| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.307906 | 2.3651 | 0.010667 |
| 2 | 0.246226 | 1.8913 | 0.031749 |
| 3 | 0.263513 | 2.0241 | 0.023749 |
| 4 | 0.325047 | 2.4967 | 0.007673 |
| 5 | 0.108692 | 0.8349 | 0.203576 |
| 6 | 0.058682 | 0.4507 | 0.326913 |
| 7 | 0.084961 | 0.6526 | 0.258276 |
| 8 | 0.045689 | 0.3509 | 0.36344 |
| 9 | -0.077232 | -0.5932 | 0.277646 |
| 10 | -0.139624 | -1.0725 | 0.143938 |
| 11 | -0.024466 | -0.1879 | 0.42579 |
| 12 | -0.424496 | -3.2606 | 0.000924 |
| 13 | -0.244976 | -1.8817 | 0.032407 |
| 14 | -0.123878 | -0.9515 | 0.17261 |
| 15 | -0.083821 | -0.6438 | 0.261087 |
| 16 | -0.174596 | -1.3411 | 0.092514 |
| 17 | -0.112573 | -0.8647 | 0.195357 |
| 18 | -0.0437 | -0.3357 | 0.369155 |
| 19 | -0.024084 | -0.185 | 0.426934 |
| 20 | -0.199825 | -1.5349 | 0.065079 |
| 21 | -0.098388 | -0.7557 | 0.226409 |
| 22 | 0.00807 | 0.062 | 0.475392 |
| 23 | -0.095762 | -0.7356 | 0.232456 |
| 24 | -0.085766 | -0.6588 | 0.256299 |
| 25 | 0.052733 | 0.405 | 0.343454 |
| 26 | -0.024532 | -0.1884 | 0.425592 |
| 27 | -0.029421 | -0.226 | 0.410996 |
| 28 | 0.003496 | 0.0269 | 0.489333 |
| 29 | 0.013049 | 0.1002 | 0.460249 |
| 30 | 0.009092 | 0.0698 | 0.47228 |
| 31 | -0.056945 | -0.4374 | 0.331709 |
| 32 | 0.129901 | 0.9978 | 0.161228 |
| 33 | 0.118827 | 0.9127 | 0.18255 |
| 34 | 0.028506 | 0.219 | 0.413718 |
| 35 | 0.020635 | 0.1585 | 0.437301 |
| 36 | 0.146765 | 1.1273 | 0.132085 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.307906 | 2.3651 | 0.010667 |
| 2 | 0.167278 | 1.2849 | 0.101926 |
| 3 | 0.169201 | 1.2997 | 0.099386 |
| 4 | 0.21334 | 1.6387 | 0.0533 |
| 5 | -0.091653 | -0.704 | 0.242102 |
| 6 | -0.077069 | -0.592 | 0.278063 |
| 7 | -0.008546 | -0.0656 | 0.473943 |
| 8 | -0.039556 | -0.3038 | 0.381162 |
| 9 | -0.098529 | -0.7568 | 0.226086 |
| 10 | -0.125746 | -0.9659 | 0.169024 |
| 11 | 0.050208 | 0.3857 | 0.35057 |
| 12 | -0.457321 | -3.5127 | 0.000429 |
| 13 | 0.012493 | 0.096 | 0.461938 |
| 14 | 0.137839 | 1.0588 | 0.147012 |
| 15 | 0.088591 | 0.6805 | 0.249431 |
| 16 | 0.123957 | 0.9521 | 0.172458 |
| 17 | -0.00829 | -0.0637 | 0.474721 |
| 18 | -0.031028 | -0.2383 | 0.406224 |
| 19 | -0.003361 | -0.0258 | 0.489745 |
| 20 | -0.214893 | -1.6506 | 0.052064 |
| 21 | -0.056721 | -0.4357 | 0.33233 |
| 22 | -0.064798 | -0.4977 | 0.310265 |
| 23 | -0.040151 | -0.3084 | 0.379431 |
| 24 | -0.192847 | -1.4813 | 0.071925 |
| 25 | 0.093064 | 0.7148 | 0.238764 |
| 26 | -0.000423 | -0.0032 | 0.498711 |
| 27 | 0.121634 | 0.9343 | 0.176982 |
| 28 | 0.174684 | 1.3418 | 0.092405 |
| 29 | -0.020837 | -0.16 | 0.436695 |
| 30 | -0.019323 | -0.1484 | 0.441258 |
| 31 | -0.057005 | -0.4379 | 0.331543 |
| 32 | -0.017357 | -0.1333 | 0.447196 |
| 33 | -0.040816 | -0.3135 | 0.377498 |
| 34 | -0.078273 | -0.6012 | 0.274996 |
| 35 | -0.05719 | -0.4393 | 0.33103 |
| 36 | -0.07928 | -0.609 | 0.272445 |
