| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.402214 | 2.8155 | 0.003498 |
| 2 | 0.235435 | 1.648 | 0.052871 |
| 3 | 0.472424 | 3.307 | 0.000886 |
| 4 | 0.397058 | 2.7794 | 0.003851 |
| 5 | 0.211593 | 1.4812 | 0.072484 |
| 6 | 0.200147 | 1.401 | 0.083753 |
| 7 | 0.306592 | 2.1461 | 0.01842 |
| 8 | 0.193589 | 1.3551 | 0.090796 |
| 9 | 0.071453 | 0.5002 | 0.309596 |
| 10 | 0.149388 | 1.0457 | 0.150411 |
| 11 | -0.065919 | -0.4614 | 0.323265 |
| 12 | -0.18929 | -1.325 | 0.095654 |
| 13 | -0.025164 | -0.1761 | 0.430453 |
| 14 | -0.096837 | -0.6779 | 0.250526 |
| 15 | -0.17064 | -1.1945 | 0.119021 |
| 16 | -0.148462 | -1.0392 | 0.151898 |
| 17 | -0.072703 | -0.5089 | 0.306546 |
| 18 | -0.104414 | -0.7309 | 0.234162 |
| 19 | -0.117648 | -0.8235 | 0.207097 |
| 20 | -0.160052 | -1.1204 | 0.13401 |
| 21 | -0.144559 | -1.0119 | 0.158276 |
| 22 | -0.049987 | -0.3499 | 0.363953 |
| 23 | -0.042986 | -0.3009 | 0.382381 |
| 24 | -0.183132 | -1.2819 | 0.102951 |
| 25 | -0.026663 | -0.1866 | 0.426355 |
| 26 | 0.080942 | 0.5666 | 0.286789 |
| 27 | -0.057658 | -0.4036 | 0.344129 |
| 28 | -0.140724 | -0.9851 | 0.164715 |
| 29 | -0.016786 | -0.1175 | 0.453471 |
| 30 | -0.015377 | -0.1076 | 0.45736 |
| 31 | -0.1624 | -1.1368 | 0.130576 |
| 32 | -0.064236 | -0.4496 | 0.327473 |
| 33 | 0.002967 | 0.0208 | 0.491758 |
| 34 | -0.113715 | -0.796 | 0.214935 |
| 35 | -0.073364 | -0.5135 | 0.304939 |
| 36 | -0.056499 | -0.3955 | 0.347098 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.402214 | 2.8155 | 0.003498 |
| 2 | 0.087875 | 0.6151 | 0.270658 |
| 3 | 0.421647 | 2.9515 | 0.00242 |
| 4 | 0.127775 | 0.8944 | 0.187733 |
| 5 | -0.016622 | -0.1164 | 0.453925 |
| 6 | -0.061501 | -0.4305 | 0.334356 |
| 7 | 0.096233 | 0.6736 | 0.251855 |
| 8 | -0.034464 | -0.2412 | 0.405185 |
| 9 | -0.065279 | -0.457 | 0.324861 |
| 10 | 0.00296 | 0.0207 | 0.491775 |
| 11 | -0.33127 | -2.3189 | 0.012307 |
| 12 | -0.216553 | -1.5159 | 0.067988 |
| 13 | 0.029275 | 0.2049 | 0.419239 |
| 14 | -0.027078 | -0.1895 | 0.425223 |
| 15 | 0.095274 | 0.6669 | 0.253977 |
| 16 | 0.010028 | 0.0702 | 0.472161 |
| 17 | 0.061659 | 0.4316 | 0.333959 |
| 18 | 0.077219 | 0.5405 | 0.295638 |
| 19 | 0.181706 | 1.2719 | 0.104699 |
| 20 | -0.111024 | -0.7772 | 0.220398 |
| 21 | -0.029808 | -0.2087 | 0.417792 |
| 22 | 0.042777 | 0.2994 | 0.382936 |
| 23 | -0.067651 | -0.4736 | 0.318959 |
| 24 | -0.223158 | -1.5621 | 0.06235 |
| 25 | 0.067676 | 0.4737 | 0.318898 |
| 26 | 0.022287 | 0.156 | 0.438333 |
| 27 | -0.037268 | -0.2609 | 0.397641 |
| 28 | -0.114893 | -0.8043 | 0.212567 |
| 29 | -0.02395 | -0.1677 | 0.433773 |
| 30 | -0.016397 | -0.1148 | 0.454545 |
| 31 | -0.039298 | -0.2751 | 0.392202 |
| 32 | 0.017228 | 0.1206 | 0.452251 |
| 33 | 0.023783 | 0.1665 | 0.434231 |
| 34 | 0.018509 | 0.1296 | 0.448721 |
| 35 | 0.025652 | 0.1796 | 0.429117 |
| 36 | -0.128797 | -0.9016 | 0.185845 |
