| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.018996 | -0.1459 | 0.442243 |
| 2 | -0.043978 | -0.3378 | 0.368356 |
| 3 | 0.027189 | 0.2088 | 0.417645 |
| 4 | -0.046202 | -0.3549 | 0.361972 |
| 5 | -0.111209 | -0.8542 | 0.198221 |
| 6 | -0.012777 | -0.0981 | 0.461075 |
| 7 | 0.202337 | 1.5542 | 0.062745 |
| 8 | -0.154358 | -1.1856 | 0.120258 |
| 9 | 0.109746 | 0.843 | 0.201323 |
| 10 | 0.107233 | 0.8237 | 0.206721 |
| 11 | 0.004644 | 0.0357 | 0.485834 |
| 12 | -0.055862 | -0.4291 | 0.334712 |
| 13 | 0.072753 | 0.5588 | 0.289198 |
| 14 | -0.020139 | -0.1547 | 0.438796 |
| 15 | -0.068977 | -0.5298 | 0.299113 |
| 16 | -0.017845 | -0.1371 | 0.445722 |
| 17 | -0.075837 | -0.5825 | 0.28122 |
| 18 | 0.045103 | 0.3464 | 0.365122 |
| 19 | -0.045134 | -0.3467 | 0.365033 |
| 20 | 0.099757 | 0.7662 | 0.223292 |
| 21 | -0.040429 | -0.3105 | 0.378621 |
| 22 | 0.028029 | 0.2153 | 0.415141 |
| 23 | 0.115157 | 0.8845 | 0.189999 |
| 24 | -0.023033 | -0.1769 | 0.430087 |
| 25 | 0.052354 | 0.4021 | 0.344517 |
| 26 | -0.059042 | -0.4535 | 0.325922 |
| 27 | 0.04906 | 0.3768 | 0.353823 |
| 28 | -0.06092 | -0.4679 | 0.320778 |
| 29 | -0.10676 | -0.82 | 0.207748 |
| 30 | 0.034622 | 0.2659 | 0.395607 |
| 31 | -0.000934 | -0.0072 | 0.49715 |
| 32 | -0.034212 | -0.2628 | 0.396816 |
| 33 | 0.043303 | 0.3326 | 0.370302 |
| 34 | -0.040465 | -0.3108 | 0.378516 |
| 35 | -0.154129 | -1.1839 | 0.120603 |
| 36 | 0.080301 | 0.6168 | 0.269869 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.018996 | -0.1459 | 0.442243 |
| 2 | -0.044355 | -0.3407 | 0.367272 |
| 3 | 0.025534 | 0.1961 | 0.422592 |
| 4 | -0.047277 | -0.3631 | 0.358898 |
| 5 | -0.111162 | -0.8538 | 0.198321 |
| 6 | -0.022504 | -0.1729 | 0.431676 |
| 7 | 0.197594 | 1.5177 | 0.067209 |
| 8 | -0.152412 | -1.1707 | 0.123214 |
| 9 | 0.120577 | 0.9262 | 0.179066 |
| 10 | 0.078963 | 0.6065 | 0.273245 |
| 11 | 0.03701 | 0.2843 | 0.388596 |
| 12 | -0.031491 | -0.2419 | 0.404854 |
| 13 | 0.067654 | 0.5197 | 0.302622 |
| 14 | -0.043659 | -0.3354 | 0.369274 |
| 15 | 0.024423 | 0.1876 | 0.425918 |
| 16 | -0.097865 | -0.7517 | 0.227606 |
| 17 | -0.083944 | -0.6448 | 0.260782 |
| 18 | 0.062061 | 0.4767 | 0.317668 |
| 19 | -0.061939 | -0.4758 | 0.318002 |
| 20 | 0.047962 | 0.3684 | 0.356945 |
| 21 | -0.031281 | -0.2403 | 0.405476 |
| 22 | 0.024309 | 0.1867 | 0.426261 |
| 23 | 0.137674 | 1.0575 | 0.147299 |
| 24 | 0.001792 | 0.0138 | 0.494531 |
| 25 | 0.051664 | 0.3968 | 0.346458 |
| 26 | -0.000399 | -0.0031 | 0.498784 |
| 27 | 0.036642 | 0.2815 | 0.389674 |
| 28 | -0.015125 | -0.1162 | 0.453954 |
| 29 | -0.146277 | -1.1236 | 0.132872 |
| 30 | 0.002623 | 0.0201 | 0.491998 |
| 31 | 0.005719 | 0.0439 | 0.482555 |
| 32 | -0.096477 | -0.7411 | 0.2308 |
| 33 | 0.017053 | 0.131 | 0.448116 |
| 34 | -0.115325 | -0.8858 | 0.189653 |
| 35 | -0.133139 | -1.0227 | 0.155322 |
| 36 | 0.126331 | 0.9704 | 0.167912 |
