| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.015795 | -0.1203 | 0.452335 |
| 2 | -0.281923 | -2.1471 | 0.017991 |
| 3 | -0.314132 | -2.3924 | 0.010001 |
| 4 | -0.258313 | -1.9673 | 0.026971 |
| 5 | 0.074875 | 0.5702 | 0.285361 |
| 6 | 0.436018 | 3.3206 | 0.000779 |
| 7 | 0.200093 | 1.5239 | 0.066489 |
| 8 | -0.125775 | -0.9579 | 0.171051 |
| 9 | -0.168149 | -1.2806 | 0.102719 |
| 10 | -0.272845 | -2.0779 | 0.021076 |
| 11 | -0.05772 | -0.4396 | 0.330936 |
| 12 | 0.507596 | 3.8657 | 0.000141 |
| 13 | -0.088352 | -0.6729 | 0.251852 |
| 14 | -0.102397 | -0.7798 | 0.219331 |
| 15 | -0.000419 | -0.0032 | 0.498731 |
| 16 | -0.089327 | -0.6803 | 0.249512 |
| 17 | -0.015553 | -0.1185 | 0.45306 |
| 18 | 0.132874 | 1.0119 | 0.157885 |
| 19 | 0.00464 | 0.0353 | 0.485966 |
| 20 | -0.067687 | -0.5155 | 0.304085 |
| 21 | 0.028625 | 0.218 | 0.414098 |
| 22 | -0.100401 | -0.7646 | 0.223795 |
| 23 | -0.008672 | -0.066 | 0.473784 |
| 24 | 0.299645 | 2.282 | 0.013087 |
| 25 | -0.179989 | -1.3708 | 0.087867 |
| 26 | -0.086093 | -0.6557 | 0.257315 |
| 27 | 0.0208 | 0.1584 | 0.437344 |
| 28 | -0.033822 | -0.2576 | 0.398821 |
| 29 | 0.028829 | 0.2196 | 0.413496 |
| 30 | 0.127723 | 0.9727 | 0.167369 |
| 31 | 0.027192 | 0.2071 | 0.418332 |
| 32 | -0.111165 | -0.8466 | 0.200346 |
| 33 | -0.111504 | -0.8492 | 0.199633 |
| 34 | -0.030565 | -0.2328 | 0.408376 |
| 35 | 0.071162 | 0.542 | 0.294963 |
| 36 | 0.272831 | 2.0778 | 0.021081 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.015795 | -0.1203 | 0.452335 |
| 2 | -0.282243 | -2.1495 | 0.017889 |
| 3 | -0.352457 | -2.6842 | 0.00473 |
| 4 | -0.475392 | -3.6205 | 0.000309 |
| 5 | -0.411056 | -3.1305 | 0.001366 |
| 6 | -0.075499 | -0.575 | 0.283763 |
| 7 | -0.035657 | -0.2716 | 0.393463 |
| 8 | -0.064263 | -0.4894 | 0.313199 |
| 9 | 0.104694 | 0.7973 | 0.214257 |
| 10 | -0.018235 | -0.1389 | 0.445016 |
| 11 | -0.086146 | -0.6561 | 0.257188 |
| 12 | 0.448611 | 3.4165 | 0.000582 |
| 13 | -0.208631 | -1.5889 | 0.058762 |
| 14 | -0.165754 | -1.2623 | 0.105938 |
| 15 | 0.035639 | 0.2714 | 0.393517 |
| 16 | 0.00838 | 0.0638 | 0.474666 |
| 17 | -0.021206 | -0.1615 | 0.436131 |
| 18 | -0.123921 | -0.9438 | 0.174606 |
| 19 | -0.055774 | -0.4248 | 0.336291 |
| 20 | 0.048492 | 0.3693 | 0.356622 |
| 21 | -0.012448 | -0.0948 | 0.462401 |
| 22 | -0.095677 | -0.7287 | 0.234571 |
| 23 | -0.103148 | -0.7855 | 0.217665 |
| 24 | 0.128039 | 0.9751 | 0.166776 |
| 25 | 0.043576 | 0.3319 | 0.370593 |
| 26 | 0.02247 | 0.1711 | 0.43236 |
| 27 | -0.064365 | -0.4902 | 0.312924 |
| 28 | -0.024512 | -0.1867 | 0.426282 |
| 29 | 0.02762 | 0.2103 | 0.417068 |
| 30 | -0.0372 | -0.2833 | 0.388974 |
| 31 | 0.018578 | 0.1415 | 0.443988 |
| 32 | -0.065722 | -0.5005 | 0.3093 |
| 33 | -0.260397 | -1.9831 | 0.026048 |
| 34 | 0.056167 | 0.4278 | 0.335207 |
| 35 | -0.010842 | -0.0826 | 0.467238 |
| 36 | -0.037826 | -0.2881 | 0.38716 |
