| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.117655 | -0.8066 | 0.21198 |
| 2 | -0.009961 | -0.0683 | 0.472923 |
| 3 | -0.288913 | -1.9807 | 0.026748 |
| 4 | -0.40918 | -2.8052 | 0.003646 |
| 5 | 0.069161 | 0.4741 | 0.318798 |
| 6 | 0.150733 | 1.0334 | 0.153358 |
| 7 | 0.188934 | 1.2953 | 0.100777 |
| 8 | 0.061049 | 0.4185 | 0.338734 |
| 9 | 0.037919 | 0.26 | 0.398014 |
| 10 | -0.230366 | -1.5793 | 0.060486 |
| 11 | 0.112797 | 0.7733 | 0.221608 |
| 12 | -0.245443 | -1.6827 | 0.049536 |
| 13 | 0.161119 | 1.1046 | 0.137483 |
| 14 | 0.040526 | 0.2778 | 0.39118 |
| 15 | 0.043137 | 0.2957 | 0.384369 |
| 16 | 0.012715 | 0.0872 | 0.465452 |
| 17 | -0.145808 | -0.9996 | 0.16131 |
| 18 | -0.048508 | -0.3326 | 0.370475 |
| 19 | -0.038333 | -0.2628 | 0.396928 |
| 20 | 0.276152 | 1.8932 | 0.032248 |
| 21 | 0.007866 | 0.0539 | 0.47861 |
| 22 | 0.148538 | 1.0183 | 0.156869 |
| 23 | -0.230273 | -1.5787 | 0.06056 |
| 24 | -0.199473 | -1.3675 | 0.088984 |
| 25 | -0.053958 | -0.3699 | 0.356553 |
| 26 | 0.10206 | 0.6997 | 0.243786 |
| 27 | 0.12535 | 0.8594 | 0.197254 |
| 28 | 0.109894 | 0.7534 | 0.227486 |
| 29 | 0.035665 | 0.2445 | 0.403951 |
| 30 | -0.13815 | -0.9471 | 0.174214 |
| 31 | -0.007655 | -0.0525 | 0.479186 |
| 32 | -0.173633 | -1.1904 | 0.11994 |
| 33 | 0.110323 | 0.7563 | 0.226611 |
| 34 | -0.056308 | -0.386 | 0.350608 |
| 35 | 0.125177 | 0.8582 | 0.197577 |
| 36 | 0.081532 | 0.559 | 0.289423 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.117655 | -0.8066 | 0.21198 |
| 2 | -0.024138 | -0.1655 | 0.434638 |
| 3 | -0.297238 | -2.0378 | 0.023612 |
| 4 | -0.536038 | -3.6749 | 0.000305 |
| 5 | -0.22112 | -1.5159 | 0.068118 |
| 6 | -0.058299 | -0.3997 | 0.345601 |
| 7 | -0.142019 | -0.9736 | 0.167612 |
| 8 | -0.265357 | -1.8192 | 0.037628 |
| 9 | 0.017498 | 0.12 | 0.452514 |
| 10 | -0.144407 | -0.99 | 0.163621 |
| 11 | 0.12484 | 0.8559 | 0.198208 |
| 12 | -0.271177 | -1.8591 | 0.03464 |
| 13 | 0.041688 | 0.2858 | 0.388145 |
| 14 | 0.006413 | 0.044 | 0.482559 |
| 15 | 0.089754 | 0.6153 | 0.270654 |
| 16 | -0.180136 | -1.235 | 0.111493 |
| 17 | -0.123191 | -0.8446 | 0.201318 |
| 18 | -0.165701 | -1.136 | 0.13086 |
| 19 | -0.132127 | -0.9058 | 0.184826 |
| 20 | 0.047045 | 0.3225 | 0.374242 |
| 21 | 0.012773 | 0.0876 | 0.465296 |
| 22 | 0.102163 | 0.7004 | 0.243568 |
| 23 | 0.097967 | 0.6716 | 0.252555 |
| 24 | -0.066271 | -0.4543 | 0.325841 |
| 25 | 0.019322 | 0.1325 | 0.447591 |
| 26 | 0.137663 | 0.9438 | 0.175056 |
| 27 | -0.061979 | -0.4249 | 0.336422 |
| 28 | -0.115918 | -0.7947 | 0.215393 |
| 29 | 0.00332 | 0.0228 | 0.490969 |
| 30 | 0.067513 | 0.4628 | 0.322805 |
| 31 | -0.067365 | -0.4618 | 0.323167 |
| 32 | -0.094918 | -0.6507 | 0.259197 |
| 33 | 0.040434 | 0.2772 | 0.391421 |
| 34 | -0.040108 | -0.275 | 0.392272 |
| 35 | -0.041519 | -0.2846 | 0.388585 |
| 36 | -0.015695 | -0.1076 | 0.457385 |
