| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.334355 | 2.5899 | 0.006016 |
| 2 | 0.192126 | 1.4882 | 0.070968 |
| 3 | 0.096737 | 0.7493 | 0.228295 |
| 4 | 0.063455 | 0.4915 | 0.312427 |
| 5 | 0.085474 | 0.6621 | 0.255228 |
| 6 | -0.085708 | -0.6639 | 0.25465 |
| 7 | -0.177845 | -1.3776 | 0.086725 |
| 8 | -0.346687 | -2.6854 | 0.004677 |
| 9 | -0.161423 | -1.2504 | 0.108009 |
| 10 | -0.056285 | -0.436 | 0.332206 |
| 11 | 0.17541 | 1.3587 | 0.089661 |
| 12 | 0.102608 | 0.7948 | 0.214932 |
| 13 | -0.049971 | -0.3871 | 0.350037 |
| 14 | 0.112614 | 0.8723 | 0.19326 |
| 15 | 0.055524 | 0.4301 | 0.334336 |
| 16 | 0.02475 | 0.1917 | 0.424308 |
| 17 | 0.054896 | 0.4252 | 0.336097 |
| 18 | -0.036973 | -0.2864 | 0.387783 |
| 19 | -0.183589 | -1.4221 | 0.080091 |
| 20 | -0.181699 | -1.4074 | 0.082229 |
| 21 | 0.03089 | 0.2393 | 0.405856 |
| 22 | 0.038806 | 0.3006 | 0.382385 |
| 23 | 0.027704 | 0.2146 | 0.415406 |
| 24 | -0.097179 | -0.7527 | 0.227273 |
| 25 | -0.016484 | -0.1277 | 0.449413 |
| 26 | 0.028706 | 0.2224 | 0.412396 |
| 27 | -0.043616 | -0.3378 | 0.368328 |
| 28 | 0.023643 | 0.1831 | 0.427652 |
| 29 | -0.155651 | -1.2057 | 0.116339 |
| 30 | -0.134279 | -1.0401 | 0.151228 |
| 31 | -0.157925 | -1.2233 | 0.113003 |
| 32 | -0.086616 | -0.6709 | 0.252423 |
| 33 | -0.107029 | -0.829 | 0.205182 |
| 34 | -0.112864 | -0.8742 | 0.192737 |
| 35 | -0.013518 | -0.1047 | 0.458477 |
| 36 | -0.007793 | -0.0604 | 0.476032 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.334355 | 2.5899 | 0.006016 |
| 2 | 0.090444 | 0.7006 | 0.243139 |
| 3 | 0.009159 | 0.0709 | 0.471838 |
| 4 | 0.016134 | 0.125 | 0.450482 |
| 5 | 0.058687 | 0.4546 | 0.325525 |
| 6 | -0.15522 | -1.2023 | 0.11698 |
| 7 | -0.149398 | -1.1572 | 0.125882 |
| 8 | -0.272488 | -2.1107 | 0.019488 |
| 9 | 0.056444 | 0.4372 | 0.331762 |
| 10 | 0.075624 | 0.5858 | 0.28011 |
| 11 | 0.313209 | 2.4261 | 0.009143 |
| 12 | 0.054148 | 0.4194 | 0.338199 |
| 13 | -0.142674 | -1.1051 | 0.136754 |
| 14 | 0.028495 | 0.2207 | 0.413029 |
| 15 | -0.139702 | -1.0821 | 0.141763 |
| 16 | -0.210109 | -1.6275 | 0.054436 |
| 17 | 0.099207 | 0.7685 | 0.222615 |
| 18 | 0.087343 | 0.6766 | 0.250644 |
| 19 | -0.026243 | -0.2033 | 0.419803 |
| 20 | -0.033694 | -0.261 | 0.397496 |
| 21 | 0.169086 | 1.3097 | 0.097639 |
| 22 | -0.002775 | -0.0215 | 0.49146 |
| 23 | -0.088089 | -0.6823 | 0.248828 |
| 24 | -0.160846 | -1.2459 | 0.108821 |
| 25 | -0.015395 | -0.1193 | 0.452737 |
| 26 | -0.061174 | -0.4738 | 0.318664 |
| 27 | -0.074033 | -0.5735 | 0.284238 |
| 28 | 0.041469 | 0.3212 | 0.374581 |
| 29 | -0.084291 | -0.6529 | 0.258153 |
| 30 | 0.096289 | 0.7459 | 0.229334 |
| 31 | -0.032099 | -0.2486 | 0.402244 |
| 32 | -0.177963 | -1.3785 | 0.086585 |
| 33 | -0.157437 | -1.2195 | 0.113714 |
| 34 | -0.019174 | -0.1485 | 0.441216 |
| 35 | 0.023254 | 0.1801 | 0.428832 |
| 36 | 0.031898 | 0.2471 | 0.402844 |
