| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.375451 | 2.9082 | 0.002545 |
| 2 | 0.352637 | 2.7315 | 0.004134 |
| 3 | 0.485718 | 3.7624 | 0.000192 |
| 4 | 0.341448 | 2.6448 | 0.005208 |
| 5 | 0.26575 | 2.0585 | 0.021947 |
| 6 | 0.226448 | 1.7541 | 0.042263 |
| 7 | 0.246601 | 1.9102 | 0.030448 |
| 8 | 0.185483 | 1.4367 | 0.077992 |
| 9 | 0.168799 | 1.3075 | 0.098014 |
| 10 | 0.170583 | 1.3213 | 0.095704 |
| 11 | -0.043804 | -0.3393 | 0.367783 |
| 12 | 0.178288 | 1.381 | 0.086199 |
| 13 | 0.046311 | 0.3587 | 0.360531 |
| 14 | -0.030149 | -0.2335 | 0.408071 |
| 15 | -0.038322 | -0.2968 | 0.383808 |
| 16 | -0.070069 | -0.5428 | 0.294656 |
| 17 | -0.05425 | -0.4202 | 0.337914 |
| 18 | -0.089643 | -0.6944 | 0.245066 |
| 19 | -0.147002 | -1.1387 | 0.129683 |
| 20 | -0.148233 | -1.1482 | 0.12772 |
| 21 | -0.055308 | -0.4284 | 0.334941 |
| 22 | -0.090401 | -0.7002 | 0.24324 |
| 23 | -0.181918 | -1.4091 | 0.081979 |
| 24 | -0.077041 | -0.5968 | 0.276458 |
| 25 | -0.073349 | -0.5682 | 0.286023 |
| 26 | -0.111904 | -0.8668 | 0.194752 |
| 27 | -0.137161 | -1.0624 | 0.146146 |
| 28 | -0.160431 | -1.2427 | 0.109407 |
| 29 | -0.119554 | -0.9261 | 0.179062 |
| 30 | -0.130737 | -1.0127 | 0.157639 |
| 31 | -0.247009 | -1.9133 | 0.030241 |
| 32 | -0.209858 | -1.6256 | 0.054643 |
| 33 | -0.141352 | -1.0949 | 0.138967 |
| 34 | -0.202231 | -1.5665 | 0.061248 |
| 35 | -0.226513 | -1.7546 | 0.04222 |
| 36 | -0.156043 | -1.2087 | 0.115759 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.375451 | 2.9082 | 0.002545 |
| 2 | 0.246408 | 1.9087 | 0.030546 |
| 3 | 0.363661 | 2.8169 | 0.003277 |
| 4 | 0.086264 | 0.6682 | 0.253285 |
| 5 | -0.0115 | -0.0891 | 0.464658 |
| 6 | -0.08494 | -0.6579 | 0.256547 |
| 7 | 0.037125 | 0.2876 | 0.387334 |
| 8 | 0.004857 | 0.0376 | 0.485055 |
| 9 | 0.039261 | 0.3041 | 0.381046 |
| 10 | 0.019423 | 0.1504 | 0.440458 |
| 11 | -0.265568 | -2.0571 | 0.022017 |
| 12 | 0.171537 | 1.3287 | 0.094486 |
| 13 | -0.072399 | -0.5608 | 0.288511 |
| 14 | 0.01413 | 0.1095 | 0.456604 |
| 15 | -0.154562 | -1.1972 | 0.117962 |
| 16 | -0.079603 | -0.6166 | 0.269914 |
| 17 | -0.002265 | -0.0175 | 0.49303 |
| 18 | 0.059066 | 0.4575 | 0.324473 |
| 19 | -0.07667 | -0.5939 | 0.277411 |
| 20 | -0.083403 | -0.646 | 0.260361 |
| 21 | 0.126372 | 0.9789 | 0.165787 |
| 22 | -0.029152 | -0.2258 | 0.411057 |
| 23 | 0.045277 | 0.3507 | 0.363516 |
| 24 | -0.05211 | -0.4036 | 0.343955 |
| 25 | 0.029384 | 0.2276 | 0.410364 |
| 26 | -0.028963 | -0.2243 | 0.411626 |
| 27 | -0.042894 | -0.3323 | 0.370427 |
| 28 | -0.105477 | -0.817 | 0.208574 |
| 29 | -0.00737 | -0.0571 | 0.477332 |
| 30 | -0.025856 | -0.2003 | 0.420971 |
| 31 | -0.203032 | -1.5727 | 0.060526 |
| 32 | 0.010851 | 0.0841 | 0.466646 |
| 33 | -0.026909 | -0.2084 | 0.417798 |
| 34 | -0.014466 | -0.1121 | 0.455577 |
| 35 | -0.0617 | -0.4779 | 0.317219 |
| 36 | 0.038919 | 0.3015 | 0.382052 |
