| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.289365 | 2.2227 | 0.015042 |
| 2 | 0.077304 | 0.5938 | 0.277464 |
| 3 | 0.227804 | 1.7498 | 0.042676 |
| 4 | 0.236064 | 1.8132 | 0.037441 |
| 5 | 0.2468 | 1.8957 | 0.03145 |
| 6 | -0.030815 | -0.2367 | 0.406858 |
| 7 | -0.030108 | -0.2313 | 0.408954 |
| 8 | 0.15251 | 1.1714 | 0.123064 |
| 9 | 0.031375 | 0.241 | 0.405198 |
| 10 | -0.149441 | -1.1479 | 0.127826 |
| 11 | 0.132507 | 1.0178 | 0.156463 |
| 12 | 0.024529 | 0.1884 | 0.4256 |
| 13 | -0.039008 | -0.2996 | 0.382759 |
| 14 | 0.066462 | 0.5105 | 0.305803 |
| 15 | -0.026186 | -0.2011 | 0.420642 |
| 16 | 0.04838 | 0.3716 | 0.355755 |
| 17 | -0.134068 | -1.0298 | 0.153654 |
| 18 | -0.196045 | -1.5058 | 0.068721 |
| 19 | 0.016885 | 0.1297 | 0.448623 |
| 20 | -0.078289 | -0.6013 | 0.274956 |
| 21 | -0.151189 | -1.1613 | 0.125098 |
| 22 | -0.173273 | -1.3309 | 0.094165 |
| 23 | -0.137716 | -1.0578 | 0.147226 |
| 24 | -0.123509 | -0.9487 | 0.173325 |
| 25 | -0.059353 | -0.4559 | 0.325069 |
| 26 | -0.095164 | -0.731 | 0.233846 |
| 27 | -0.036772 | -0.2825 | 0.389292 |
| 28 | 0.056166 | 0.4314 | 0.333868 |
| 29 | -0.025977 | -0.1995 | 0.421267 |
| 30 | -0.044455 | -0.3415 | 0.366984 |
| 31 | -0.075777 | -0.5821 | 0.281374 |
| 32 | -0.042673 | -0.3278 | 0.37212 |
| 33 | -0.059676 | -0.4584 | 0.324181 |
| 34 | -0.078998 | -0.6068 | 0.273158 |
| 35 | -0.119823 | -0.9204 | 0.180562 |
| 36 | -0.064781 | -0.4976 | 0.310311 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.289365 | 2.2227 | 0.015042 |
| 2 | -0.007015 | -0.0539 | 0.478604 |
| 3 | 0.226264 | 1.738 | 0.043717 |
| 4 | 0.125947 | 0.9674 | 0.168642 |
| 5 | 0.172766 | 1.327 | 0.094804 |
| 6 | -0.204566 | -1.5713 | 0.06073 |
| 7 | -0.03841 | -0.295 | 0.384502 |
| 8 | 0.072987 | 0.5606 | 0.288587 |
| 9 | -0.053387 | -0.4101 | 0.341618 |
| 10 | -0.16041 | -1.2321 | 0.111394 |
| 11 | 0.296191 | 2.2751 | 0.013275 |
| 12 | -0.141161 | -1.0843 | 0.141325 |
| 13 | -0.007511 | -0.0577 | 0.477093 |
| 14 | 0.12347 | 0.9484 | 0.1734 |
| 15 | -0.045248 | -0.3476 | 0.364706 |
| 16 | -0.09452 | -0.726 | 0.235348 |
| 17 | -0.131346 | -1.0089 | 0.158574 |
| 18 | -0.080911 | -0.6215 | 0.268336 |
| 19 | 0.000277 | 0.0021 | 0.499155 |
| 20 | -0.063882 | -0.4907 | 0.312735 |
| 21 | 0.089593 | 0.6882 | 0.24702 |
| 22 | -0.171315 | -1.3159 | 0.096649 |
| 23 | -0.011518 | -0.0885 | 0.464902 |
| 24 | -0.077689 | -0.5967 | 0.276482 |
| 25 | 0.074242 | 0.5703 | 0.285331 |
| 26 | -4.2e-05 | -3e-04 | 0.499872 |
| 27 | 0.038669 | 0.297 | 0.383746 |
| 28 | 0.112569 | 0.8647 | 0.195363 |
| 29 | 0.021904 | 0.1682 | 0.433483 |
| 30 | -0.184844 | -1.4198 | 0.080462 |
| 31 | 0.019949 | 0.1532 | 0.439369 |
| 32 | -0.074494 | -0.5722 | 0.28468 |
| 33 | -0.092949 | -0.714 | 0.239036 |
| 34 | -0.00566 | -0.0435 | 0.482736 |
| 35 | -0.014589 | -0.1121 | 0.455579 |
| 36 | 0.000546 | 0.0042 | 0.498333 |
