| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.198391 | -1.5109 | 0.068122 |
| 2 | -0.149249 | -1.1367 | 0.13018 |
| 3 | -0.246446 | -1.8769 | 0.032784 |
| 4 | -0.058306 | -0.444 | 0.32933 |
| 5 | 0.026686 | 0.2032 | 0.419833 |
| 6 | 0.243482 | 1.8543 | 0.034391 |
| 7 | 0.149755 | 1.1405 | 0.129382 |
| 8 | -0.296049 | -2.2546 | 0.013974 |
| 9 | -0.086071 | -0.6555 | 0.25737 |
| 10 | -0.221537 | -1.6872 | 0.048471 |
| 11 | 0.343852 | 2.6187 | 0.005622 |
| 12 | 0.086398 | 0.658 | 0.256576 |
| 13 | 0.166666 | 1.2693 | 0.104703 |
| 14 | -0.178258 | -1.3576 | 0.089929 |
| 15 | -0.080577 | -0.6137 | 0.27092 |
| 16 | -0.173725 | -1.3231 | 0.095505 |
| 17 | 0.238626 | 1.8173 | 0.037167 |
| 18 | 0.06195 | 0.4718 | 0.31942 |
| 19 | -0.140522 | -1.0702 | 0.144486 |
| 20 | 0.019236 | 0.1465 | 0.442018 |
| 21 | -0.058519 | -0.4457 | 0.328747 |
| 22 | 0.004622 | 0.0352 | 0.486021 |
| 23 | 0.001726 | 0.0131 | 0.494779 |
| 24 | 0.189684 | 1.4446 | 0.076977 |
| 25 | -0.13848 | -1.0546 | 0.147984 |
| 26 | 0.0169 | 0.1287 | 0.449018 |
| 27 | -0.086336 | -0.6575 | 0.256724 |
| 28 | 0.142701 | 1.0868 | 0.140816 |
| 29 | -0.036388 | -0.2771 | 0.391335 |
| 30 | -0.020028 | -0.1525 | 0.43965 |
| 31 | -0.032624 | -0.2485 | 0.402328 |
| 32 | -0.03717 | -0.2831 | 0.389061 |
| 33 | 0.036026 | 0.2744 | 0.39239 |
| 34 | 0.041514 | 0.3162 | 0.376509 |
| 35 | 0.092323 | 0.7031 | 0.2424 |
| 36 | -0.220342 | -1.6781 | 0.049357 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.198391 | -1.5109 | 0.068122 |
| 2 | -0.196336 | -1.4952 | 0.070135 |
| 3 | -0.347354 | -2.6454 | 0.005242 |
| 4 | -0.300582 | -2.2892 | 0.012864 |
| 5 | -0.286621 | -2.1828 | 0.016555 |
| 6 | -0.036675 | -0.2793 | 0.390502 |
| 7 | 0.138076 | 1.0516 | 0.148683 |
| 8 | -0.213181 | -1.6235 | 0.054949 |
| 9 | -0.134343 | -1.0231 | 0.155248 |
| 10 | -0.432956 | -3.2973 | 0.000835 |
| 11 | -0.07806 | -0.5945 | 0.277248 |
| 12 | -0.162079 | -1.2344 | 0.111023 |
| 13 | 0.018843 | 0.1435 | 0.443195 |
| 14 | 0.014242 | 0.1085 | 0.457001 |
| 15 | 0.167859 | 1.2784 | 0.103105 |
| 16 | -0.010935 | -0.0833 | 0.46696 |
| 17 | 0.303204 | 2.3091 | 0.012259 |
| 18 | 0.037088 | 0.2825 | 0.389301 |
| 19 | -0.08022 | -0.6109 | 0.271814 |
| 20 | -0.066234 | -0.5044 | 0.307939 |
| 21 | 0.177465 | 1.3515 | 0.090887 |
| 22 | 0.089247 | 0.6797 | 0.249703 |
| 23 | 0.131483 | 1.0013 | 0.160409 |
| 24 | 0.059504 | 0.4532 | 0.326059 |
| 25 | 0.058772 | 0.4476 | 0.328056 |
| 26 | -0.088032 | -0.6704 | 0.252621 |
| 27 | -0.139625 | -1.0634 | 0.146014 |
| 28 | -0.105121 | -0.8006 | 0.213322 |
| 29 | -0.085808 | -0.6535 | 0.258011 |
| 30 | -0.090836 | -0.6918 | 0.245915 |
| 31 | 0.004096 | 0.0312 | 0.48761 |
| 32 | -0.05717 | -0.4354 | 0.332445 |
| 33 | -0.017214 | -0.1311 | 0.448077 |
| 34 | -0.06414 | -0.4885 | 0.313529 |
| 35 | -0.025292 | -0.1926 | 0.423964 |
| 36 | -0.21234 | -1.6171 | 0.055638 |
