| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.298808 | 2.3717 | 0.010387 |
| 2 | 0.242329 | 1.9234 | 0.029474 |
| 3 | 0.236977 | 1.8809 | 0.032301 |
| 4 | 0.218099 | 1.7311 | 0.044164 |
| 5 | 0.379693 | 3.0137 | 0.001857 |
| 6 | 0.256652 | 2.0371 | 0.022923 |
| 7 | 0.103456 | 0.8212 | 0.207327 |
| 8 | 0.16341 | 1.297 | 0.099675 |
| 9 | 0.301068 | 2.3897 | 0.009934 |
| 10 | 0.054693 | 0.4341 | 0.332845 |
| 11 | 0.045903 | 0.3643 | 0.35841 |
| 12 | -0.022318 | -0.1771 | 0.429981 |
| 13 | -0.001837 | -0.0146 | 0.494207 |
| 14 | 0.247977 | 1.9683 | 0.026722 |
| 15 | -0.03128 | -0.2483 | 0.402364 |
| 16 | 0.007348 | 0.0583 | 0.476838 |
| 17 | 0.066432 | 0.5273 | 0.299922 |
| 18 | 0.057292 | 0.4547 | 0.32543 |
| 19 | -0.01855 | -0.1472 | 0.441709 |
| 20 | -0.082949 | -0.6584 | 0.256344 |
| 21 | -0.126996 | -1.008 | 0.158654 |
| 22 | -0.047601 | -0.3778 | 0.353418 |
| 23 | 0.148519 | 1.1788 | 0.121449 |
| 24 | -0.095645 | -0.7592 | 0.225294 |
| 25 | -0.114569 | -0.9094 | 0.183313 |
| 26 | -0.149371 | -1.1856 | 0.120118 |
| 27 | -0.095211 | -0.7557 | 0.22632 |
| 28 | -0.062579 | -0.4967 | 0.310563 |
| 29 | -0.167297 | -1.3279 | 0.094505 |
| 30 | -0.161989 | -1.2857 | 0.101619 |
| 31 | -0.158029 | -1.2543 | 0.10718 |
| 32 | 0.009467 | 0.0751 | 0.470171 |
| 33 | -0.064231 | -0.5098 | 0.30598 |
| 34 | -0.163128 | -1.2948 | 0.10006 |
| 35 | -0.158027 | -1.2543 | 0.107184 |
| 36 | -0.175246 | -1.391 | 0.084564 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.298808 | 2.3717 | 0.010387 |
| 2 | 0.168047 | 1.3338 | 0.09353 |
| 3 | 0.142963 | 1.1347 | 0.130393 |
| 4 | 0.103878 | 0.8245 | 0.206382 |
| 5 | 0.28661 | 2.2749 | 0.013163 |
| 6 | 0.06781 | 0.5382 | 0.296158 |
| 7 | -0.104479 | -0.8293 | 0.205041 |
| 8 | 0.025232 | 0.2003 | 0.420955 |
| 9 | 0.21101 | 1.6748 | 0.049462 |
| 10 | -0.223667 | -1.7753 | 0.040339 |
| 11 | -0.128247 | -1.0179 | 0.156302 |
| 12 | -0.066198 | -0.5254 | 0.300564 |
| 13 | -0.02781 | -0.2207 | 0.413007 |
| 14 | 0.177805 | 1.4113 | 0.08154 |
| 15 | -0.129422 | -1.0273 | 0.154115 |
| 16 | 0.085174 | 0.676 | 0.250742 |
| 17 | 0.12159 | 0.9651 | 0.169095 |
| 18 | 0.020396 | 0.1619 | 0.435957 |
| 19 | -0.169491 | -1.3453 | 0.091677 |
| 20 | -0.098734 | -0.7837 | 0.218084 |
| 21 | -0.035407 | -0.281 | 0.389803 |
| 22 | -0.075139 | -0.5964 | 0.276523 |
| 23 | 0.096365 | 0.7649 | 0.223601 |
| 24 | -0.018127 | -0.1439 | 0.443027 |
| 25 | -0.055942 | -0.444 | 0.329272 |
| 26 | -0.071761 | -0.5696 | 0.285492 |
| 27 | 0.036998 | 0.2937 | 0.38499 |
| 28 | -0.082299 | -0.6532 | 0.257993 |
| 29 | -0.043481 | -0.3451 | 0.365577 |
| 30 | -0.007729 | -0.0614 | 0.475637 |
| 31 | -0.093437 | -0.7416 | 0.230533 |
| 32 | 0.084525 | 0.6709 | 0.252371 |
| 33 | 0.106658 | 0.8466 | 0.200219 |
| 34 | -0.077354 | -0.614 | 0.270721 |
| 35 | -0.002124 | -0.0169 | 0.4933 |
| 36 | -0.053348 | -0.4234 | 0.336709 |
