |
| 15 | 0.075693 | 0.5244 | 0.301202 |
| 16 | -0.057824 | -0.4006 | 0.345239 |
| 17 | -0.042201 | -0.2924 | 0.385629 |
| 18 | -0.087685 | -0.6075 | 0.273192 |
| 19 | 0.009465 | 0.0656 | 0.473993 |
| 20 | -0.057601 | -0.3991 | 0.345804 |
| 21 | -0.121133 | -0.8392 | 0.20275 |
| 22 | -0.2118 | -1.4674 | 0.074395 |
| 23 | 0.06782 | 0.4699 | 0.320287 |
| 24 | -0.070418 | -0.4879 | 0.313933 |
| 25 | -0.065216 | -0.4518 | 0.326713 |
| 26 | -0.115095 | -0.7974 | 0.214573 |
| 27 | -0.059753 | -0.414 | 0.340367 |
| 28 | 0.003572 | 0.0247 | 0.49018 |
| 29 | 0.124432 | 0.8621 | 0.196462 |
| 30 | -0.019541 | -0.1354 | 0.446438 |
| 31 | -0.011133 | -0.0771 | 0.469418 |
| 32 | 0.005899 | 0.0409 | 0.483786 |
| 33 | 0.073976 | 0.5125 | 0.305318 |
| 34 | -0.049541 | -0.3432 | 0.366462 |
| 35 | 0.130913 | 0.907 | 0.184472 |
| 36 | 0.035969 | 0.2492 | 0.402133 |
