| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.123588 | -0.8562 | 0.198058 |
| 2 | -0.004258 | -0.0295 | 0.488295 |
| 3 | 0.027816 | 0.1927 | 0.423998 |
| 4 | 0.08593 | 0.5953 | 0.277206 |
| 5 | -0.055581 | -0.3851 | 0.350941 |
| 6 | 0.180043 | 1.2474 | 0.109155 |
| 7 | 0.099799 | 0.6914 | 0.246314 |
| 8 | -0.037785 | -0.2618 | 0.397304 |
| 9 | 0.010853 | 0.0752 | 0.470187 |
| 10 | -0.141869 | -0.9829 | 0.165294 |
| 11 | 0.438655 | 3.0391 | 0.001917 |
| 12 | -0.184559 | -1.2787 | 0.103582 |
| 13 | -0.076284 | -0.5285 | 0.299789 |
| 14 | -0.025062 | -0.1736 | 0.431441 |
| 15 | 0.0719 | 0.4981 | 0.31033 |
| 16 | -0.167071 | -1.1575 | 0.126398 |
| 17 | 0.134829 | 0.9341 | 0.177458 |
| 18 | -0.0651 | -0.451 | 0.327001 |
| 19 | -0.189274 | -1.3113 | 0.097992 |
| 20 | -0.032268 | -0.2236 | 0.412026 |
| 21 | -0.08782 | -0.6084 | 0.272884 |
| 22 | 0.096835 | 0.6709 | 0.252753 |
| 23 | -0.138858 | -0.962 | 0.170427 |
| 24 | -0.04204 | -0.2913 | 0.386053 |
| 25 | -0.108958 | -0.7549 | 0.227004 |
| 26 | -0.031364 | -0.2173 | 0.41445 |
| 27 | -0.065231 | -0.4519 | 0.326677 |
| 28 | -0.012939 | -0.0896 | 0.464472 |
| 29 | -0.043332 | -0.3002 | 0.382655 |
| 30 | -0.052602 | -0.3644 | 0.358565 |
| 31 | 0.051566 | 0.3573 | 0.361233 |
| 32 | 0.005829 | 0.0404 | 0.483977 |
| 33 | 0.036446 | 0.2525 | 0.400865 |
| 34 | -0.056403 | -0.3908 | 0.348846 |
| 35 | -0.005872 | -0.0407 | 0.483859 |
| 36 | -0.050114 | -0.3472 | 0.36498 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.123588 | -0.8562 | 0.198058 |
| 2 | -0.019835 | -0.1374 | 0.445637 |
| 3 | 0.025223 | 0.1748 | 0.431005 |
| 4 | 0.093999 | 0.6512 | 0.258997 |
| 5 | -0.033225 | -0.2302 | 0.409462 |
| 6 | 0.174095 | 1.2062 | 0.116833 |
| 7 | 0.143894 | 0.9969 | 0.161899 |
| 8 | -0.00671 | -0.0465 | 0.481558 |
| 9 | 0.005466 | 0.0379 | 0.484975 |
| 10 | -0.193569 | -1.3411 | 0.093103 |
| 11 | 0.432386 | 2.9957 | 0.002162 |
| 12 | -0.175866 | -1.2184 | 0.114507 |
| 13 | -0.152667 | -1.0577 | 0.147741 |
| 14 | -0.057559 | -0.3988 | 0.345911 |
| 15 | 0.007303 | 0.0506 | 0.479929 |
| 16 | -0.023377 | -0.162 | 0.436009 |
| 17 | -0.049727 | -0.3445 | 0.365979 |
| 18 | -0.140977 | -0.9767 | 0.166803 |
| 19 | -0.124339 | -0.8614 | 0.196637 |
| 20 | -0.029936 | -0.2074 | 0.418287 |
| 21 | -0.005112 | -0.0354 | 0.485946 |
| 22 | -0.109367 | -0.7577 | 0.226163 |
| 23 | -0.039738 | -0.2753 | 0.392128 |
| 24 | 0.021071 | 0.146 | 0.442272 |
| 25 | -0.022673 | -0.1571 | 0.43792 |
| 26 | -0.116538 | -0.8074 | 0.211709 |
| 27 | 0.090961 | 0.6302 | 0.265778 |
| 28 | -0.149568 | -1.0362 | 0.152641 |
| 29 | 0.047682 | 0.3303 | 0.371287 |
| 30 | 0.096371 | 0.6677 | 0.253769 |
| 31 | 0.061784 | 0.4281 | 0.335264 |
| 32 | 0.077008 | 0.5335 | 0.298066 |
| 33 | -0.012348 | -0.0856 | 0.46609 |
| 34 | 0.03387 | 0.2347 | 0.407737 |
| 35 | -0.024866 | -0.1723 | 0.431971 |
| 36 | -0.033646 | -0.2331 | 0.408334 |
