| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.023358 | 0.1824 | 0.427925 |
| 2 | -0.14219 | -1.1105 | 0.135562 |
| 3 | 0.293374 | 2.2913 | 0.012706 |
| 4 | -0.223286 | -1.7439 | 0.043105 |
| 5 | 0.031421 | 0.2454 | 0.403482 |
| 6 | 0.434214 | 3.3913 | 0.000613 |
| 7 | -0.13964 | -1.0906 | 0.139864 |
| 8 | -0.149508 | -1.1677 | 0.123737 |
| 9 | 0.114216 | 0.8921 | 0.187935 |
| 10 | -0.285772 | -2.2319 | 0.014651 |
| 11 | 0.020448 | 0.1597 | 0.436822 |
| 12 | 0.482574 | 3.769 | 0.000186 |
| 13 | -0.027647 | -0.2159 | 0.41488 |
| 14 | -0.195204 | -1.5246 | 0.066265 |
| 15 | -0.00954 | -0.0745 | 0.470424 |
| 16 | -0.172368 | -1.3462 | 0.091604 |
| 17 | -0.091822 | -0.7172 | 0.238007 |
| 18 | 0.186226 | 1.4545 | 0.075472 |
| 19 | -0.108545 | -0.8478 | 0.199943 |
| 20 | -0.219676 | -1.7157 | 0.045644 |
| 21 | -0.015815 | -0.1235 | 0.451052 |
| 22 | -0.167883 | -1.3112 | 0.097351 |
| 23 | -0.05527 | -0.4317 | 0.33375 |
| 24 | 0.281867 | 2.2015 | 0.015749 |
| 25 | 0.089146 | 0.6962 | 0.244459 |
| 26 | -0.25513 | -1.9926 | 0.025391 |
| 27 | -0.02389 | -0.1866 | 0.426302 |
| 28 | -0.102144 | -0.7978 | 0.21405 |
| 29 | -0.191545 | -1.496 | 0.069903 |
| 30 | 0.132503 | 1.0349 | 0.152405 |
| 31 | -0.016846 | -0.1316 | 0.447877 |
| 32 | -0.231762 | -1.8101 | 0.037602 |
| 33 | -0.037165 | -0.2903 | 0.386297 |
| 34 | -0.065804 | -0.5139 | 0.304575 |
| 35 | -0.133913 | -1.0459 | 0.149868 |
| 36 | 0.212959 | 1.6633 | 0.050695 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.023358 | 0.1824 | 0.427925 |
| 2 | -0.142814 | -1.1154 | 0.134525 |
| 3 | 0.306929 | 2.3972 | 0.0098 |
| 4 | -0.307405 | -2.4009 | 0.009709 |
| 5 | 0.224227 | 1.7513 | 0.042463 |
| 6 | 0.265828 | 2.0762 | 0.021049 |
| 7 | -0.073069 | -0.5707 | 0.285153 |
| 8 | -0.165025 | -1.2889 | 0.101153 |
| 9 | -0.029581 | -0.231 | 0.409029 |
| 10 | -0.169292 | -1.3222 | 0.095517 |
| 11 | 0.079321 | 0.6195 | 0.268941 |
| 12 | 0.350701 | 2.7391 | 0.004033 |
| 13 | 0.140614 | 1.0982 | 0.13821 |
| 14 | -0.268744 | -2.099 | 0.019984 |
| 15 | -0.257575 | -2.0117 | 0.024336 |
| 16 | 0.065259 | 0.5097 | 0.306055 |
| 17 | -0.162408 | -1.2684 | 0.104729 |
| 18 | -0.136034 | -1.0625 | 0.146107 |
| 19 | -0.02285 | -0.1785 | 0.429474 |
| 20 | 0.069063 | 0.5394 | 0.295788 |
| 21 | -0.023332 | -0.1822 | 0.428004 |
| 22 | 0.041277 | 0.3224 | 0.374132 |
| 23 | 0.04142 | 0.3235 | 0.373713 |
| 24 | -0.037729 | -0.2947 | 0.384621 |
| 25 | 0.057494 | 0.449 | 0.327495 |
| 26 | -0.16535 | -1.2914 | 0.100714 |
| 27 | -0.00918 | -0.0717 | 0.471539 |
| 28 | -0.17671 | -1.3802 | 0.086289 |
| 29 | -0.130863 | -1.0221 | 0.155391 |
| 30 | -0.107725 | -0.8414 | 0.201717 |
| 31 | 0.099737 | 0.779 | 0.219505 |
| 32 | 0.025774 | 0.2013 | 0.420565 |
| 33 | -0.089012 | -0.6952 | 0.244784 |
| 34 | 0.035097 | 0.2741 | 0.392461 |
| 35 | -0.047803 | -0.3734 | 0.355089 |
| 36 | -0.123567 | -0.9651 | 0.169156 |
