| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.250372 | 1.7165 | 0.046331 |
| 2 | -0.020086 | -0.1377 | 0.445532 |
| 3 | 0.099946 | 0.6852 | 0.248293 |
| 4 | 0.10972 | 0.7522 | 0.227839 |
| 5 | 0.097072 | 0.6655 | 0.254495 |
| 6 | -0.202482 | -1.3881 | 0.085819 |
| 7 | -0.256641 | -1.7594 | 0.042506 |
| 8 | -0.076775 | -0.5263 | 0.300563 |
| 9 | -0.121407 | -0.8323 | 0.204718 |
| 10 | -0.149657 | -1.026 | 0.155072 |
| 11 | -0.290489 | -1.9915 | 0.026128 |
| 12 | -0.242938 | -1.6655 | 0.051233 |
| 13 | 0.267948 | 1.837 | 0.036272 |
| 14 | 0.165823 | 1.1368 | 0.130688 |
| 15 | -0.01788 | -0.1226 | 0.451481 |
| 16 | 0.099148 | 0.6797 | 0.250008 |
| 17 | 0.235627 | 1.6154 | 0.056461 |
| 18 | 0.149817 | 1.0271 | 0.154817 |
| 19 | -0.026799 | -0.1837 | 0.427511 |
| 20 | -0.038634 | -0.2649 | 0.396137 |
| 21 | 0.10714 | 0.7345 | 0.233141 |
| 22 | 0.057015 | 0.3909 | 0.348829 |
| 23 | -0.06946 | -0.4762 | 0.318072 |
| 24 | -0.220017 | -1.5084 | 0.069078 |
| 25 | -0.207637 | -1.4235 | 0.0806 |
| 26 | -0.04324 | -0.2964 | 0.3841 |
| 27 | -0.050362 | -0.3453 | 0.365719 |
| 28 | -0.130064 | -0.8917 | 0.188554 |
| 29 | -0.092157 | -0.6318 | 0.26529 |
| 30 | 0.098182 | 0.6731 | 0.25209 |
| 31 | 0.079425 | 0.5445 | 0.294332 |
| 32 | 0.007673 | 0.0526 | 0.479136 |
| 33 | 0.019771 | 0.1355 | 0.446381 |
| 34 | 0.036998 | 0.2536 | 0.400439 |
| 35 | 0.075934 | 0.5206 | 0.302553 |
| 36 | 0.035335 | 0.2422 | 0.404822 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.250372 | 1.7165 | 0.046331 |
| 2 | -0.088308 | -0.6054 | 0.273911 |
| 3 | 0.137127 | 0.9401 | 0.175988 |
| 4 | 0.048678 | 0.3337 | 0.370037 |
| 5 | 0.075593 | 0.5182 | 0.303362 |
| 6 | -0.272392 | -1.8674 | 0.034043 |
| 7 | -0.157132 | -1.0772 | 0.143435 |
| 8 | -0.034885 | -0.2392 | 0.40601 |
| 9 | -0.101753 | -0.6976 | 0.244436 |
| 10 | -0.041572 | -0.285 | 0.388446 |
| 11 | -0.21775 | -1.4928 | 0.071084 |
| 12 | -0.14699 | -1.0077 | 0.159377 |
| 13 | 0.349327 | 2.3949 | 0.010332 |
| 14 | 0.055154 | 0.3781 | 0.353523 |
| 15 | 0.006038 | 0.0414 | 0.483577 |
| 16 | 0.06768 | 0.464 | 0.322399 |
| 17 | 0.09625 | 0.6599 | 0.256284 |
| 18 | -0.192912 | -1.3225 | 0.096194 |
| 19 | -0.067434 | -0.4623 | 0.322998 |
| 20 | 0.019687 | 0.135 | 0.446606 |
| 21 | 0.059455 | 0.4076 | 0.342707 |
| 22 | 0.0122 | 0.0836 | 0.466851 |
| 23 | -0.019653 | -0.1347 | 0.446699 |
| 24 | -0.105793 | -0.7253 | 0.235938 |
| 25 | 0.029283 | 0.2008 | 0.42088 |
| 26 | -0.064524 | -0.4424 | 0.330131 |
| 27 | -0.041759 | -0.2863 | 0.387958 |
| 28 | 0.035934 | 0.2464 | 0.40324 |
| 29 | -0.011159 | -0.0765 | 0.469672 |
| 30 | -0.044996 | -0.3085 | 0.379541 |
| 31 | -0.042494 | -0.2913 | 0.386043 |
| 32 | 0.076219 | 0.5225 | 0.301878 |
| 33 | 0.022115 | 0.1516 | 0.440071 |
| 34 | -0.138928 | -0.9524 | 0.172873 |
| 35 | -0.074591 | -0.5114 | 0.305743 |
| 36 | -0.060085 | -0.4119 | 0.341134 |
