| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.019685 | -0.1364 | 0.446044 |
| 2 | -0.229089 | -1.5872 | 0.05952 |
| 3 | -0.011773 | -0.0816 | 0.467666 |
| 4 | 0.015239 | 0.1056 | 0.458179 |
| 5 | 0.352374 | 2.4413 | 0.009186 |
| 6 | 0.072779 | 0.5042 | 0.308204 |
| 7 | -0.288169 | -1.9965 | 0.025784 |
| 8 | 0.132011 | 0.9146 | 0.182488 |
| 9 | 0.060736 | 0.4208 | 0.337894 |
| 10 | 0.141885 | 0.983 | 0.165267 |
| 11 | 0.218253 | 1.5121 | 0.068532 |
| 12 | -0.457486 | -3.1696 | 0.001329 |
| 13 | -0.103552 | -0.7174 | 0.238293 |
| 14 | 0.288871 | 2.0014 | 0.025512 |
| 15 | 0.011418 | 0.0791 | 0.468639 |
| 16 | 0.01649 | 0.1142 | 0.45476 |
| 17 | -0.148629 | -1.0297 | 0.154148 |
| 18 | -0.096409 | -0.6679 | 0.253685 |
| 19 | 0.158291 | 1.0967 | 0.139128 |
| 20 | -0.128677 | -0.8915 | 0.188554 |
| 21 | -0.122184 | -0.8465 | 0.200732 |
| 22 | -0.032986 | -0.2285 | 0.410102 |
| 23 | -0.199142 | -1.3797 | 0.087037 |
| 24 | 0.059504 | 0.4123 | 0.340994 |
| 25 | 0.119548 | 0.8283 | 0.205813 |
| 26 | -0.170532 | -1.1815 | 0.121617 |
| 27 | -0.051029 | -0.3535 | 0.362617 |
| 28 | -0.029384 | -0.2036 | 0.419773 |
| 29 | -0.048483 | -0.3359 | 0.369206 |
| 30 | 0.071471 | 0.4952 | 0.311371 |
| 31 | -0.13119 | -0.9089 | 0.183969 |
| 32 | -0.016535 | -0.1146 | 0.454636 |
| 33 | 0.056722 | 0.393 | 0.348036 |
| 34 | -0.068668 | -0.4757 | 0.318207 |
| 35 | 0.066709 | 0.4622 | 0.323023 |
| 36 | -0.009572 | -0.0663 | 0.473702 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.019685 | -0.1364 | 0.446044 |
| 2 | -0.229565 | -1.5905 | 0.059147 |
| 3 | -0.023061 | -0.1598 | 0.436867 |
| 4 | -0.040448 | -0.2802 | 0.390252 |
| 5 | 0.363714 | 2.5199 | 0.00756 |
| 6 | 0.101235 | 0.7014 | 0.243227 |
| 7 | -0.147118 | -1.0193 | 0.156594 |
| 8 | 0.172094 | 1.1923 | 0.119502 |
| 9 | -0.032743 | -0.2269 | 0.41075 |
| 10 | 0.116043 | 0.804 | 0.212689 |
| 11 | 0.216479 | 1.4998 | 0.070106 |
| 12 | -0.379231 | -2.6274 | 0.005759 |
| 13 | -0.124518 | -0.8627 | 0.196299 |
| 14 | 0.115403 | 0.7995 | 0.213959 |
| 15 | -0.08429 | -0.584 | 0.280985 |
| 16 | -0.059894 | -0.415 | 0.340012 |
| 17 | 0.12604 | 0.8732 | 0.193442 |
| 18 | 0.021524 | 0.1491 | 0.441041 |
| 19 | -0.21893 | -1.5168 | 0.067939 |
| 20 | -0.082919 | -0.5745 | 0.284163 |
| 21 | -0.04983 | -0.3452 | 0.365714 |
| 22 | -0.169406 | -1.1737 | 0.123157 |
| 23 | -0.040668 | -0.2818 | 0.389671 |
| 24 | -0.092263 | -0.6392 | 0.26286 |
| 25 | -0.023936 | -0.1658 | 0.434493 |
| 26 | 0.045872 | 0.3178 | 0.376005 |
| 27 | 0.058813 | 0.4075 | 0.342739 |
| 28 | 0.032411 | 0.2245 | 0.411642 |
| 29 | -0.027596 | -0.1912 | 0.424591 |
| 30 | 0.10161 | 0.704 | 0.242425 |
| 31 | -0.066417 | -0.4602 | 0.323743 |
| 32 | -0.044245 | -0.3065 | 0.380261 |
| 33 | -0.002135 | -0.0148 | 0.494131 |
| 34 | -0.007498 | -0.0519 | 0.479392 |
| 35 | 0.000277 | 0.0019 | 0.499238 |
| 36 | -0.071993 | -0.4988 | 0.310106 |
