| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.212131 | 1.4387 | 0.078497 |
| 2 | -0.221712 | -1.5037 | 0.069744 |
| 3 | -0.429031 | -2.9098 | 0.002778 |
| 4 | -0.421988 | -2.8621 | 0.003158 |
| 5 | -0.044347 | -0.3008 | 0.382469 |
| 6 | 0.179692 | 1.2187 | 0.114579 |
| 7 | 0.356958 | 2.421 | 0.009741 |
| 8 | 0.245367 | 1.6642 | 0.05144 |
| 9 | -0.111752 | -0.7579 | 0.226177 |
| 10 | -0.116719 | -0.7916 | 0.216321 |
| 11 | -0.112261 | -0.7614 | 0.225155 |
| 12 | -0.235507 | -1.5973 | 0.058525 |
| 13 | -0.030066 | -0.2039 | 0.41966 |
| 14 | 0.179988 | 1.2207 | 0.114203 |
| 15 | 0.196254 | 1.3311 | 0.094865 |
| 16 | 0.009307 | 0.0631 | 0.474971 |
| 17 | -0.070307 | -0.4768 | 0.317865 |
| 18 | -0.049024 | -0.3325 | 0.370512 |
| 19 | -0.121239 | -0.8223 | 0.207579 |
| 20 | 0.016245 | 0.1102 | 0.456373 |
| 21 | 0.200605 | 1.3606 | 0.09014 |
| 22 | 0.04447 | 0.3016 | 0.382155 |
| 23 | -0.069959 | -0.4745 | 0.3187 |
| 24 | -0.186719 | -1.2664 | 0.105875 |
| 25 | -0.030484 | -0.2068 | 0.418557 |
| 26 | 0.114247 | 0.7749 | 0.221194 |
| 27 | 0.097877 | 0.6638 | 0.255054 |
| 28 | 0.048973 | 0.3322 | 0.370641 |
| 29 | -0.036975 | -0.2508 | 0.401551 |
| 30 | -0.191185 | -1.2967 | 0.100604 |
| 31 | -0.007484 | -0.0508 | 0.47987 |
| 32 | 0.0251 | 0.1702 | 0.432785 |
| 33 | 0.062651 | 0.4249 | 0.336439 |
| 34 | 0.05596 | 0.3795 | 0.353017 |
| 35 | -0.006677 | -0.0453 | 0.482037 |
| 36 | 0.035079 | 0.2379 | 0.4065 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.212131 | 1.4387 | 0.078497 |
| 2 | -0.279279 | -1.8942 | 0.032251 |
| 3 | -0.351636 | -2.3849 | 0.01063 |
| 4 | -0.406747 | -2.7587 | 0.00415 |
| 5 | -0.184249 | -1.2496 | 0.108877 |
| 6 | -0.231873 | -1.5726 | 0.061328 |
| 7 | -0.022306 | -0.1513 | 0.440205 |
| 8 | -0.007924 | -0.0537 | 0.478687 |
| 9 | -0.138965 | -0.9425 | 0.175429 |
| 10 | 0.140682 | 0.9541 | 0.172498 |
| 11 | 0.165576 | 1.123 | 0.133634 |
| 12 | -0.180102 | -1.2215 | 0.114058 |
| 13 | -0.041252 | -0.2798 | 0.390449 |
| 14 | 0.109557 | 0.7431 | 0.230614 |
| 15 | -0.021401 | -0.1452 | 0.442613 |
| 16 | -0.205106 | -1.3911 | 0.085445 |
| 17 | -0.032901 | -0.2231 | 0.412205 |
| 18 | -0.005792 | -0.0393 | 0.484416 |
| 19 | -0.123225 | -0.8357 | 0.203808 |
| 20 | 0.090117 | 0.6112 | 0.272037 |
| 21 | 0.21837 | 1.4811 | 0.072704 |
| 22 | -0.023463 | -0.1591 | 0.43713 |
| 23 | 0.112228 | 0.7612 | 0.22522 |
| 24 | -0.040217 | -0.2728 | 0.393128 |
| 25 | -0.035708 | -0.2422 | 0.404856 |
| 26 | 0.096606 | 0.6552 | 0.257798 |
| 27 | 0.080215 | 0.544 | 0.29452 |
| 28 | -0.244832 | -1.6605 | 0.051805 |
| 29 | -0.042308 | -0.2869 | 0.387722 |
| 30 | -0.038263 | -0.2595 | 0.398198 |
| 31 | -0.005181 | -0.0351 | 0.486059 |
| 32 | -0.144162 | -0.9778 | 0.166656 |
| 33 | 0.070172 | 0.4759 | 0.318188 |
| 34 | -0.027831 | -0.1888 | 0.425556 |
| 35 | -0.028768 | -0.1951 | 0.423083 |
| 36 | 0.064105 | 0.4348 | 0.332876 |
