| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.010074 | -0.0691 | 0.472615 |
| 2 | 0.123578 | 0.8472 | 0.200586 |
| 3 | 0.196063 | 1.3441 | 0.092678 |
| 4 | 0.100769 | 0.6908 | 0.246532 |
| 5 | 0.0125 | 0.0857 | 0.466038 |
| 6 | 0.126434 | 0.8668 | 0.195232 |
| 7 | -0.019295 | -0.1323 | 0.447665 |
| 8 | 0.112844 | 0.7736 | 0.221516 |
| 9 | -0.059389 | -0.4072 | 0.342872 |
| 10 | -0.07749 | -0.5312 | 0.298875 |
| 11 | 0.292056 | 2.0022 | 0.025524 |
| 12 | -0.105036 | -0.7201 | 0.237517 |
| 13 | -0.069548 | -0.4768 | 0.317858 |
| 14 | 0.095156 | 0.6524 | 0.258674 |
| 15 | -0.094918 | -0.6507 | 0.259196 |
| 16 | -0.059983 | -0.4112 | 0.341388 |
| 17 | -0.007779 | -0.0533 | 0.478849 |
| 18 | -0.106831 | -0.7324 | 0.233782 |
| 19 | -0.014859 | -0.1019 | 0.459647 |
| 20 | -0.026945 | -0.1847 | 0.427121 |
| 21 | -0.09381 | -0.6431 | 0.261633 |
| 22 | 0.013589 | 0.0932 | 0.463085 |
| 23 | -0.009848 | -0.0675 | 0.473229 |
| 24 | -0.151379 | -1.0378 | 0.152336 |
| 25 | -0.079021 | -0.5417 | 0.295278 |
| 26 | -0.169717 | -1.1635 | 0.125245 |
| 27 | -0.065085 | -0.4462 | 0.328751 |
| 28 | -0.098249 | -0.6736 | 0.251944 |
| 29 | 0.013188 | 0.0904 | 0.464173 |
| 30 | -0.024425 | -0.1674 | 0.433868 |
| 31 | 0.068015 | 0.4663 | 0.321582 |
| 32 | -0.097396 | -0.6677 | 0.25379 |
| 33 | 0.013526 | 0.0927 | 0.463257 |
| 34 | -0.035779 | -0.2453 | 0.403651 |
| 35 | 0.012115 | 0.0831 | 0.46708 |
| 36 | -0.032739 | -0.2244 | 0.41169 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.010074 | -0.0691 | 0.472615 |
| 2 | 0.123489 | 0.8466 | 0.200755 |
| 3 | 0.201491 | 1.3814 | 0.086851 |
| 4 | 0.09943 | 0.6817 | 0.249401 |
| 5 | -0.030487 | -0.209 | 0.417673 |
| 6 | 0.066179 | 0.4537 | 0.326067 |
| 7 | -0.051327 | -0.3519 | 0.36325 |
| 8 | 0.087459 | 0.5996 | 0.275829 |
| 9 | -0.086046 | -0.5899 | 0.27904 |
| 10 | -0.118808 | -0.8145 | 0.209731 |
| 11 | 0.299992 | 2.0566 | 0.022648 |
| 12 | -0.083722 | -0.574 | 0.284363 |
| 13 | -0.099264 | -0.6805 | 0.249758 |
| 14 | 0.015443 | 0.1059 | 0.458067 |
| 15 | -0.098461 | -0.675 | 0.251487 |
| 16 | -0.006547 | -0.0449 | 0.482194 |
| 17 | -0.054217 | -0.3717 | 0.355895 |
| 18 | -0.050569 | -0.3467 | 0.365188 |
| 19 | -0.018808 | -0.1289 | 0.448977 |
| 20 | 0.051762 | 0.3549 | 0.362139 |
| 21 | 0.007791 | 0.0534 | 0.478815 |
| 22 | -0.11176 | -0.7662 | 0.223698 |
| 23 | 0.087282 | 0.5984 | 0.276232 |
| 24 | -0.104262 | -0.7148 | 0.239139 |
| 25 | -0.169447 | -1.1617 | 0.125618 |
| 26 | -0.108419 | -0.7433 | 0.230506 |
| 27 | -0.008069 | -0.0553 | 0.478059 |
| 28 | -0.019633 | -0.1346 | 0.446753 |
| 29 | 0.152948 | 1.0486 | 0.149871 |
| 30 | 0.056046 | 0.3842 | 0.35127 |
| 31 | 0.060842 | 0.4171 | 0.339248 |
| 32 | -0.048145 | -0.3301 | 0.371409 |
| 33 | -0.048701 | -0.3339 | 0.369978 |
| 34 | -0.148862 | -1.0205 | 0.156346 |
| 35 | 0.03972 | 0.2723 | 0.39329 |
| 36 | 0.051509 | 0.3531 | 0.362787 |
