| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.2008 | 1.3766 | 0.087577 |
| 2 | 0.255499 | 1.7516 | 0.043182 |
| 3 | 0.344837 | 2.3641 | 0.011129 |
| 4 | 0.162121 | 1.1114 | 0.136015 |
| 5 | 0.06096 | 0.4179 | 0.338953 |
| 6 | 0.171129 | 1.1732 | 0.123313 |
| 7 | 0.009335 | 0.064 | 0.474622 |
| 8 | 0.067159 | 0.4604 | 0.323669 |
| 9 | -0.041113 | -0.2819 | 0.389645 |
| 10 | -0.123404 | -0.846 | 0.200916 |
| 11 | 0.113406 | 0.7775 | 0.220389 |
| 12 | -0.184841 | -1.2672 | 0.105662 |
| 13 | -0.144395 | -0.9899 | 0.163641 |
| 14 | -0.018069 | -0.1239 | 0.450972 |
| 15 | -0.097657 | -0.6695 | 0.253225 |
| 16 | -0.132927 | -0.9113 | 0.183393 |
| 17 | -0.051368 | -0.3522 | 0.363145 |
| 18 | -0.177352 | -1.2159 | 0.115054 |
| 19 | -0.136012 | -0.9325 | 0.177934 |
| 20 | -0.139226 | -0.9545 | 0.172361 |
| 21 | -0.301049 | -2.0639 | 0.022287 |
| 22 | -0.146977 | -1.0076 | 0.159397 |
| 23 | -0.165927 | -1.1375 | 0.13054 |
| 24 | -0.188024 | -1.289 | 0.101848 |
| 25 | -0.014488 | -0.0993 | 0.460651 |
| 26 | -0.075957 | -0.5207 | 0.302498 |
| 27 | -0.131824 | -0.9037 | 0.185372 |
| 28 | -0.071108 | -0.4875 | 0.314088 |
| 29 | -0.04586 | -0.3144 | 0.377303 |
| 30 | -0.030214 | -0.2071 | 0.418399 |
| 31 | 0.054057 | 0.3706 | 0.356301 |
| 32 | -0.004969 | -0.0341 | 0.486484 |
| 33 | 0.089736 | 0.6152 | 0.270695 |
| 34 | 0.019751 | 0.1354 | 0.446434 |
| 35 | 0.076951 | 0.5276 | 0.300146 |
| 36 | 0.055526 | 0.3807 | 0.352582 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.2008 | 1.3766 | 0.087577 |
| 2 | 0.224219 | 1.5372 | 0.065479 |
| 3 | 0.285279 | 1.9558 | 0.028225 |
| 4 | 0.032539 | 0.2231 | 0.412222 |
| 5 | -0.10887 | -0.7464 | 0.229579 |
| 6 | 0.048496 | 0.3325 | 0.370505 |
| 7 | -0.068974 | -0.4729 | 0.31925 |
| 8 | 0.049974 | 0.3426 | 0.366711 |
| 9 | -0.111274 | -0.7629 | 0.22468 |
| 10 | -0.150489 | -1.0317 | 0.153746 |
| 11 | 0.19442 | 1.3329 | 0.094499 |
| 12 | -0.178275 | -1.2222 | 0.113864 |
| 13 | -0.070224 | -0.4814 | 0.316223 |
| 14 | -0.000731 | -0.005 | 0.498012 |
| 15 | 0.029194 | 0.2001 | 0.421116 |
| 16 | 0.014174 | 0.0972 | 0.461502 |
| 17 | -0.084693 | -0.5806 | 0.282133 |
| 18 | -0.102742 | -0.7044 | 0.242342 |
| 19 | -0.080939 | -0.5549 | 0.290801 |
| 20 | -0.027215 | -0.1866 | 0.426397 |
| 21 | -0.204336 | -1.4009 | 0.083912 |
| 22 | -0.099475 | -0.682 | 0.249304 |
| 23 | 0.038873 | 0.2665 | 0.395509 |
| 24 | 0.027617 | 0.1893 | 0.425323 |
| 25 | 0.119089 | 0.8164 | 0.209186 |
| 26 | -0.052397 | -0.3592 | 0.360521 |
| 27 | -0.078639 | -0.5391 | 0.296175 |
| 28 | -0.113131 | -0.7756 | 0.220939 |
| 29 | 0.017082 | 0.1171 | 0.453637 |
| 30 | 0.019647 | 0.1347 | 0.446716 |
| 31 | 0.005237 | 0.0359 | 0.485757 |
| 32 | 0.033789 | 0.2316 | 0.408909 |
| 33 | 0.007108 | 0.0487 | 0.48067 |
| 34 | -0.0835 | -0.5724 | 0.284874 |
| 35 | 0.059262 | 0.4063 | 0.34319 |
| 36 | -0.071448 | -0.4898 | 0.31327 |
