| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.338245 | 2.62 | 0.00556 |
| 2 | -0.295575 | -2.2895 | 0.012791 |
| 3 | -0.525243 | -4.0685 | 7e-05 |
| 4 | -0.352298 | -2.7289 | 0.004163 |
| 5 | 0.144584 | 1.1199 | 0.133601 |
| 6 | 0.534854 | 4.143 | 5.5e-05 |
| 7 | 0.352853 | 2.7332 | 0.004115 |
| 8 | -0.057492 | -0.4453 | 0.328842 |
| 9 | -0.337904 | -2.6174 | 0.005599 |
| 10 | -0.319751 | -2.4768 | 0.008047 |
| 11 | -0.014053 | -0.1089 | 0.456842 |
| 12 | 0.363403 | 2.8149 | 0.003295 |
| 13 | 0.082992 | 0.6429 | 0.261385 |
| 14 | -0.065693 | -0.5089 | 0.30636 |
| 15 | -0.078806 | -0.6104 | 0.271942 |
| 16 | -0.0891 | -0.6902 | 0.246377 |
| 17 | -0.004058 | -0.0314 | 0.487515 |
| 18 | 0.093542 | 0.7246 | 0.235766 |
| 19 | 0.025073 | 0.1942 | 0.423333 |
| 20 | -0.053391 | -0.4136 | 0.340332 |
| 21 | -0.061123 | -0.4735 | 0.318804 |
| 22 | -0.057321 | -0.444 | 0.329317 |
| 23 | 0.04361 | 0.3378 | 0.368346 |
| 24 | 0.162993 | 1.2625 | 0.10582 |
| 25 | -0.107167 | -0.8301 | 0.204883 |
| 26 | -0.143089 | -1.1084 | 0.136064 |
| 27 | -0.072399 | -0.5608 | 0.288512 |
| 28 | -0.014779 | -0.1145 | 0.454621 |
| 29 | 0.083077 | 0.6435 | 0.261172 |
| 30 | 0.129421 | 1.0025 | 0.160067 |
| 31 | 0.038912 | 0.3014 | 0.382073 |
| 32 | -0.120024 | -0.9297 | 0.178126 |
| 33 | -0.168503 | -1.3052 | 0.0984 |
| 34 | 0.005211 | 0.0404 | 0.483968 |
| 35 | 0.170724 | 1.3224 | 0.095523 |
| 36 | 0.234239 | 1.8144 | 0.037308 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.338245 | 2.62 | 0.00556 |
| 2 | -0.462951 | -3.586 | 0.000338 |
| 3 | -0.319625 | -2.4758 | 0.008067 |
| 4 | -0.243451 | -1.8858 | 0.032085 |
| 5 | 0.090426 | 0.7004 | 0.243182 |
| 6 | 0.25989 | 2.0131 | 0.024299 |
| 7 | 0.043536 | 0.3372 | 0.368561 |
| 8 | 0.074905 | 0.5802 | 0.281972 |
| 9 | 0.039159 | 0.3033 | 0.381345 |
| 10 | 0.002044 | 0.0158 | 0.49371 |
| 11 | 0.006041 | 0.0468 | 0.481417 |
| 12 | 0.152549 | 1.1816 | 0.121006 |
| 13 | -0.462967 | -3.5861 | 0.000337 |
| 14 | 0.120229 | 0.9313 | 0.177719 |
| 15 | 0.076254 | 0.5907 | 0.278482 |
| 16 | 0.008573 | 0.0664 | 0.473638 |
| 17 | -0.054245 | -0.4202 | 0.337926 |
| 18 | -0.008848 | -0.0685 | 0.472793 |
| 19 | 0.095946 | 0.7432 | 0.230132 |
| 20 | -0.020189 | -0.1564 | 0.438128 |
| 21 | -0.041895 | -0.3245 | 0.373337 |
| 22 | -0.150448 | -1.1654 | 0.124242 |
| 23 | 0.068495 | 0.5306 | 0.298842 |
| 24 | 0.049503 | 0.3834 | 0.351372 |
| 25 | -0.162292 | -1.2571 | 0.106794 |
| 26 | -0.081033 | -0.6277 | 0.266297 |
| 27 | -0.093776 | -0.7264 | 0.235214 |
| 28 | 0.065316 | 0.5059 | 0.307378 |
| 29 | -0.012094 | -0.0937 | 0.462839 |
| 30 | -0.025976 | -0.2012 | 0.420608 |
| 31 | 0.06294 | 0.4875 | 0.313829 |
| 32 | -0.030552 | -0.2367 | 0.406865 |
| 33 | -0.000736 | -0.0057 | 0.497736 |
| 34 | 0.243987 | 1.8899 | 0.031802 |
| 35 | -0.001377 | -0.0107 | 0.495762 |
| 36 | 0.027957 | 0.2166 | 0.414645 |
