| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.04893 | -0.3758 | 0.354194 |
| 2 | -0.113894 | -0.8748 | 0.192606 |
| 3 | -0.324267 | -2.4907 | 0.007791 |
| 4 | -0.297331 | -2.2838 | 0.012998 |
| 5 | -0.054067 | -0.4153 | 0.339716 |
| 6 | 0.281006 | 2.1584 | 0.017486 |
| 7 | 0.064402 | 0.4947 | 0.311332 |
| 8 | 0.248659 | 1.91 | 0.0305 |
| 9 | -0.048575 | -0.3731 | 0.3552 |
| 10 | -0.178227 | -1.369 | 0.088096 |
| 11 | -0.145885 | -1.1206 | 0.133507 |
| 12 | 0.059355 | 0.4559 | 0.325064 |
| 13 | -0.146346 | -1.1241 | 0.132761 |
| 14 | 0.199722 | 1.5341 | 0.065176 |
| 15 | 0.167651 | 1.2878 | 0.10143 |
| 16 | -0.03246 | -0.2493 | 0.401985 |
| 17 | -0.032279 | -0.2479 | 0.402522 |
| 18 | -0.15121 | -1.1615 | 0.125065 |
| 19 | -0.151303 | -1.1622 | 0.124921 |
| 20 | 0.151334 | 1.1624 | 0.124873 |
| 21 | 0.091593 | 0.7035 | 0.242244 |
| 22 | 0.048161 | 0.3699 | 0.35638 |
| 23 | 0.059521 | 0.4572 | 0.324607 |
| 24 | -0.210593 | -1.6176 | 0.055543 |
| 25 | -0.048417 | -0.3719 | 0.35565 |
| 26 | 0.130068 | 0.9991 | 0.160921 |
| 27 | 0.075641 | 0.581 | 0.281724 |
| 28 | -0.03816 | -0.2931 | 0.385233 |
| 29 | 0.005269 | 0.0405 | 0.483926 |
| 30 | -0.248626 | -1.9097 | 0.030516 |
| 31 | 0.124562 | 0.9568 | 0.171291 |
| 32 | 0.037792 | 0.2903 | 0.386309 |
| 33 | 0.064453 | 0.4951 | 0.311194 |
| 34 | 0.069949 | 0.5373 | 0.296544 |
| 35 | 0.015888 | 0.122 | 0.45164 |
| 36 | -0.221789 | -1.7036 | 0.046859 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.04893 | -0.3758 | 0.354194 |
| 2 | -0.116567 | -0.8954 | 0.187115 |
| 3 | -0.341642 | -2.6242 | 0.00552 |
| 4 | -0.414268 | -3.182 | 0.001167 |
| 5 | -0.347055 | -2.6658 | 0.004947 |
| 6 | -0.085538 | -0.657 | 0.256858 |
| 7 | -0.321185 | -2.4671 | 0.008272 |
| 8 | -0.044694 | -0.3433 | 0.366295 |
| 9 | -0.04925 | -0.3783 | 0.353283 |
| 10 | -0.108653 | -0.8346 | 0.20366 |
| 11 | -0.097687 | -0.7504 | 0.228013 |
| 12 | 0.115539 | 0.8875 | 0.189214 |
| 13 | -0.219967 | -1.6896 | 0.048191 |
| 14 | -0.091898 | -0.7059 | 0.241519 |
| 15 | 0.158138 | 1.2147 | 0.114663 |
| 16 | -0.048795 | -0.3748 | 0.354577 |
| 17 | -0.028596 | -0.2196 | 0.413452 |
| 18 | -0.036504 | -0.2804 | 0.390077 |
| 19 | -0.051729 | -0.3973 | 0.346275 |
| 20 | -0.029926 | -0.2299 | 0.409497 |
| 21 | 0.057067 | 0.4383 | 0.33137 |
| 22 | -0.011398 | -0.0875 | 0.465266 |
| 23 | -0.015778 | -0.1212 | 0.451974 |
| 24 | -0.181483 | -1.394 | 0.084274 |
| 25 | 0.000634 | 0.0049 | 0.498066 |
| 26 | 0.104498 | 0.8027 | 0.212696 |
| 27 | 0.11776 | 0.9045 | 0.184696 |
| 28 | 0.005561 | 0.0427 | 0.483038 |
| 29 | 0.050339 | 0.3867 | 0.350199 |
| 30 | -0.192409 | -1.4779 | 0.072374 |
| 31 | 0.047859 | 0.3676 | 0.357238 |
| 32 | -0.064979 | -0.4991 | 0.309778 |
| 33 | -0.085383 | -0.6558 | 0.257239 |
| 34 | -0.029149 | -0.2239 | 0.411805 |
| 35 | -0.009313 | -0.0715 | 0.471606 |
| 36 | -0.140193 | -1.0768 | 0.142966 |
