| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.248033 | -1.889 | 0.03195 |
| 2 | -0.345733 | -2.633 | 0.005415 |
| 3 | -0.046834 | -0.3567 | 0.361314 |
| 4 | 0.266849 | 2.0323 | 0.023358 |
| 5 | -0.077447 | -0.5898 | 0.278802 |
| 6 | -0.147386 | -1.1225 | 0.133146 |
| 7 | 0.11578 | 0.8818 | 0.190776 |
| 8 | 0.036584 | 0.2786 | 0.390764 |
| 9 | -0.016145 | -0.123 | 0.451283 |
| 10 | -0.180473 | -1.3744 | 0.087296 |
| 11 | 0.281851 | 2.1465 | 0.018013 |
| 12 | -0.056433 | -0.4298 | 0.334475 |
| 13 | -0.085816 | -0.6536 | 0.25799 |
| 14 | -0.059273 | -0.4514 | 0.326688 |
| 15 | 0.095315 | 0.7259 | 0.235411 |
| 16 | 0.081373 | 0.6197 | 0.268935 |
| 17 | -0.110905 | -0.8446 | 0.200894 |
| 18 | -0.039457 | -0.3005 | 0.382438 |
| 19 | 0.034047 | 0.2593 | 0.398164 |
| 20 | 0.032586 | 0.2482 | 0.40244 |
| 21 | -0.012068 | -0.0919 | 0.463543 |
| 22 | 0.032292 | 0.2459 | 0.403304 |
| 23 | 0.03433 | 0.2614 | 0.397336 |
| 24 | -0.160004 | -1.2186 | 0.113974 |
| 25 | 0.130533 | 0.9941 | 0.162149 |
| 26 | -0.078477 | -0.5977 | 0.276197 |
| 27 | -0.006744 | -0.0514 | 0.479608 |
| 28 | 0.018911 | 0.144 | 0.442992 |
| 29 | 0.110298 | 0.84 | 0.202178 |
| 30 | -0.085283 | -0.6495 | 0.259291 |
| 31 | -0.018225 | -0.1388 | 0.445047 |
| 32 | -0.00365 | -0.0278 | 0.488959 |
| 33 | -0.035965 | -0.2739 | 0.392566 |
| 34 | 0.104333 | 0.7946 | 0.21505 |
| 35 | -0.086643 | -0.6599 | 0.25598 |
| 36 | 0.1102 | 0.8393 | 0.202385 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.248033 | -1.889 | 0.03195 |
| 2 | -0.43395 | -3.3049 | 0.000816 |
| 3 | -0.364204 | -2.7737 | 0.003721 |
| 4 | -0.064113 | -0.4883 | 0.313599 |
| 5 | -0.175413 | -1.3359 | 0.093399 |
| 6 | -0.208587 | -1.5886 | 0.058799 |
| 7 | -0.047034 | -0.3582 | 0.360746 |
| 8 | -0.114142 | -0.8693 | 0.194139 |
| 9 | -0.018628 | -0.1419 | 0.443837 |
| 10 | -0.229275 | -1.7461 | 0.043043 |
| 11 | 0.144742 | 1.1023 | 0.137438 |
| 12 | -0.011328 | -0.0863 | 0.465774 |
| 13 | 0.053659 | 0.4087 | 0.342148 |
| 14 | 0.029542 | 0.225 | 0.41139 |
| 15 | -0.021532 | -0.164 | 0.435157 |
| 16 | 0.131111 | 0.9985 | 0.161089 |
| 17 | 0.055245 | 0.4207 | 0.337753 |
| 18 | 0.001686 | 0.0128 | 0.494898 |
| 19 | 0.021337 | 0.1625 | 0.43574 |
| 20 | -0.100146 | -0.7627 | 0.224369 |
| 21 | 0.062171 | 0.4735 | 0.318824 |
| 22 | -0.011131 | -0.0848 | 0.466368 |
| 23 | 0.116925 | 0.8905 | 0.188444 |
| 24 | -0.137516 | -1.0473 | 0.149655 |
| 25 | 0.13269 | 1.0105 | 0.158218 |
| 26 | -0.140844 | -1.0726 | 0.143939 |
| 27 | -0.144795 | -1.1027 | 0.137351 |
| 28 | -0.070108 | -0.5339 | 0.297717 |
| 29 | 0.011541 | 0.0879 | 0.465132 |
| 30 | -0.055508 | -0.4227 | 0.337027 |
| 31 | 0.08515 | 0.6485 | 0.259615 |
| 32 | -0.12322 | -0.9384 | 0.17596 |
| 33 | -0.087287 | -0.6648 | 0.254419 |
| 34 | -0.041232 | -0.314 | 0.377318 |
| 35 | 0.000481 | 0.0037 | 0.498546 |
| 36 | 0.057473 | 0.4377 | 0.331616 |
