| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.213336 | -1.6525 | 0.051829 |
| 2 | -0.091258 | -0.7069 | 0.241189 |
| 3 | 0.005843 | 0.0453 | 0.482025 |
| 4 | -0.010794 | -0.0836 | 0.466823 |
| 5 | -0.057166 | -0.4428 | 0.329749 |
| 6 | 0.076063 | 0.5892 | 0.278976 |
| 7 | 0.018986 | 0.1471 | 0.441787 |
| 8 | 0.069551 | 0.5387 | 0.29603 |
| 9 | -0.04893 | -0.379 | 0.35301 |
| 10 | 0.005501 | 0.0426 | 0.483077 |
| 11 | 0.100966 | 0.7821 | 0.218621 |
| 12 | -0.058995 | -0.457 | 0.32467 |
| 13 | 0.038998 | 0.3021 | 0.381819 |
| 14 | -0.176717 | -1.3688 | 0.088075 |
| 15 | 0.019551 | 0.1514 | 0.440068 |
| 16 | 0.208683 | 1.6164 | 0.055622 |
| 17 | -0.130434 | -1.0103 | 0.158195 |
| 18 | 0.025989 | 0.2013 | 0.420569 |
| 19 | 0.092759 | 0.7185 | 0.237615 |
| 20 | -0.013232 | -0.1025 | 0.459352 |
| 21 | -0.243666 | -1.8874 | 0.031971 |
| 22 | -0.006066 | -0.047 | 0.48134 |
| 23 | 0.023833 | 0.1846 | 0.427079 |
| 24 | 0.060422 | 0.468 | 0.32073 |
| 25 | -0.17804 | -1.3791 | 0.086492 |
| 26 | 0.25507 | 1.9758 | 0.026393 |
| 27 | -0.070071 | -0.5428 | 0.294649 |
| 28 | -0.079274 | -0.6141 | 0.270749 |
| 29 | -0.011463 | -0.0888 | 0.464772 |
| 30 | -0.149718 | -1.1597 | 0.125381 |
| 31 | 0.13427 | 1.0401 | 0.151245 |
| 32 | 0.023669 | 0.1833 | 0.427574 |
| 33 | -0.08366 | -0.648 | 0.259719 |
| 34 | -0.032649 | -0.2529 | 0.400604 |
| 35 | -0.024755 | -0.1917 | 0.424293 |
| 36 | -5.9e-05 | -5e-04 | 0.499817 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.213336 | -1.6525 | 0.051829 |
| 2 | -0.143292 | -1.1099 | 0.135728 |
| 3 | -0.050257 | -0.3893 | 0.349221 |
| 4 | -0.036721 | -0.2844 | 0.388526 |
| 5 | -0.077546 | -0.6007 | 0.275162 |
| 6 | 0.041468 | 0.3212 | 0.374584 |
| 7 | 0.033689 | 0.261 | 0.397509 |
| 8 | 0.102261 | 0.7921 | 0.215709 |
| 9 | 0.000703 | 0.0054 | 0.497837 |
| 10 | 0.017084 | 0.1323 | 0.447583 |
| 11 | 0.121967 | 0.9447 | 0.174288 |
| 12 | -0.00126 | -0.0098 | 0.496123 |
| 13 | 0.05981 | 0.4633 | 0.322416 |
| 14 | -0.191443 | -1.4829 | 0.071666 |
| 15 | -0.065246 | -0.5054 | 0.307568 |
| 16 | 0.178657 | 1.3839 | 0.085762 |
| 17 | -0.079861 | -0.6186 | 0.26926 |
| 18 | 0.017359 | 0.1345 | 0.446742 |
| 19 | 0.057494 | 0.4453 | 0.328835 |
| 20 | 0.077981 | 0.604 | 0.274048 |
| 21 | -0.222194 | -1.7211 | 0.045192 |
| 22 | -0.155115 | -1.2015 | 0.117136 |
| 23 | -0.05956 | -0.4613 | 0.323109 |
| 24 | 0.009014 | 0.0698 | 0.472283 |
| 25 | -0.164115 | -1.2712 | 0.104277 |
| 26 | 0.160848 | 1.2459 | 0.108818 |
| 27 | -0.002008 | -0.0156 | 0.493822 |
| 28 | -0.028961 | -0.2243 | 0.41163 |
| 29 | -0.026325 | -0.2039 | 0.419556 |
| 30 | -0.169413 | -1.3123 | 0.097214 |
| 31 | 0.105276 | 0.8155 | 0.209016 |
| 32 | 0.028316 | 0.2193 | 0.413567 |
| 33 | 0.008156 | 0.0632 | 0.474919 |
| 34 | -0.106356 | -0.8238 | 0.206649 |
| 35 | -0.198124 | -1.5347 | 0.065061 |
| 36 | 0.025501 | 0.1975 | 0.42204 |
