| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.421977 | 2.7991 | 0.00379 |
| 2 | -0.030915 | -0.2051 | 0.419234 |
| 3 | -0.364937 | -2.4207 | 0.009842 |
| 4 | -0.339817 | -2.2541 | 0.014611 |
| 5 | -0.105644 | -0.7008 | 0.243571 |
| 6 | 0.079016 | 0.5241 | 0.301407 |
| 7 | 0.148982 | 0.9882 | 0.164221 |
| 8 | 0.047726 | 0.3166 | 0.376529 |
| 9 | -0.071988 | -0.4775 | 0.31768 |
| 10 | -0.084326 | -0.5594 | 0.289378 |
| 11 | 0.047819 | 0.3172 | 0.376299 |
| 12 | -0.028434 | -0.1886 | 0.425634 |
| 13 | 0.068622 | 0.4552 | 0.325606 |
| 14 | 0.006748 | 0.0448 | 0.482251 |
| 15 | -0.032446 | -0.2152 | 0.415294 |
| 16 | -0.173012 | -1.1476 | 0.128661 |
| 17 | -0.195764 | -1.2985 | 0.100432 |
| 18 | 0.014532 | 0.0964 | 0.461821 |
| 19 | 0.122776 | 0.8144 | 0.209899 |
| 20 | 0.267258 | 1.7728 | 0.041593 |
| 21 | 0.209488 | 1.3896 | 0.085823 |
| 22 | 0.022693 | 0.1505 | 0.440519 |
| 23 | -0.242536 | -1.6088 | 0.057406 |
| 24 | -0.275538 | -1.8277 | 0.03719 |
| 25 | -0.1486 | -0.9857 | 0.164834 |
| 26 | -0.008364 | -0.0555 | 0.478004 |
| 27 | -0.000343 | -0.0023 | 0.499098 |
| 28 | 0.010962 | 0.0727 | 0.471182 |
| 29 | 0.034487 | 0.2288 | 0.410058 |
| 30 | -0.000579 | -0.0038 | 0.498477 |
| 31 | 0.056228 | 0.373 | 0.355478 |
| 32 | 0.034602 | 0.2295 | 0.409762 |
| 33 | 0.034719 | 0.2303 | 0.409463 |
| 34 | -0.067404 | -0.4471 | 0.328495 |
| 35 | -0.082838 | -0.5495 | 0.292726 |
| 36 | -0.059102 | -0.392 | 0.348461 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.421977 | 2.7991 | 0.00379 |
| 2 | -0.254252 | -1.6865 | 0.049387 |
| 3 | -0.313847 | -2.0818 | 0.021604 |
| 4 | -0.066484 | -0.441 | 0.330685 |
| 5 | 0.036193 | 0.2401 | 0.405694 |
| 6 | -0.034968 | -0.232 | 0.408826 |
| 7 | -0.011112 | -0.0737 | 0.470789 |
| 8 | -0.070384 | -0.4669 | 0.321447 |
| 9 | -0.057618 | -0.3822 | 0.352079 |
| 10 | 0.020214 | 0.1341 | 0.446974 |
| 11 | 0.114648 | 0.7605 | 0.22551 |
| 12 | -0.210684 | -1.3975 | 0.084632 |
| 13 | 0.146759 | 0.9735 | 0.167816 |
| 14 | -0.036393 | -0.2414 | 0.405181 |
| 15 | -0.055044 | -0.3651 | 0.358385 |
| 16 | -0.198594 | -1.3173 | 0.097274 |
| 17 | -0.0626 | -0.4152 | 0.339993 |
| 18 | 0.132821 | 0.881 | 0.191544 |
| 19 | -0.043078 | -0.2857 | 0.388207 |
| 20 | 0.147258 | 0.9768 | 0.167004 |
| 21 | 0.048292 | 0.3203 | 0.375117 |
| 22 | -0.049382 | -0.3276 | 0.372398 |
| 23 | -0.104804 | -0.6952 | 0.245296 |
| 24 | -0.055842 | -0.3704 | 0.356426 |
| 25 | -0.005141 | -0.0341 | 0.486475 |
| 26 | -0.16473 | -1.0927 | 0.140237 |
| 27 | -0.115705 | -0.7675 | 0.223442 |
| 28 | -0.038579 | -0.2559 | 0.39961 |
| 29 | -0.0162 | -0.1075 | 0.457457 |
| 30 | -0.016392 | -0.1087 | 0.456953 |
| 31 | -0.019671 | -0.1305 | 0.448391 |
| 32 | -0.024329 | -0.1614 | 0.436266 |
| 33 | -0.02683 | -0.178 | 0.429781 |
| 34 | -0.047187 | -0.313 | 0.377879 |
| 35 | -0.035962 | -0.2385 | 0.406283 |
| 36 | -0.053557 | -0.3553 | 0.362048 |
