| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.063126 | -0.4281 | 0.335274 |
| 2 | 0.04176 | 0.2832 | 0.389135 |
| 3 | -0.464993 | -3.1537 | 0.001419 |
| 4 | -0.059081 | -0.4007 | 0.345246 |
| 5 | -0.160609 | -1.0893 | 0.140846 |
| 6 | 0.023453 | 0.1591 | 0.437157 |
| 7 | 0.319567 | 2.1674 | 0.017708 |
| 8 | 0.023561 | 0.1598 | 0.436869 |
| 9 | 0.087286 | 0.592 | 0.278373 |
| 10 | -0.217694 | -1.4765 | 0.073316 |
| 11 | 0.125149 | 0.8488 | 0.200194 |
| 12 | -0.303658 | -2.0595 | 0.022565 |
| 13 | 0.068546 | 0.4649 | 0.322098 |
| 14 | 0.061815 | 0.4192 | 0.338494 |
| 15 | 0.237403 | 1.6101 | 0.057104 |
| 16 | -0.006448 | -0.0437 | 0.482655 |
| 17 | -0.066124 | -0.4485 | 0.327957 |
| 18 | -0.121954 | -0.8271 | 0.206216 |
| 19 | -0.181689 | -1.2323 | 0.112054 |
| 20 | -0.049667 | -0.3369 | 0.368878 |
| 21 | 0.181853 | 1.2334 | 0.111848 |
| 22 | 0.230781 | 1.5652 | 0.062192 |
| 23 | 0.032022 | 0.2172 | 0.414512 |
| 24 | -0.1189 | -0.8064 | 0.212075 |
| 25 | -0.140416 | -0.9523 | 0.172949 |
| 26 | -0.108803 | -0.7379 | 0.232151 |
| 27 | -0.04322 | -0.2931 | 0.38537 |
| 28 | 0.127199 | 0.8627 | 0.196387 |
| 29 | 0.130751 | 0.8868 | 0.1899 |
| 30 | 0.020905 | 0.1418 | 0.443935 |
| 31 | -0.061649 | -0.4181 | 0.338901 |
| 32 | -0.060575 | -0.4108 | 0.341549 |
| 33 | -0.040703 | -0.2761 | 0.391868 |
| 34 | -0.069983 | -0.4746 | 0.318642 |
| 35 | -0.016205 | -0.1099 | 0.456481 |
| 36 | 0.091519 | 0.6207 | 0.268927 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.063126 | -0.4281 | 0.335274 |
| 2 | 0.037926 | 0.2572 | 0.399075 |
| 3 | -0.462568 | -3.1373 | 0.001486 |
| 4 | -0.139137 | -0.9437 | 0.175133 |
| 5 | -0.196925 | -1.3356 | 0.094124 |
| 6 | -0.306153 | -2.0764 | 0.021734 |
| 7 | 0.25723 | 1.7446 | 0.043865 |
| 8 | -0.156742 | -1.0631 | 0.146648 |
| 9 | -0.047097 | -0.3194 | 0.375424 |
| 10 | 0.056819 | 0.3854 | 0.35087 |
| 11 | 0.079812 | 0.5413 | 0.295452 |
| 12 | -0.243674 | -1.6527 | 0.052604 |
| 13 | 0.015753 | 0.1068 | 0.45769 |
| 14 | 0.136354 | 0.9248 | 0.179949 |
| 15 | -0.006244 | -0.0423 | 0.483202 |
| 16 | 0.050348 | 0.3415 | 0.367149 |
| 17 | 0.06073 | 0.4119 | 0.341167 |
| 18 | -0.206044 | -1.3975 | 0.08449 |
| 19 | -0.027179 | -0.1843 | 0.42728 |
| 20 | -0.098791 | -0.67 | 0.253094 |
| 21 | 0.072219 | 0.4898 | 0.313297 |
| 22 | 0.034755 | 0.2357 | 0.407349 |
| 23 | 0.014915 | 0.1012 | 0.459933 |
| 24 | -0.108269 | -0.7343 | 0.233241 |
| 25 | -0.057356 | -0.389 | 0.349532 |
| 26 | -0.024356 | -0.1652 | 0.434759 |
| 27 | -0.04526 | -0.307 | 0.380126 |
| 28 | -0.010402 | -0.0705 | 0.472031 |
| 29 | 0.00903 | 0.0612 | 0.475714 |
| 30 | -0.162808 | -1.1042 | 0.137621 |
| 31 | 0.013454 | 0.0913 | 0.463845 |
| 32 | -0.103708 | -0.7034 | 0.242682 |
| 33 | 0.00712 | 0.0483 | 0.480847 |
| 34 | -0.027959 | -0.1896 | 0.425217 |
| 35 | -0.14992 | -1.0168 | 0.157282 |
| 36 | -0.061837 | -0.4194 | 0.33844 |
