| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.0278 | -0.1906 | 0.424836 |
| 2 | 0.409869 | 2.8099 | 0.0036 |
| 3 | -0.116406 | -0.798 | 0.214432 |
| 4 | 0.133345 | 0.9142 | 0.182647 |
| 5 | 0.06213 | 0.4259 | 0.336048 |
| 6 | -0.026953 | -0.1848 | 0.427099 |
| 7 | -0.099685 | -0.6834 | 0.248853 |
| 8 | -0.11058 | -0.7581 | 0.226088 |
| 9 | -0.062863 | -0.431 | 0.334233 |
| 10 | -0.075163 | -0.5153 | 0.304383 |
| 11 | 0.021782 | 0.1493 | 0.440967 |
| 12 | -0.328145 | -2.2497 | 0.014597 |
| 13 | 0.014196 | 0.0973 | 0.461442 |
| 14 | -0.214759 | -1.4723 | 0.073801 |
| 15 | 0.095009 | 0.6513 | 0.258997 |
| 16 | -0.003173 | -0.0218 | 0.491368 |
| 17 | 0.00798 | 0.0547 | 0.4783 |
| 18 | -0.017158 | -0.1176 | 0.45343 |
| 19 | 0.023239 | 0.1593 | 0.437049 |
| 20 | -0.04516 | -0.3096 | 0.379116 |
| 21 | 0.194555 | 1.3338 | 0.094348 |
| 22 | -0.129044 | -0.8847 | 0.190415 |
| 23 | 0.248131 | 1.7011 | 0.047766 |
| 24 | -0.027215 | -0.1866 | 0.426399 |
| 25 | 0.238006 | 1.6317 | 0.054714 |
| 26 | 0.061567 | 0.4221 | 0.337446 |
| 27 | 0.02746 | 0.1883 | 0.425742 |
| 28 | -0.076434 | -0.524 | 0.301369 |
| 29 | -0.026092 | -0.1789 | 0.4294 |
| 30 | -0.029992 | -0.2056 | 0.418989 |
| 31 | -0.046289 | -0.3173 | 0.376196 |
| 32 | -0.055878 | -0.3831 | 0.351693 |
| 33 | -0.195443 | -1.3399 | 0.093361 |
| 34 | -0.011043 | -0.0757 | 0.469986 |
| 35 | -0.22661 | -1.5536 | 0.063499 |
| 36 | -0.013158 | -0.0902 | 0.464253 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.0278 | -0.1906 | 0.424836 |
| 2 | 0.409412 | 2.8068 | 0.00363 |
| 3 | -0.11818 | -0.8102 | 0.210954 |
| 4 | -0.040517 | -0.2778 | 0.391203 |
| 5 | 0.188868 | 1.2948 | 0.100855 |
| 6 | -0.110899 | -0.7603 | 0.22544 |
| 7 | -0.228294 | -1.5651 | 0.062134 |
| 8 | -0.009114 | -0.0625 | 0.475221 |
| 9 | 0.039308 | 0.2695 | 0.394369 |
| 10 | -0.097298 | -0.667 | 0.254004 |
| 11 | 0.07789 | 0.534 | 0.297935 |
| 12 | -0.316956 | -2.1729 | 0.01743 |
| 13 | -0.028983 | -0.1987 | 0.421677 |
| 14 | 0.091803 | 0.6294 | 0.266077 |
| 15 | -0.042984 | -0.2947 | 0.384766 |
| 16 | 0.093416 | 0.6404 | 0.262501 |
| 17 | 0.052949 | 0.363 | 0.359116 |
| 18 | -0.146255 | -1.0027 | 0.160576 |
| 19 | 0.008915 | 0.0611 | 0.475762 |
| 20 | -0.092246 | -0.6324 | 0.265093 |
| 21 | 0.155798 | 1.0681 | 0.145465 |
| 22 | -0.084035 | -0.5761 | 0.283644 |
| 23 | 0.218748 | 1.4997 | 0.070195 |
| 24 | 0.018052 | 0.1238 | 0.451017 |
| 25 | 0.061419 | 0.4211 | 0.337813 |
| 26 | 0.011846 | 0.0812 | 0.46781 |
| 27 | -0.114779 | -0.7869 | 0.21765 |
| 28 | -0.11829 | -0.811 | 0.21074 |
| 29 | 0.079103 | 0.5423 | 0.295086 |
| 30 | 0.028278 | 0.1939 | 0.423558 |
| 31 | -0.080471 | -0.5517 | 0.291891 |
| 32 | -0.044664 | -0.3062 | 0.380402 |
| 33 | -0.026538 | -0.1819 | 0.428209 |
| 34 | -0.171447 | -1.1754 | 0.122881 |
| 35 | 0.012517 | 0.0858 | 0.465991 |
| 36 | -0.083118 | -0.5698 | 0.285754 |
