| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.072326 | -0.5412 | 0.295245 |
| 2 | 0.340088 | 2.545 | 0.006855 |
| 3 | -0.010209 | -0.0764 | 0.469688 |
| 4 | 0.273962 | 2.0501 | 0.022521 |
| 5 | 0.129891 | 0.972 | 0.167611 |
| 6 | 0.018499 | 0.1384 | 0.445196 |
| 7 | 0.131201 | 0.9818 | 0.165207 |
| 8 | -0.094739 | -0.709 | 0.240644 |
| 9 | 0.281035 | 2.1031 | 0.019983 |
| 10 | 0.010997 | 0.0823 | 0.467354 |
| 11 | 0.323179 | 2.4184 | 0.009432 |
| 12 | -0.198264 | -1.4837 | 0.071751 |
| 13 | 0.155991 | 1.1673 | 0.124011 |
| 14 | 0.127095 | 0.9511 | 0.172822 |
| 15 | 0.116901 | 0.8748 | 0.192708 |
| 16 | -0.061705 | -0.4618 | 0.323021 |
| 17 | -0.035112 | -0.2628 | 0.396852 |
| 18 | 0.049341 | 0.3692 | 0.356672 |
| 19 | -0.004862 | -0.0364 | 0.485554 |
| 20 | 0.059271 | 0.4435 | 0.32954 |
| 21 | -0.100211 | -0.7499 | 0.228225 |
| 22 | -0.023832 | -0.1783 | 0.429547 |
| 23 | -0.131591 | -0.9847 | 0.164494 |
| 24 | -0.013957 | -0.1044 | 0.458595 |
| 25 | -0.057215 | -0.4282 | 0.33509 |
| 26 | -0.158498 | -1.1861 | 0.120297 |
| 27 | -0.207639 | -1.5538 | 0.06293 |
| 28 | -0.070272 | -0.5259 | 0.300529 |
| 29 | -0.136052 | -1.0181 | 0.156499 |
| 30 | -0.091694 | -0.6862 | 0.247718 |
| 31 | -0.060622 | -0.4537 | 0.325916 |
| 32 | -0.099444 | -0.7442 | 0.229943 |
| 33 | 0.03117 | 0.2333 | 0.408206 |
| 34 | -0.098093 | -0.7341 | 0.232988 |
| 35 | -0.017303 | -0.1295 | 0.448718 |
| 36 | -0.084716 | -0.634 | 0.264346 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.072326 | -0.5412 | 0.295245 |
| 2 | 0.336618 | 2.519 | 0.007325 |
| 3 | 0.034527 | 0.2584 | 0.398532 |
| 4 | 0.182529 | 1.3659 | 0.088712 |
| 5 | 0.174402 | 1.3051 | 0.098597 |
| 6 | -0.11601 | -0.8681 | 0.194512 |
| 7 | 0.041903 | 0.3136 | 0.377505 |
| 8 | -0.132368 | -0.9905 | 0.163083 |
| 9 | 0.180067 | 1.3475 | 0.091623 |
| 10 | 0.132538 | 0.9918 | 0.162776 |
| 11 | 0.235027 | 1.7588 | 0.042039 |
| 12 | -0.214577 | -1.6057 | 0.056978 |
| 13 | -0.113118 | -0.8465 | 0.200439 |
| 14 | 0.180253 | 1.3489 | 0.091401 |
| 15 | 0.039685 | 0.297 | 0.383793 |
| 16 | -0.177439 | -1.3278 | 0.094811 |
| 17 | -0.000518 | -0.0039 | 0.498461 |
| 18 | -0.03758 | -0.2812 | 0.389787 |
| 19 | -0.002793 | -0.0209 | 0.491699 |
| 20 | -0.041947 | -0.3139 | 0.377381 |
| 21 | -0.046457 | -0.3476 | 0.364704 |
| 22 | -0.07578 | -0.5671 | 0.28646 |
| 23 | -0.072672 | -0.5438 | 0.294359 |
| 24 | -0.168804 | -1.2632 | 0.105873 |
| 25 | -0.051564 | -0.3859 | 0.350528 |
| 26 | -0.012944 | -0.0969 | 0.461589 |
| 27 | -0.128702 | -0.9631 | 0.169815 |
| 28 | -0.097458 | -0.7293 | 0.234426 |
| 29 | -0.111991 | -0.8381 | 0.20278 |
| 30 | 0.017575 | 0.1315 | 0.447919 |
| 31 | 0.184669 | 1.3819 | 0.086239 |
| 32 | 0.021889 | 0.1638 | 0.43524 |
| 33 | 0.109287 | 0.8178 | 0.20846 |
| 34 | -0.008202 | -0.0614 | 0.475638 |
| 35 | -0.05999 | -0.4489 | 0.32761 |
| 36 | 0.05544 | 0.4149 | 0.339908 |
