| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.287282 | 2.6173 | 0.005265 |
| 2 | -0.020632 | -0.188 | 0.425682 |
| 3 | -0.08467 | -0.7714 | 0.221335 |
| 4 | -0.096716 | -0.8811 | 0.190396 |
| 5 | -0.083686 | -0.7624 | 0.223986 |
| 6 | -0.021074 | -0.192 | 0.424109 |
| 7 | -0.009884 | -0.09 | 0.464234 |
| 8 | -0.091233 | -0.8312 | 0.204131 |
| 9 | -0.108099 | -0.9848 | 0.163785 |
| 10 | -0.081391 | -0.7415 | 0.230239 |
| 11 | -0.035306 | -0.3217 | 0.374262 |
| 12 | -0.021397 | -0.1949 | 0.422959 |
| 13 | 0.067432 | 0.6143 | 0.270339 |
| 14 | 0.110097 | 1.003 | 0.15938 |
| 15 | -0.047408 | -0.4319 | 0.333466 |
| 16 | -0.097198 | -0.8855 | 0.189217 |
| 17 | 0.090795 | 0.8272 | 0.205252 |
| 18 | 0.168095 | 1.5314 | 0.064734 |
| 19 | 0.107085 | 0.9756 | 0.166052 |
| 20 | 0.028194 | 0.2569 | 0.398963 |
| 21 | -0.069456 | -0.6328 | 0.264309 |
| 22 | -0.076195 | -0.6942 | 0.244758 |
| 23 | -0.055756 | -0.508 | 0.306415 |
| 24 | -0.008091 | -0.0737 | 0.470707 |
| 25 | 0.002659 | 0.0242 | 0.490365 |
| 26 | -0.106842 | -0.9734 | 0.166596 |
| 27 | -0.077285 | -0.7041 | 0.241672 |
| 28 | -0.098449 | -0.8969 | 0.186179 |
| 29 | -0.106637 | -0.9715 | 0.16706 |
| 30 | -0.017238 | -0.157 | 0.437795 |
| 31 | 0.040472 | 0.3687 | 0.356639 |
| 32 | -0.013865 | -0.1263 | 0.449895 |
| 33 | -0.058609 | -0.534 | 0.297402 |
| 34 | -0.046148 | -0.4204 | 0.337628 |
| 35 | -0.074283 | -0.6767 | 0.250224 |
| 36 | 0.027654 | 0.2519 | 0.400855 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.287282 | 2.6173 | 0.005265 |
| 2 | -0.112443 | -1.0244 | 0.154311 |
| 3 | -0.05053 | -0.4604 | 0.323233 |
| 4 | -0.063757 | -0.5809 | 0.281455 |
| 5 | -0.049589 | -0.4518 | 0.326303 |
| 6 | 0.005395 | 0.0491 | 0.480459 |
| 7 | -0.024678 | -0.2248 | 0.411331 |
| 8 | -0.106307 | -0.9685 | 0.167804 |
| 9 | -0.069209 | -0.6305 | 0.265043 |
| 10 | -0.053544 | -0.4878 | 0.313487 |
| 11 | -0.025728 | -0.2344 | 0.40763 |
| 12 | -0.043425 | -0.3956 | 0.346701 |
| 13 | 0.054173 | 0.4935 | 0.311468 |
| 14 | 0.052546 | 0.4787 | 0.316699 |
| 15 | -0.120748 | -1.1001 | 0.137241 |
| 16 | -0.060488 | -0.5511 | 0.291532 |
| 17 | 0.144265 | 1.3143 | 0.096181 |
| 18 | 0.098993 | 0.9019 | 0.184867 |
| 19 | 0.022124 | 0.2016 | 0.420378 |
| 20 | -0.016629 | -0.1515 | 0.439974 |
| 21 | -0.053406 | -0.4865 | 0.313931 |
| 22 | 0.019953 | 0.1818 | 0.428098 |
| 23 | -0.010126 | -0.0923 | 0.463361 |
| 24 | -0.002923 | -0.0266 | 0.489409 |
| 25 | -0.002137 | -0.0195 | 0.492256 |
| 26 | -0.114035 | -1.0389 | 0.150933 |
| 27 | -0.01143 | -0.1041 | 0.458658 |
| 28 | -0.08542 | -0.7782 | 0.219327 |
| 29 | -0.054877 | -0.5 | 0.309216 |
| 30 | 0.004712 | 0.0429 | 0.48293 |
| 31 | -0.061338 | -0.5588 | 0.288897 |
| 32 | -0.099295 | -0.9046 | 0.184143 |
| 33 | -0.05486 | -0.4998 | 0.309271 |
| 34 | -0.040755 | -0.3713 | 0.355682 |
| 35 | -0.112424 | -1.0242 | 0.15435 |
| 36 | -0.009648 | -0.0879 | 0.465084 |
