| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.123188 | -0.8535 | 0.198819 |
| 2 | 0.012752 | 0.0883 | 0.464985 |
| 3 | 0.026321 | 0.1824 | 0.428036 |
| 4 | 0.088245 | 0.6114 | 0.271917 |
| 5 | -0.067097 | -0.4649 | 0.322066 |
| 6 | 0.168721 | 1.1689 | 0.124101 |
| 7 | 0.105905 | 0.7337 | 0.233342 |
| 8 | -0.034298 | -0.2376 | 0.406592 |
| 9 | 0.020773 | 0.1439 | 0.443082 |
| 10 | -0.133714 | -0.9264 | 0.179437 |
| 11 | 0.439241 | 3.0431 | 0.001895 |
| 12 | -0.19547 | -1.3543 | 0.090998 |
| 13 | -0.067151 | -0.4652 | 0.321933 |
| 14 | -0.025259 | -0.175 | 0.430909 |
| 15 | 0.069729 | 0.4831 | 0.315612 |
| 16 | -0.17502 | -1.2126 | 0.115614 |
| 17 | 0.128471 | 0.8901 | 0.188933 |
| 18 | -0.068348 | -0.4735 | 0.31899 |
| 19 | -0.190975 | -1.3231 | 0.096033 |
| 20 | -0.026952 | -0.1867 | 0.426329 |
| 21 | -0.086464 | -0.599 | 0.275982 |
| 22 | 0.101981 | 0.7065 | 0.241632 |
| 23 | -0.142493 | -0.9872 | 0.164242 |
| 24 | -0.040816 | -0.2828 | 0.389281 |
| 25 | -0.10884 | -0.7541 | 0.227247 |
| 26 | -0.035362 | -0.245 | 0.403753 |
| 27 | -0.069763 | -0.4833 | 0.315528 |
| 28 | -0.017512 | -0.1213 | 0.45197 |
| 29 | -0.04513 | -0.3127 | 0.377943 |
| 30 | -0.052628 | -0.3646 | 0.358499 |
| 31 | 0.055071 | 0.3815 | 0.352241 |
| 32 | 0.007242 | 0.0502 | 0.480095 |
| 33 | 0.037101 | 0.257 | 0.399121 |
| 34 | -0.057523 | -0.3985 | 0.346002 |
| 35 | -0.007089 | -0.0491 | 0.480515 |
| 36 | -0.049943 | -0.346 | 0.365422 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.123188 | -0.8535 | 0.198819 |
| 2 | -0.002461 | -0.0171 | 0.493233 |
| 3 | 0.028017 | 0.1941 | 0.423454 |
| 4 | 0.096471 | 0.6684 | 0.253549 |
| 5 | -0.045765 | -0.3171 | 0.376282 |
| 6 | 0.156724 | 1.0858 | 0.141492 |
| 7 | 0.14622 | 1.013 | 0.15806 |
| 8 | -0.008785 | -0.0609 | 0.47586 |
| 9 | 0.014856 | 0.1029 | 0.459226 |
| 10 | -0.179412 | -1.243 | 0.109952 |
| 11 | 0.43813 | 3.0355 | 0.001936 |
| 12 | -0.177421 | -1.2292 | 0.112492 |
| 13 | -0.160337 | -1.1108 | 0.136084 |
| 14 | -0.053301 | -0.3693 | 0.356771 |
| 15 | 0.006927 | 0.048 | 0.480961 |
| 16 | -0.031285 | -0.2167 | 0.414662 |
| 17 | -0.058832 | -0.4076 | 0.342689 |
| 18 | -0.151954 | -1.0528 | 0.14886 |
| 19 | -0.12785 | -0.8858 | 0.190079 |
| 20 | -0.021611 | -0.1497 | 0.440806 |
| 21 | -0.004503 | -0.0312 | 0.487622 |
| 22 | -0.098791 | -0.6844 | 0.248492 |
| 23 | -0.027895 | -0.1933 | 0.423786 |
| 24 | 0.018192 | 0.126 | 0.450113 |
| 25 | -0.022702 | -0.1573 | 0.437841 |
| 26 | -0.121078 | -0.8389 | 0.202855 |
| 27 | 0.094716 | 0.6562 | 0.257411 |
| 28 | -0.151608 | -1.0504 | 0.149403 |
| 29 | 0.042499 | 0.2944 | 0.384844 |
| 30 | 0.102596 | 0.7108 | 0.240321 |
| 31 | 0.054647 | 0.3786 | 0.353326 |
| 32 | 0.080438 | 0.5573 | 0.28996 |
| 33 | -0.018771 | -0.1301 | 0.448534 |
| 34 | 0.028488 | 0.1974 | 0.422186 |
| 35 | -0.017306 | -0.1199 | 0.452532 |
| 36 | -0.029525 | -0.2046 | 0.419392 |
