| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.149984 | -1.3828 | 0.085177 |
| 2 | -0.04621 | -0.426 | 0.335579 |
| 3 | -0.007534 | -0.0695 | 0.472393 |
| 4 | -0.104641 | -0.9647 | 0.168705 |
| 5 | -0.018494 | -0.1705 | 0.432508 |
| 6 | -0.051415 | -0.474 | 0.318351 |
| 7 | 0.055096 | 0.508 | 0.3064 |
| 8 | -0.018639 | -0.1718 | 0.431986 |
| 9 | 0.080871 | 0.7456 | 0.228983 |
| 10 | 0.00293 | 0.027 | 0.489258 |
| 11 | -0.047182 | -0.435 | 0.332333 |
| 12 | -0.013686 | -0.1262 | 0.449943 |
| 13 | -0.039437 | -0.3636 | 0.358532 |
| 14 | 0.033166 | 0.3058 | 0.380262 |
| 15 | 0.027458 | 0.2532 | 0.400381 |
| 16 | -0.058068 | -0.5354 | 0.296898 |
| 17 | -0.016865 | -0.1555 | 0.438402 |
| 18 | 0.003074 | 0.0283 | 0.488728 |
| 19 | -0.043772 | -0.4036 | 0.343775 |
| 20 | -0.007775 | -0.0717 | 0.47151 |
| 21 | -0.015051 | -0.1388 | 0.444983 |
| 22 | 0.041865 | 0.386 | 0.350239 |
| 23 | 0.037751 | 0.348 | 0.364334 |
| 24 | 0.049909 | 0.4601 | 0.323297 |
| 25 | -0.049393 | -0.4554 | 0.324998 |
| 26 | -0.031797 | -0.2932 | 0.385058 |
| 27 | -0.08934 | -0.8237 | 0.206216 |
| 28 | 0.061669 | 0.5686 | 0.285576 |
| 29 | -0.10832 | -0.9987 | 0.160397 |
| 30 | 0.088387 | 0.8149 | 0.208708 |
| 31 | 0.03975 | 0.3665 | 0.357461 |
| 32 | 0.032636 | 0.3009 | 0.382116 |
| 33 | 0.00271 | 0.025 | 0.490064 |
| 34 | -0.10051 | -0.9267 | 0.178365 |
| 35 | -0.015218 | -0.1403 | 0.444376 |
| 36 | -0.09686 | -0.893 | 0.187188 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.149984 | -1.3828 | 0.085177 |
| 2 | -0.070286 | -0.648 | 0.259363 |
| 3 | -0.02621 | -0.2416 | 0.404819 |
| 4 | -0.116499 | -1.0741 | 0.142916 |
| 5 | -0.058394 | -0.5384 | 0.295866 |
| 6 | -0.082197 | -0.7578 | 0.225327 |
| 7 | 0.023044 | 0.2125 | 0.41613 |
| 8 | -0.030872 | -0.2846 | 0.388311 |
| 9 | 0.069389 | 0.6397 | 0.262032 |
| 10 | 0.012077 | 0.1113 | 0.455802 |
| 11 | -0.031245 | -0.2881 | 0.387001 |
| 12 | -0.027587 | -0.2543 | 0.399925 |
| 13 | -0.032565 | -0.3002 | 0.382366 |
| 14 | 0.020626 | 0.1902 | 0.424817 |
| 15 | 0.033872 | 0.3123 | 0.377795 |
| 16 | -0.063068 | -0.5815 | 0.281236 |
| 17 | -0.046343 | -0.4273 | 0.335135 |
| 18 | -0.017626 | -0.1625 | 0.435646 |
| 19 | -0.053155 | -0.4901 | 0.312675 |
| 20 | -0.029 | -0.2674 | 0.394919 |
| 21 | -0.039428 | -0.3635 | 0.358565 |
| 22 | 0.019606 | 0.1808 | 0.428494 |
| 23 | 0.030792 | 0.2839 | 0.388592 |
| 24 | 0.053639 | 0.4945 | 0.311105 |
| 25 | -0.029714 | -0.2739 | 0.392395 |
| 26 | -0.021958 | -0.2024 | 0.420027 |
| 27 | -0.102451 | -0.9445 | 0.173783 |
| 28 | 0.048402 | 0.4462 | 0.328277 |
| 29 | -0.125869 | -1.1605 | 0.124557 |
| 30 | 0.053186 | 0.4903 | 0.312575 |
| 31 | 0.010043 | 0.0926 | 0.463222 |
| 32 | 0.045409 | 0.4187 | 0.338263 |
| 33 | -0.02158 | -0.199 | 0.421385 |
| 34 | -0.071503 | -0.6592 | 0.255766 |
| 35 | -0.051109 | -0.4712 | 0.319352 |
| 36 | -0.091323 | -0.842 | 0.201088 |
