| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.100558 | 0.7724 | 0.22148 |
| 2 | 0.355411 | 2.73 | 0.004169 |
| 3 | -0.088951 | -0.6832 | 0.248562 |
| 4 | 0.105314 | 0.8089 | 0.210902 |
| 5 | 0.088095 | 0.6767 | 0.250629 |
| 6 | -0.032214 | -0.2474 | 0.402713 |
| 7 | -0.107095 | -0.8226 | 0.207021 |
| 8 | -0.145083 | -1.1144 | 0.134812 |
| 9 | -0.089086 | -0.6843 | 0.248237 |
| 10 | -0.086585 | -0.6651 | 0.254299 |
| 11 | 0.002466 | 0.0189 | 0.492477 |
| 12 | -0.18805 | -1.4444 | 0.076953 |
| 13 | 0.035226 | 0.2706 | 0.393832 |
| 14 | -0.062259 | -0.4782 | 0.31713 |
| 15 | 0.035989 | 0.2764 | 0.391591 |
| 16 | 0.069862 | 0.5366 | 0.296774 |
| 17 | -0.018056 | -0.1387 | 0.445084 |
| 18 | 0.006213 | 0.0477 | 0.481049 |
| 19 | -0.051414 | -0.3949 | 0.347164 |
| 20 | -0.067394 | -0.5177 | 0.303315 |
| 21 | 0.129732 | 0.9965 | 0.16154 |
| 22 | -0.150805 | -1.1584 | 0.125693 |
| 23 | 0.119688 | 0.9193 | 0.180831 |
| 24 | -0.113981 | -0.8755 | 0.192426 |
| 25 | 0.13362 | 1.0264 | 0.154457 |
| 26 | 0.04709 | 0.3617 | 0.359433 |
| 27 | 0.015887 | 0.122 | 0.451644 |
| 28 | -0.052809 | -0.4056 | 0.34324 |
| 29 | -0.010984 | -0.0844 | 0.466523 |
| 30 | -0.028496 | -0.2189 | 0.413749 |
| 31 | -0.001509 | -0.0116 | 0.495396 |
| 32 | -0.04053 | -0.3113 | 0.378329 |
| 33 | -0.132718 | -1.0194 | 0.156082 |
| 34 | -0.069661 | -0.5351 | 0.297305 |
| 35 | -0.236968 | -1.8202 | 0.036902 |
| 36 | -0.14324 | -1.1002 | 0.137847 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.100558 | 0.7724 | 0.22148 |
| 2 | 0.348826 | 2.6794 | 0.004772 |
| 3 | -0.169421 | -1.3013 | 0.099099 |
| 4 | 0.006528 | 0.0501 | 0.480089 |
| 5 | 0.197184 | 1.5146 | 0.067606 |
| 6 | -0.146769 | -1.1274 | 0.132078 |
| 7 | -0.208569 | -1.602 | 0.057243 |
| 8 | -0.005655 | -0.0434 | 0.482751 |
| 9 | 0.00177 | 0.0136 | 0.4946 |
| 10 | -0.095949 | -0.737 | 0.232022 |
| 11 | 0.079711 | 0.6123 | 0.271355 |
| 12 | -0.140867 | -1.082 | 0.141824 |
| 13 | 0.04427 | 0.34 | 0.367514 |
| 14 | 0.083956 | 0.6449 | 0.260754 |
| 15 | -0.107256 | -0.8239 | 0.206671 |
| 16 | 0.092109 | 0.7075 | 0.241019 |
| 17 | 0.024682 | 0.1896 | 0.425144 |
| 18 | -0.155178 | -1.1919 | 0.119028 |
| 19 | -0.023936 | -0.1839 | 0.427379 |
| 20 | -0.042984 | -0.3302 | 0.371222 |
| 21 | 0.15699 | 1.2059 | 0.116341 |
| 22 | -0.196306 | -1.5079 | 0.068464 |
| 23 | 0.110589 | 0.8494 | 0.199533 |
| 24 | 0.043296 | 0.3326 | 0.370322 |
| 25 | 0.030875 | 0.2372 | 0.40668 |
| 26 | 0.063489 | 0.4877 | 0.313797 |
| 27 | -0.120479 | -0.9254 | 0.179259 |
| 28 | -0.059754 | -0.459 | 0.323967 |
| 29 | 0.074246 | 0.5703 | 0.285322 |
| 30 | -0.086858 | -0.6672 | 0.253632 |
| 31 | -0.070144 | -0.5388 | 0.29603 |
| 32 | 0.037488 | 0.288 | 0.387197 |
| 33 | -0.020993 | -0.1613 | 0.436223 |
| 34 | -0.202077 | -1.5522 | 0.062984 |
| 35 | -0.099229 | -0.7622 | 0.224491 |
| 36 | -0.123451 | -0.9482 | 0.173437 |
