| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.092843 | 0.7768 | 0.219952 |
| 2 | -0.038159 | -0.3193 | 0.37524 |
| 3 | 0.028122 | 0.2353 | 0.407336 |
| 4 | -0.335924 | -2.8105 | 0.003204 |
| 5 | -0.24176 | -2.0227 | 0.023462 |
| 6 | -0.044248 | -0.3702 | 0.356174 |
| 7 | -0.259082 | -2.1676 | 0.016795 |
| 8 | -0.274671 | -2.2981 | 0.012275 |
| 9 | 0.164882 | 1.3795 | 0.086066 |
| 10 | -0.024286 | -0.2032 | 0.419787 |
| 11 | 0.312131 | 2.6115 | 0.005511 |
| 12 | 0.510282 | 4.2693 | 3e-05 |
| 13 | 0.067924 | 0.5683 | 0.285828 |
| 14 | -0.121478 | -1.0164 | 0.15648 |
| 15 | 0.050706 | 0.4242 | 0.336348 |
| 16 | -0.21982 | -1.8391 | 0.035067 |
| 17 | -0.242359 | -2.0277 | 0.023198 |
| 18 | 0.015742 | 0.1317 | 0.447797 |
| 19 | -0.239473 | -2.0036 | 0.024494 |
| 20 | -0.085625 | -0.7164 | 0.238067 |
| 21 | 0.104982 | 0.8783 | 0.191381 |
| 22 | -0.000106 | -9e-04 | 0.499646 |
| 23 | 0.155182 | 1.2983 | 0.099216 |
| 24 | 0.319802 | 2.6757 | 0.00464 |
| 25 | 0.076674 | 0.6415 | 0.261647 |
| 26 | -0.016389 | -0.1371 | 0.445664 |
| 27 | 0.064322 | 0.5382 | 0.296087 |
| 28 | -0.144128 | -1.2059 | 0.115965 |
| 29 | -0.147346 | -1.2328 | 0.11089 |
| 30 | -0.009518 | -0.0796 | 0.468377 |
| 31 | -0.164531 | -1.3766 | 0.086517 |
| 32 | -0.167279 | -1.3996 | 0.083031 |
| 33 | 0.058218 | 0.4871 | 0.313861 |
| 34 | -0.048603 | -0.4066 | 0.342756 |
| 35 | 0.183631 | 1.5364 | 0.064478 |
| 36 | 0.294219 | 2.4616 | 0.008149 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.092843 | 0.7768 | 0.219952 |
| 2 | -0.047186 | -0.3948 | 0.347102 |
| 3 | 0.036609 | 0.3063 | 0.380144 |
| 4 | -0.348274 | -2.9139 | 0.002395 |
| 5 | -0.192697 | -1.6122 | 0.055708 |
| 6 | -0.057497 | -0.4811 | 0.315988 |
| 7 | -0.297044 | -2.4852 | 0.007669 |
| 8 | -0.471401 | -3.944 | 9.4e-05 |
| 9 | -0.112949 | -0.945 | 0.173956 |
| 10 | -0.368857 | -3.0861 | 0.001452 |
| 11 | -0.022266 | -0.1863 | 0.426377 |
| 12 | 0.137192 | 1.1478 | 0.127473 |
| 13 | 0.006297 | 0.0527 | 0.479066 |
| 14 | -0.281324 | -2.3537 | 0.010699 |
| 15 | 0.049974 | 0.4181 | 0.338573 |
| 16 | -0.01465 | -0.1226 | 0.451399 |
| 17 | -0.108667 | -0.9092 | 0.183189 |
| 18 | -0.050496 | -0.4225 | 0.336986 |
| 19 | 0.047644 | 0.3986 | 0.345695 |
| 20 | 0.0387 | 0.3238 | 0.373531 |
| 21 | -0.077336 | -0.647 | 0.25986 |
| 22 | -0.200174 | -1.6748 | 0.04922 |
| 23 | -0.1764 | -1.4759 | 0.072231 |
| 24 | -0.173407 | -1.4508 | 0.075647 |
| 25 | -0.014951 | -0.1251 | 0.450407 |
| 26 | -0.067033 | -0.5608 | 0.288349 |
| 27 | -0.114708 | -0.9597 | 0.170251 |
| 28 | -0.019766 | -0.1654 | 0.434562 |
| 29 | 0.005104 | 0.0427 | 0.483031 |
| 30 | 0.003573 | 0.0299 | 0.48812 |
| 31 | -0.068466 | -0.5728 | 0.284299 |
| 32 | -0.157803 | -1.3203 | 0.095522 |
| 33 | -0.009197 | -0.0769 | 0.469442 |
| 34 | -0.098485 | -0.824 | 0.206374 |
| 35 | 0.108227 | 0.9055 | 0.184155 |
| 36 | 0.023424 | 0.196 | 0.422598 |
