| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.020783 | 0.1455 | 0.442465 |
| 2 | 0.24418 | 1.7093 | 0.046865 |
| 3 | 0.429026 | 3.0032 | 0.002099 |
| 4 | -0.056863 | -0.398 | 0.346164 |
| 5 | 0.292865 | 2.0501 | 0.022865 |
| 6 | 0.190705 | 1.3349 | 0.094033 |
| 7 | -0.115283 | -0.807 | 0.21179 |
| 8 | 0.280624 | 1.9644 | 0.027586 |
| 9 | 0.059783 | 0.4185 | 0.338712 |
| 10 | -0.097642 | -0.6835 | 0.248756 |
| 11 | 0.091043 | 0.6373 | 0.263449 |
| 12 | -0.134133 | -0.9389 | 0.176186 |
| 13 | -0.018159 | -0.1271 | 0.449685 |
| 14 | 0.055605 | 0.3892 | 0.349395 |
| 15 | -0.055386 | -0.3877 | 0.349957 |
| 16 | -0.018756 | -0.1313 | 0.448041 |
| 17 | 0.090227 | 0.6316 | 0.265294 |
| 18 | -0.035457 | -0.2482 | 0.40251 |
| 19 | -0.143168 | -1.0022 | 0.160591 |
| 20 | 0.028917 | 0.2024 | 0.420214 |
| 21 | -0.043658 | -0.3056 | 0.380601 |
| 22 | -0.115604 | -0.8092 | 0.211148 |
| 23 | 0.109676 | 0.7677 | 0.223165 |
| 24 | -0.217794 | -1.5246 | 0.066899 |
| 25 | -0.052698 | -0.3689 | 0.356902 |
| 26 | -0.01804 | -0.1263 | 0.450012 |
| 27 | -0.140298 | -0.9821 | 0.165441 |
| 28 | -0.154029 | -1.0782 | 0.143111 |
| 29 | -0.116459 | -0.8152 | 0.209448 |
| 30 | -0.198749 | -1.3912 | 0.085219 |
| 31 | -0.078433 | -0.549 | 0.292738 |
| 32 | -0.157616 | -1.1033 | 0.13764 |
| 33 | -0.200996 | -1.407 | 0.082873 |
| 34 | -0.061196 | -0.4284 | 0.335129 |
| 35 | -0.131537 | -0.9208 | 0.180844 |
| 36 | -0.099943 | -0.6996 | 0.243741 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.020783 | 0.1455 | 0.442465 |
| 2 | 0.243854 | 1.707 | 0.047078 |
| 3 | 0.446875 | 3.1281 | 0.00148 |
| 4 | -0.111605 | -0.7812 | 0.219211 |
| 5 | 0.098509 | 0.6896 | 0.24686 |
| 6 | 0.082559 | 0.5779 | 0.282984 |
| 7 | -0.172162 | -1.2051 | 0.11697 |
| 8 | 0.067597 | 0.4732 | 0.319094 |
| 9 | 0.090613 | 0.6343 | 0.26442 |
| 10 | -0.123956 | -0.8677 | 0.194896 |
| 11 | -0.180339 | -1.2624 | 0.106395 |
| 12 | -0.08706 | -0.6094 | 0.272531 |
| 13 | 0.065336 | 0.4574 | 0.324719 |
| 14 | 0.04966 | 0.3476 | 0.364806 |
| 15 | 0.134502 | 0.9415 | 0.17553 |
| 16 | -0.020333 | -0.1423 | 0.4437 |
| 17 | 0.059675 | 0.4177 | 0.338986 |
| 18 | 0.014451 | 0.1012 | 0.459919 |
| 19 | -0.254655 | -1.7826 | 0.040425 |
| 20 | -0.03911 | -0.2738 | 0.392706 |
| 21 | 0.12119 | 0.8483 | 0.200191 |
| 22 | -0.100554 | -0.7039 | 0.242421 |
| 23 | 0.028014 | 0.1961 | 0.422672 |
| 24 | -0.132942 | -0.9306 | 0.178313 |
| 25 | -0.047414 | -0.3319 | 0.37069 |
| 26 | -0.106429 | -0.745 | 0.229915 |
| 27 | 0.217918 | 1.5254 | 0.066791 |
| 28 | -0.149444 | -1.0461 | 0.150323 |
| 29 | -0.180478 | -1.2633 | 0.106222 |
| 30 | -0.081222 | -0.5686 | 0.286127 |
| 31 | -0.042328 | -0.2963 | 0.384127 |
| 32 | -0.062449 | -0.4371 | 0.331964 |
| 33 | 0.0422 | 0.2954 | 0.384469 |
| 34 | 0.070634 | 0.4944 | 0.311603 |
| 35 | -0.028705 | -0.2009 | 0.420789 |
| 36 | 0.002605 | 0.0182 | 0.492762 |
