| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.280645 | -2.1373 | 0.018399 |
| 2 | -0.204032 | -1.5539 | 0.062829 |
| 3 | -0.095968 | -0.7309 | 0.233901 |
| 4 | 0.062097 | 0.4729 | 0.319024 |
| 5 | 0.241129 | 1.8364 | 0.035714 |
| 6 | -0.215323 | -1.6398 | 0.053225 |
| 7 | -0.128226 | -0.9765 | 0.166427 |
| 8 | 0.124194 | 0.9458 | 0.17408 |
| 9 | 0.054032 | 0.4115 | 0.341112 |
| 10 | -0.071774 | -0.5466 | 0.29337 |
| 11 | -0.158065 | -1.2038 | 0.116782 |
| 12 | 0.055645 | 0.4238 | 0.336647 |
| 13 | 0.293548 | 2.2356 | 0.014621 |
| 14 | -0.019355 | -0.1474 | 0.441663 |
| 15 | -0.219355 | -1.6706 | 0.050099 |
| 16 | -0.078226 | -0.5957 | 0.27683 |
| 17 | 0.190323 | 1.4495 | 0.076298 |
| 18 | 0.151613 | 1.1546 | 0.126485 |
| 19 | -0.155645 | -1.1854 | 0.120355 |
| 20 | -0.183871 | -1.4003 | 0.083372 |
| 21 | 0.159677 | 1.2161 | 0.114443 |
| 22 | -0.020968 | -0.1597 | 0.436842 |
| 23 | 0.064516 | 0.4913 | 0.31252 |
| 24 | -0.129032 | -0.9827 | 0.164923 |
| 25 | 0.041129 | 0.3132 | 0.377615 |
| 26 | 0.133065 | 1.0134 | 0.157542 |
| 27 | -0.058871 | -0.4483 | 0.327786 |
| 28 | -0.120161 | -0.9151 | 0.181959 |
| 29 | -0.059677 | -0.4545 | 0.325586 |
| 30 | 0.233065 | 1.775 | 0.040575 |
| 31 | -0.025 | -0.1904 | 0.424832 |
| 32 | -0.085484 | -0.651 | 0.2588 |
| 33 | -0.040323 | -0.3071 | 0.379938 |
| 34 | 0.037097 | 0.2825 | 0.389275 |
| 35 | 0.033065 | 0.2518 | 0.401038 |
| 36 | 0.017742 | 0.1351 | 0.446493 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.280645 | -2.1373 | 0.018399 |
| 2 | -0.306972 | -2.3378 | 0.011434 |
| 3 | -0.307942 | -2.3452 | 0.011229 |
| 4 | -0.204258 | -1.5556 | 0.062624 |
| 5 | 0.118503 | 0.9025 | 0.185264 |
| 6 | -0.13298 | -1.0127 | 0.157693 |
| 7 | -0.199157 | -1.5167 | 0.067383 |
| 8 | -0.041496 | -0.316 | 0.37656 |
| 9 | -0.0617 | -0.4699 | 0.320098 |
| 10 | -0.184819 | -1.4075 | 0.082302 |
| 11 | -0.266461 | -2.0293 | 0.023512 |
| 12 | -0.234872 | -1.7887 | 0.03944 |
| 13 | 0.040576 | 0.309 | 0.379208 |
| 14 | 0.095559 | 0.7278 | 0.234846 |
| 15 | -0.042332 | -0.3224 | 0.374159 |
| 16 | -0.127315 | -0.9696 | 0.168136 |
| 17 | -0.0161 | -0.1226 | 0.451418 |
| 18 | 0.075621 | 0.5759 | 0.28345 |
| 19 | 0.039433 | 0.3003 | 0.382507 |
| 20 | -0.067879 | -0.5169 | 0.303579 |
| 21 | 0.078459 | 0.5975 | 0.27624 |
| 22 | -0.122411 | -0.9323 | 0.177534 |
| 23 | 0.054521 | 0.4152 | 0.339756 |
| 24 | 0.066301 | 0.5049 | 0.307759 |
| 25 | 0.089137 | 0.6788 | 0.249967 |
| 26 | 0.029632 | 0.2257 | 0.411127 |
| 27 | 0.047836 | 0.3643 | 0.358475 |
| 28 | -0.019271 | -0.1468 | 0.441915 |
| 29 | -0.093226 | -0.71 | 0.240277 |
| 30 | 0.0794 | 0.6047 | 0.273871 |
| 31 | -0.099341 | -0.7566 | 0.226189 |
| 32 | -0.046322 | -0.3528 | 0.362766 |
| 33 | 0.092254 | 0.7026 | 0.242563 |
| 34 | 0.04869 | 0.3708 | 0.356065 |
| 35 | -0.119126 | -0.9072 | 0.184018 |
| 36 | 0.008002 | 0.0609 | 0.475809 |
