| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.41632 | 3.1978 | 0.001114 |
| 2 | 0.076697 | 0.5891 | 0.279014 |
| 3 | -0.112083 | -0.8609 | 0.196383 |
| 4 | -0.00739 | -0.0568 | 0.477462 |
| 5 | 0.172541 | 1.3253 | 0.095089 |
| 6 | 0.314849 | 2.4184 | 0.009347 |
| 7 | 0.170664 | 1.3109 | 0.097486 |
| 8 | -0.151973 | -1.1673 | 0.123888 |
| 9 | -0.11594 | -0.8906 | 0.188394 |
| 10 | -0.011391 | -0.0875 | 0.465286 |
| 11 | 0.38421 | 2.9512 | 0.002268 |
| 12 | 0.374897 | 2.8796 | 0.00277 |
| 13 | 0.271303 | 2.0839 | 0.020754 |
| 14 | -0.019703 | -0.1513 | 0.44011 |
| 15 | -0.095952 | -0.737 | 0.232016 |
| 16 | -0.078996 | -0.6068 | 0.273164 |
| 17 | 0.115967 | 0.8908 | 0.188338 |
| 18 | 0.034786 | 0.2672 | 0.395126 |
| 19 | -0.11715 | -0.8998 | 0.185931 |
| 20 | -0.106703 | -0.8196 | 0.20787 |
| 21 | -0.123287 | -0.947 | 0.173754 |
| 22 | -0.051185 | -0.3932 | 0.34781 |
| 23 | -0.001978 | -0.0152 | 0.493965 |
| 24 | 0.043653 | 0.3353 | 0.369291 |
| 25 | -0.124832 | -0.9589 | 0.170772 |
| 26 | -0.103557 | -0.7954 | 0.214774 |
| 27 | -0.088949 | -0.6832 | 0.248567 |
| 28 | 0.014742 | 0.1132 | 0.455113 |
| 29 | -0.081337 | -0.6248 | 0.267268 |
| 30 | -0.136832 | -1.051 | 0.148766 |
| 31 | -0.165966 | -1.2748 | 0.103688 |
| 32 | -0.142771 | -1.0966 | 0.138627 |
| 33 | -0.053127 | -0.4081 | 0.342347 |
| 34 | -0.019919 | -0.153 | 0.43946 |
| 35 | -0.061795 | -0.4747 | 0.318393 |
| 36 | -0.210326 | -1.6155 | 0.055764 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.41632 | 3.1978 | 0.001114 |
| 2 | -0.116884 | -0.8978 | 0.186471 |
| 3 | -0.121519 | -0.9334 | 0.177208 |
| 4 | 0.122433 | 0.9404 | 0.175417 |
| 5 | 0.167603 | 1.2874 | 0.101494 |
| 6 | 0.189684 | 1.457 | 0.075211 |
| 7 | -0.047036 | -0.3613 | 0.359587 |
| 8 | -0.242216 | -1.8605 | 0.0339 |
| 9 | 0.12786 | 0.9821 | 0.165027 |
| 10 | 0.030622 | 0.2352 | 0.40743 |
| 11 | 0.379101 | 2.9119 | 0.002532 |
| 12 | 0.016369 | 0.1257 | 0.450185 |
| 13 | 0.104565 | 0.8032 | 0.212548 |
| 14 | -0.044164 | -0.3392 | 0.36782 |
| 15 | -0.020599 | -0.1582 | 0.43741 |
| 16 | -0.148269 | -1.1389 | 0.129679 |
| 17 | 0.016911 | 0.1299 | 0.448546 |
| 18 | -0.30509 | -2.3434 | 0.011248 |
| 19 | -0.004059 | -0.0312 | 0.487618 |
| 20 | 0.065685 | 0.5045 | 0.307882 |
| 21 | 0.060226 | 0.4626 | 0.322674 |
| 22 | -0.194641 | -1.4951 | 0.070114 |
| 23 | -0.092736 | -0.7123 | 0.239537 |
| 24 | -0.135252 | -1.0389 | 0.151547 |
| 25 | -0.074269 | -0.5705 | 0.285261 |
| 26 | -0.096898 | -0.7443 | 0.229829 |
| 27 | 0.071259 | 0.5473 | 0.293102 |
| 28 | 0.066254 | 0.5089 | 0.306358 |
| 29 | -0.004293 | -0.033 | 0.486902 |
| 30 | -0.003117 | -0.0239 | 0.49049 |
| 31 | 0.016705 | 0.1283 | 0.44917 |
| 32 | -0.061761 | -0.4744 | 0.318484 |
| 33 | 0.015071 | 0.1158 | 0.454116 |
| 34 | -0.011424 | -0.0878 | 0.465185 |
| 35 | 0.022594 | 0.1735 | 0.431407 |
| 36 | -0.006888 | -0.0529 | 0.478992 |
