| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.526385 | 3.6469 | 0.000326 |
| 2 | 0.076123 | 0.5274 | 0.300174 |
| 3 | -0.296803 | -2.0563 | 0.022606 |
| 4 | -0.449209 | -3.1122 | 0.001563 |
| 5 | -0.206515 | -1.4308 | 0.079486 |
| 6 | -0.044602 | -0.309 | 0.379325 |
| 7 | 0.136454 | 0.9454 | 0.1746 |
| 8 | 0.34048 | 2.3589 | 0.011223 |
| 9 | 0.284552 | 1.9714 | 0.027227 |
| 10 | 0.029543 | 0.2047 | 0.419343 |
| 11 | -0.220489 | -1.5276 | 0.066589 |
| 12 | -0.433767 | -3.0052 | 0.002105 |
| 13 | -0.337704 | -2.3397 | 0.011754 |
| 14 | -0.144398 | -1.0004 | 0.161063 |
| 15 | -0.052163 | -0.3614 | 0.359695 |
| 16 | 0.110133 | 0.763 | 0.224592 |
| 17 | 0.129243 | 0.8954 | 0.187515 |
| 18 | 0.155245 | 1.0756 | 0.143748 |
| 19 | 0.103911 | 0.7199 | 0.237533 |
| 20 | -0.029735 | -0.206 | 0.418828 |
| 21 | -0.12165 | -0.8428 | 0.201756 |
| 22 | -0.151161 | -1.0473 | 0.150109 |
| 23 | -0.099509 | -0.6894 | 0.24694 |
| 24 | -0.019142 | -0.1326 | 0.447523 |
| 25 | 0.084195 | 0.5833 | 0.281205 |
| 26 | 0.103688 | 0.7184 | 0.238005 |
| 27 | 0.129307 | 0.8959 | 0.187398 |
| 28 | 0.04658 | 0.3227 | 0.374156 |
| 29 | -0.064095 | -0.4441 | 0.329496 |
| 30 | -0.124617 | -0.8634 | 0.196113 |
| 31 | -0.149151 | -1.0334 | 0.153309 |
| 32 | -0.033563 | -0.2325 | 0.408557 |
| 33 | 0.036849 | 0.2553 | 0.399792 |
| 34 | 0.115301 | 0.7988 | 0.214162 |
| 35 | 0.078899 | 0.5466 | 0.293584 |
| 36 | 0.014165 | 0.0981 | 0.461115 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.526385 | 3.6469 | 0.000326 |
| 2 | -0.277981 | -1.9259 | 0.030025 |
| 3 | -0.302354 | -2.0948 | 0.020747 |
| 4 | -0.180935 | -1.2536 | 0.108038 |
| 5 | 0.200175 | 1.3869 | 0.085947 |
| 6 | -0.151333 | -1.0485 | 0.149837 |
| 7 | 0.040391 | 0.2798 | 0.390403 |
| 8 | 0.296025 | 2.0509 | 0.022877 |
| 9 | 0.005751 | 0.0398 | 0.484191 |
| 10 | -0.302913 | -2.0986 | 0.020567 |
| 11 | -0.001344 | -0.0093 | 0.496305 |
| 12 | -0.093786 | -0.6498 | 0.259469 |
| 13 | -0.115602 | -0.8009 | 0.213565 |
| 14 | -0.133353 | -0.9239 | 0.180081 |
| 15 | -0.164964 | -1.1429 | 0.129374 |
| 16 | -0.008002 | -0.0554 | 0.478008 |
| 17 | -0.057281 | -0.3969 | 0.346617 |
| 18 | 0.097196 | 0.6734 | 0.251963 |
| 19 | 0.024027 | 0.1665 | 0.434245 |
| 20 | 0.096029 | 0.6653 | 0.25452 |
| 21 | -0.043571 | -0.3019 | 0.382029 |
| 22 | -0.07526 | -0.5214 | 0.302236 |
| 23 | -0.01839 | -0.1274 | 0.449574 |
| 24 | -0.081263 | -0.563 | 0.288025 |
| 25 | -0.058777 | -0.4072 | 0.342828 |
| 26 | -0.124988 | -0.8659 | 0.195415 |
| 27 | -0.029122 | -0.2018 | 0.420478 |
| 28 | -0.10414 | -0.7215 | 0.237051 |
| 29 | -0.062798 | -0.4351 | 0.332729 |
| 30 | -0.001705 | -0.0118 | 0.495312 |
| 31 | 0.023281 | 0.1613 | 0.436269 |
| 32 | 0.07113 | 0.4928 | 0.312198 |
| 33 | -0.040925 | -0.2835 | 0.388992 |
| 34 | 0.057633 | 0.3993 | 0.345725 |
| 35 | -0.096339 | -0.6675 | 0.253839 |
| 36 | -0.075619 | -0.5239 | 0.301378 |
