| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.174312 | 1.195 | 0.119037 |
| 2 | -0.240826 | -1.651 | 0.052701 |
| 3 | -0.408257 | -2.7989 | 0.003707 |
| 4 | -0.41055 | -2.8146 | 0.003556 |
| 5 | -0.020642 | -0.1415 | 0.444034 |
| 6 | 0.208716 | 1.4309 | 0.07954 |
| 7 | 0.337156 | 2.3114 | 0.012621 |
| 8 | 0.199541 | 1.368 | 0.088911 |
| 9 | -0.174312 | -1.195 | 0.119037 |
| 10 | -0.107798 | -0.739 | 0.231783 |
| 11 | -0.057339 | -0.3931 | 0.348012 |
| 12 | -0.188073 | -1.2894 | 0.10179 |
| 13 | -0.004587 | -0.0314 | 0.487523 |
| 14 | 0.167431 | 1.1479 | 0.12842 |
| 15 | 0.130734 | 0.8963 | 0.187339 |
| 16 | -0.016055 | -0.1101 | 0.456412 |
| 17 | -0.048165 | -0.3302 | 0.371357 |
| 18 | -0.029817 | -0.2044 | 0.419457 |
| 19 | -0.133028 | -0.912 | 0.183214 |
| 20 | 0.020642 | 0.1415 | 0.444034 |
| 21 | 0.21789 | 1.4938 | 0.070959 |
| 22 | 0.025229 | 0.173 | 0.431711 |
| 23 | -0.114679 | -0.7862 | 0.217849 |
| 24 | -0.133028 | -0.912 | 0.183214 |
| 25 | -0.016055 | -0.1101 | 0.456412 |
| 26 | 0.100917 | 0.6919 | 0.246216 |
| 27 | 0.084862 | 0.5818 | 0.281745 |
| 28 | 0.050459 | 0.3459 | 0.36547 |
| 29 | -0.050459 | -0.3459 | 0.36547 |
| 30 | -0.215596 | -1.4781 | 0.073032 |
| 31 | 0.03211 | 0.2201 | 0.413359 |
| 32 | 0.107798 | 0.739 | 0.231783 |
| 33 | 0.068807 | 0.4717 | 0.319655 |
| 34 | 0.016055 | 0.1101 | 0.456412 |
| 35 | -0.059633 | -0.4088 | 0.342263 |
| 36 | -0.025229 | -0.173 | 0.431711 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.174312 | 1.195 | 0.119037 |
| 2 | -0.279709 | -1.9176 | 0.030626 |
| 3 | -0.342129 | -2.3455 | 0.011636 |
| 4 | -0.440853 | -3.0223 | 0.002026 |
| 5 | -0.223256 | -1.5306 | 0.06629 |
| 6 | -0.252124 | -1.7285 | 0.045234 |
| 7 | -0.092035 | -0.631 | 0.265561 |
| 8 | -0.082875 | -0.5682 | 0.286314 |
| 9 | -0.253629 | -1.7388 | 0.044309 |
| 10 | 0.060076 | 0.4119 | 0.341156 |
| 11 | 0.129512 | 0.8879 | 0.18956 |
| 12 | -0.190646 | -1.307 | 0.098785 |
| 13 | -0.108141 | -0.7414 | 0.231077 |
| 14 | 0.081697 | 0.5601 | 0.289039 |
| 15 | -0.026745 | -0.1834 | 0.427655 |
| 16 | -0.200587 | -1.3752 | 0.087802 |
| 17 | -0.06973 | -0.478 | 0.317417 |
| 18 | -0.056725 | -0.3889 | 0.349557 |
| 19 | -0.22427 | -1.5375 | 0.065436 |
| 20 | -0.015423 | -0.1057 | 0.458123 |
| 21 | 0.144241 | 0.9889 | 0.163895 |
| 22 | -0.093243 | -0.6392 | 0.262884 |
| 23 | -0.027397 | -0.1878 | 0.425912 |
| 24 | -0.003504 | -0.024 | 0.490469 |
| 25 | -0.063344 | -0.4343 | 0.333041 |
| 26 | 0.043084 | 0.2954 | 0.384507 |
| 27 | 0.06758 | 0.4633 | 0.322641 |
| 28 | -0.180701 | -1.2388 | 0.110782 |
| 29 | -0.095656 | -0.6558 | 0.25758 |
| 30 | -0.090901 | -0.6232 | 0.268087 |
| 31 | -0.052854 | -0.3624 | 0.359357 |
| 32 | -0.160802 | -1.1024 | 0.13795 |
| 33 | 0.010741 | 0.0736 | 0.470805 |
| 34 | -0.073069 | -0.5009 | 0.309377 |
| 35 | -0.152404 | -1.0448 | 0.150723 |
| 36 | 0.011855 | 0.0813 | 0.467784 |
