| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.40503 | 3.1374 | 0.001321 |
| 2 | 0.082788 | 0.6413 | 0.261894 |
| 3 | -0.234364 | -1.8154 | 0.037232 |
| 4 | -0.333333 | -2.582 | 0.006141 |
| 5 | -0.11303 | -0.8755 | 0.192389 |
| 6 | -0.036 | -0.2789 | 0.390658 |
| 7 | 0.145758 | 1.129 | 0.131689 |
| 8 | 0.184242 | 1.4271 | 0.079362 |
| 9 | 0.195818 | 1.5168 | 0.067284 |
| 10 | 0.01103 | 0.0854 | 0.466098 |
| 11 | -0.086485 | -0.6699 | 0.252743 |
| 12 | -0.126545 | -0.9802 | 0.165458 |
| 13 | -0.131697 | -1.0201 | 0.155884 |
| 14 | 0.018788 | 0.1455 | 0.44239 |
| 15 | 0.008545 | 0.0662 | 0.473722 |
| 16 | 0.050667 | 0.3925 | 0.348054 |
| 17 | 0.017879 | 0.1385 | 0.445159 |
| 18 | 0.036 | 0.2789 | 0.390658 |
| 19 | 0.054121 | 0.4192 | 0.338276 |
| 20 | 0.006061 | 0.0469 | 0.481356 |
| 21 | -0.066727 | -0.5169 | 0.303574 |
| 22 | -0.049333 | -0.3821 | 0.351856 |
| 23 | -0.03703 | -0.2868 | 0.387613 |
| 24 | -0.029818 | -0.231 | 0.409062 |
| 25 | 0.055939 | 0.4333 | 0.333174 |
| 26 | 0.045697 | 0.354 | 0.362302 |
| 27 | 0.047818 | 0.3704 | 0.356195 |
| 28 | -0.016242 | -0.1258 | 0.45015 |
| 29 | -0.14503 | -1.1234 | 0.132871 |
| 30 | -0.193818 | -1.5013 | 0.06926 |
| 31 | -0.172788 | -1.3384 | 0.092906 |
| 32 | -0.065939 | -0.5108 | 0.305695 |
| 33 | 0.018364 | 0.1422 | 0.443682 |
| 34 | 0.107758 | 0.8347 | 0.203603 |
| 35 | 0.053879 | 0.4173 | 0.338958 |
| 36 | -0.034909 | -0.2704 | 0.393888 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.40503 | 3.1374 | 0.001321 |
| 2 | -0.097209 | -0.753 | 0.227205 |
| 3 | -0.279913 | -2.1682 | 0.01706 |
| 4 | -0.163051 | -1.263 | 0.10574 |
| 5 | 0.137051 | 1.0616 | 0.146337 |
| 6 | -0.08194 | -0.6347 | 0.264017 |
| 7 | 0.079311 | 0.6143 | 0.270656 |
| 8 | 0.074311 | 0.5756 | 0.283517 |
| 9 | 0.121045 | 0.9376 | 0.176102 |
| 10 | -0.135591 | -1.0503 | 0.148899 |
| 11 | 0.027247 | 0.2111 | 0.416781 |
| 12 | 0.009622 | 0.0745 | 0.470416 |
| 13 | -0.050392 | -0.3903 | 0.348834 |
| 14 | 0.038861 | 0.301 | 0.382222 |
| 15 | -0.046812 | -0.3626 | 0.359087 |
| 16 | -0.026588 | -0.206 | 0.418763 |
| 17 | -0.027037 | -0.2094 | 0.417412 |
| 18 | 0.07877 | 0.6102 | 0.272033 |
| 19 | 0.035931 | 0.2783 | 0.390861 |
| 20 | -0.017846 | -0.1382 | 0.445258 |
| 21 | -0.08654 | -0.6703 | 0.252608 |
| 22 | 0.083946 | 0.6502 | 0.259008 |
| 23 | -0.044732 | -0.3465 | 0.365092 |
| 24 | -0.042713 | -0.3309 | 0.370953 |
| 25 | 0.075067 | 0.5815 | 0.281553 |
| 26 | 0.014222 | 0.1102 | 0.456323 |
| 27 | -0.047821 | -0.3704 | 0.356187 |
| 28 | -0.049177 | -0.3809 | 0.352303 |
| 29 | -0.095121 | -0.7368 | 0.232057 |
| 30 | -0.110964 | -0.8595 | 0.196736 |
| 31 | -0.060566 | -0.4691 | 0.320334 |
| 32 | -0.012339 | -0.0956 | 0.462088 |
| 33 | -0.059691 | -0.4624 | 0.322746 |
| 34 | 0.002502 | 0.0194 | 0.492302 |
| 35 | -0.029223 | -0.2264 | 0.410844 |
| 36 | -0.076771 | -0.5947 | 0.277152 |
