| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.226212 | -1.7376 | 0.043752 |
| 2 | 0.126666 | 0.9729 | 0.167277 |
| 3 | -0.072595 | -0.5576 | 0.289609 |
| 4 | -0.105093 | -0.8072 | 0.211386 |
| 5 | -0.263081 | -2.0208 | 0.023925 |
| 6 | 0.126064 | 0.9683 | 0.16842 |
| 7 | -0.073087 | -0.5614 | 0.288328 |
| 8 | 0.13128 | 1.0084 | 0.158694 |
| 9 | -0.02755 | -0.2116 | 0.416567 |
| 10 | -0.064134 | -0.4926 | 0.312054 |
| 11 | -0.08106 | -0.6226 | 0.267963 |
| 12 | -0.06666 | -0.512 | 0.305272 |
| 13 | 0.144402 | 1.1092 | 0.135929 |
| 14 | -0.100127 | -0.7691 | 0.222455 |
| 15 | 0.197696 | 1.5185 | 0.06711 |
| 16 | -0.08038 | -0.6174 | 0.26967 |
| 17 | 0.026732 | 0.2053 | 0.419011 |
| 18 | -0.144539 | -1.1102 | 0.135703 |
| 19 | 0.161963 | 1.2441 | 0.109199 |
| 20 | -0.188932 | -1.4512 | 0.076008 |
| 21 | 0.17002 | 1.306 | 0.098319 |
| 22 | -0.129203 | -0.9924 | 0.162521 |
| 23 | 0.174046 | 1.3369 | 0.093199 |
| 24 | -0.086856 | -0.6672 | 0.253638 |
| 25 | -0.069292 | -0.5322 | 0.298278 |
| 26 | 0.083453 | 0.641 | 0.261998 |
| 27 | -0.05494 | -0.422 | 0.337278 |
| 28 | -0.127347 | -0.9782 | 0.165992 |
| 29 | 0.13607 | 1.0452 | 0.150104 |
| 30 | -0.00957 | -0.0735 | 0.470826 |
| 31 | -0.04227 | -0.3247 | 0.373286 |
| 32 | 0.073579 | 0.5652 | 0.287051 |
| 33 | -0.025564 | -0.1964 | 0.4225 |
| 34 | -0.014652 | -0.1125 | 0.455387 |
| 35 | -0.067544 | -0.5188 | 0.302914 |
| 36 | 0.053149 | 0.4082 | 0.342285 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.226212 | -1.7376 | 0.043752 |
| 2 | 0.079566 | 0.6112 | 0.271722 |
| 3 | -0.029934 | -0.2299 | 0.40947 |
| 4 | -0.144479 | -1.1098 | 0.135801 |
| 5 | -0.329822 | -2.5334 | 0.006987 |
| 6 | 0.018418 | 0.1415 | 0.44399 |
| 7 | 0.003677 | 0.0282 | 0.488782 |
| 8 | 0.058734 | 0.4511 | 0.32677 |
| 9 | -0.077154 | -0.5926 | 0.277846 |
| 10 | -0.197333 | -1.5157 | 0.067462 |
| 11 | -0.116078 | -0.8916 | 0.188111 |
| 12 | -0.101503 | -0.7797 | 0.219354 |
| 13 | 0.195568 | 1.5022 | 0.069191 |
| 14 | -0.118163 | -0.9076 | 0.183884 |
| 15 | 0.021091 | 0.162 | 0.435927 |
| 16 | -0.115868 | -0.89 | 0.188541 |
| 17 | -0.016589 | -0.1274 | 0.44952 |
| 18 | -0.053029 | -0.4073 | 0.342621 |
| 19 | 0.120828 | 0.9281 | 0.178569 |
| 20 | -0.078549 | -0.6033 | 0.274296 |
| 21 | -0.054045 | -0.4151 | 0.339779 |
| 22 | -0.130942 | -1.0058 | 0.159313 |
| 23 | 0.125052 | 0.9605 | 0.170352 |
| 24 | 0.104935 | 0.806 | 0.211733 |
| 25 | -0.192236 | -1.4766 | 0.072552 |
| 26 | 0.053606 | 0.4118 | 0.341005 |
| 27 | -0.086362 | -0.6634 | 0.254842 |
| 28 | -0.144154 | -1.1073 | 0.136336 |
| 29 | 0.085271 | 0.655 | 0.257512 |
| 30 | 0.055653 | 0.4275 | 0.335292 |
| 31 | -0.042327 | -0.3251 | 0.37312 |
| 32 | -0.17818 | -1.3686 | 0.088152 |
| 33 | 0.065336 | 0.5019 | 0.308818 |
| 34 | -0.031952 | -0.2454 | 0.403488 |
| 35 | -0.028634 | -0.2199 | 0.413337 |
| 36 | -0.060078 | -0.4615 | 0.32308 |
