| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.08248 | -0.5714 | 0.285185 |
| 2 | 0.093636 | 0.6487 | 0.259803 |
| 3 | 0.129492 | 0.8971 | 0.187059 |
| 4 | 0.114469 | 0.7931 | 0.215821 |
| 5 | -0.056461 | -0.3912 | 0.348701 |
| 6 | 0.067123 | 0.465 | 0.322001 |
| 7 | 0.053259 | 0.369 | 0.356879 |
| 8 | -0.029371 | -0.2035 | 0.419808 |
| 9 | 0.113553 | 0.7867 | 0.217658 |
| 10 | -3.7e-05 | -3e-04 | 0.499898 |
| 11 | -0.004048 | -0.028 | 0.48887 |
| 12 | -0.46766 | -3.24 | 0.001087 |
| 13 | 0.212588 | 1.4729 | 0.073659 |
| 14 | -0.153917 | -1.0664 | 0.145796 |
| 15 | -0.130994 | -0.9076 | 0.184323 |
| 16 | -0.145049 | -1.0049 | 0.159984 |
| 17 | -0.068188 | -0.4724 | 0.319383 |
| 18 | -0.054021 | -0.3743 | 0.354926 |
| 19 | -0.123769 | -0.8575 | 0.197716 |
| 20 | -0.10324 | -0.7153 | 0.238953 |
| 21 | -0.137006 | -0.9492 | 0.173635 |
| 22 | 0.008036 | 0.0557 | 0.477915 |
| 23 | -0.026172 | -0.1813 | 0.428439 |
| 24 | 0.049394 | 0.3422 | 0.366842 |
| 25 | -0.178305 | -1.2353 | 0.111359 |
| 26 | 0.094312 | 0.6534 | 0.258304 |
| 27 | -0.032236 | -0.2233 | 0.412111 |
| 28 | 0.006614 | 0.0458 | 0.48182 |
| 29 | 0.064662 | 0.448 | 0.328087 |
| 30 | 0.002846 | 0.0197 | 0.492175 |
| 31 | 0.110647 | 0.7666 | 0.223542 |
| 32 | 0.124984 | 0.8659 | 0.195422 |
| 33 | 0.024594 | 0.1704 | 0.432709 |
| 34 | -0.017771 | -0.1231 | 0.451263 |
| 35 | 0.044719 | 0.3098 | 0.37902 |
| 36 | -0.010513 | -0.0728 | 0.471119 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.08248 | -0.5714 | 0.285185 |
| 2 | 0.087428 | 0.6057 | 0.273778 |
| 3 | 0.14585 | 1.0105 | 0.158666 |
| 4 | 0.1334 | 0.9242 | 0.179997 |
| 5 | -0.062222 | -0.4311 | 0.334167 |
| 6 | 0.013296 | 0.0921 | 0.463495 |
| 7 | 0.039517 | 0.2738 | 0.392714 |
| 8 | -0.026915 | -0.1865 | 0.42643 |
| 9 | 0.107068 | 0.7418 | 0.230914 |
| 10 | -0.000937 | -0.0065 | 0.497424 |
| 11 | -0.024532 | -0.17 | 0.432877 |
| 12 | -0.527211 | -3.6526 | 0.000321 |
| 13 | 0.128534 | 0.8905 | 0.188818 |
| 14 | -0.023308 | -0.1615 | 0.436195 |
| 15 | -0.021794 | -0.151 | 0.440308 |
| 16 | -0.153654 | -1.0645 | 0.146203 |
| 17 | -0.188208 | -1.3039 | 0.099236 |
| 18 | 0.074645 | 0.5172 | 0.303712 |
| 19 | -0.071226 | -0.4935 | 0.311965 |
| 20 | -0.070055 | -0.4854 | 0.314815 |
| 21 | -0.014588 | -0.1011 | 0.459958 |
| 22 | 0.014143 | 0.098 | 0.461175 |
| 23 | 0.058618 | 0.4061 | 0.34323 |
| 24 | -0.187456 | -1.2987 | 0.10012 |
| 25 | 0.045607 | 0.316 | 0.376697 |
| 26 | 0.004863 | 0.0337 | 0.486632 |
| 27 | -0.081316 | -0.5634 | 0.2879 |
| 28 | -0.096359 | -0.6676 | 0.253795 |
| 29 | 0.042829 | 0.2967 | 0.383978 |
| 30 | 0.102672 | 0.7113 | 0.240161 |
| 31 | -0.047056 | -0.326 | 0.372915 |
| 32 | -0.006343 | -0.0439 | 0.482564 |
| 33 | -0.066328 | -0.4595 | 0.323962 |
| 34 | 0.001597 | 0.0111 | 0.495608 |
| 35 | -0.062651 | -0.4341 | 0.333095 |
| 36 | -0.164621 | -1.1405 | 0.129862 |
