| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.026917 | -0.2085 | 0.417773 |
| 2 | -0.152114 | -1.1783 | 0.121671 |
| 3 | 0.056149 | 0.4349 | 0.332587 |
| 4 | 0.013212 | 0.1023 | 0.459415 |
| 5 | 0.112569 | 0.872 | 0.193354 |
| 6 | -0.067647 | -0.524 | 0.301109 |
| 7 | -0.137932 | -1.0684 | 0.144807 |
| 8 | 0.115533 | 0.8949 | 0.187204 |
| 9 | 0.07238 | 0.5607 | 0.288561 |
| 10 | 0.045517 | 0.3526 | 0.362823 |
| 11 | 0.044976 | 0.3484 | 0.364385 |
| 12 | -0.112908 | -0.8746 | 0.192645 |
| 13 | -0.115228 | -0.8926 | 0.187831 |
| 14 | 0.112022 | 0.8677 | 0.194504 |
| 15 | -0.006918 | -0.0536 | 0.478722 |
| 16 | 0.016653 | 0.129 | 0.448897 |
| 17 | -0.10385 | -0.8044 | 0.212165 |
| 18 | -0.026932 | -0.2086 | 0.417727 |
| 19 | 0.133917 | 1.0373 | 0.151876 |
| 20 | -0.004441 | -0.0344 | 0.486336 |
| 21 | -0.31913 | -2.472 | 0.008145 |
| 22 | 0.049174 | 0.3809 | 0.352312 |
| 23 | -0.047111 | -0.3649 | 0.358228 |
| 24 | 0.000248 | 0.0019 | 0.499236 |
| 25 | -0.00396 | -0.0307 | 0.487815 |
| 26 | -0.100352 | -0.7773 | 0.22001 |
| 27 | 0.036278 | 0.281 | 0.389837 |
| 28 | 0.092105 | 0.7134 | 0.239169 |
| 29 | -0.104509 | -0.8095 | 0.210708 |
| 30 | 0.003209 | 0.0249 | 0.490124 |
| 31 | -0.09944 | -0.7703 | 0.222084 |
| 32 | -0.040376 | -0.3128 | 0.377777 |
| 33 | 0.057525 | 0.4456 | 0.328751 |
| 34 | -0.171561 | -1.3289 | 0.094456 |
| 35 | -0.128787 | -0.9976 | 0.161245 |
| 36 | 0.077372 | 0.5993 | 0.275608 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.026917 | -0.2085 | 0.417773 |
| 2 | -0.152949 | -1.1847 | 0.120397 |
| 3 | 0.04848 | 0.3755 | 0.354298 |
| 4 | -0.007389 | -0.0572 | 0.477275 |
| 5 | 0.132085 | 1.0231 | 0.155178 |
| 6 | -0.066888 | -0.5181 | 0.303142 |
| 7 | -0.108137 | -0.8376 | 0.202782 |
| 8 | 0.07995 | 0.6193 | 0.269035 |
| 9 | 0.050447 | 0.3908 | 0.348678 |
| 10 | 0.083851 | 0.6495 | 0.259246 |
| 11 | 0.071633 | 0.5549 | 0.290523 |
| 12 | -0.084923 | -0.6578 | 0.256589 |
| 13 | -0.162767 | -1.2608 | 0.106133 |
| 14 | 0.060869 | 0.4715 | 0.3195 |
| 15 | -0.005826 | -0.0451 | 0.482077 |
| 16 | 0.072319 | 0.5602 | 0.288722 |
| 17 | -0.094287 | -0.7303 | 0.234012 |
| 18 | -0.018967 | -0.1469 | 0.441844 |
| 19 | 0.024006 | 0.1859 | 0.426556 |
| 20 | 0.003471 | 0.0269 | 0.489319 |
| 21 | -0.277795 | -2.1518 | 0.017724 |
| 22 | 0.073771 | 0.5714 | 0.284922 |
| 23 | -0.131258 | -1.0167 | 0.156685 |
| 24 | 0.013402 | 0.1038 | 0.458831 |
| 25 | -0.053367 | -0.4134 | 0.340401 |
| 26 | -0.003298 | -0.0255 | 0.489851 |
| 27 | -0.023859 | -0.1848 | 0.427 |
| 28 | 0.067438 | 0.5224 | 0.301668 |
| 29 | -0.075532 | -0.5851 | 0.280347 |
| 30 | 0.004899 | 0.0379 | 0.484928 |
| 31 | -0.081769 | -0.6334 | 0.264446 |
| 32 | 0.004401 | 0.0341 | 0.486459 |
| 33 | -0.034682 | -0.2686 | 0.394563 |
| 34 | -0.232965 | -1.8045 | 0.038083 |
| 35 | -0.115972 | -0.8983 | 0.186303 |
| 36 | -0.011229 | -0.087 | 0.46549 |
